English

Controlling the False Discovery Rate via Competition: is the +1 needed?

Methodology 2024-12-10 v2 Applications

Abstract

Barber and Cand\`es (2015) control of the FDR in feature selection relies on estimating the FDR by the number of knockoff wins +1 divided by the number of original wins. We study the necessity of the +1 in general settings.

Keywords

Cite

@article{arxiv.2204.13248,
  title  = {Controlling the False Discovery Rate via Competition: is the +1 needed?},
  author = {Andrew Rajchert and Uri Keich},
  journal= {arXiv preprint arXiv:2204.13248},
  year   = {2024}
}

Comments

10 pages + 9 supplementary pages