Unsolved
Finite-sample optimal FDR-FNR frontier under the two-group model
Sourced from the work of Yutong Nie, Yihong Wu
§ Problem Statement
§ Discussion
Loading discussion…
§ Significance & Implications
§ Known Partial Results
§ References
[1]
Large-Scale Multiple Testing: Fundamental Limits of False Discovery Rate Control and Compound Oracle
Yutong Nie, Yihong Wu (2023)
Annals of Statistics (to appear)
📍 Section 1.1 (Background and problem formulation), immediately after Eq. (2) (definition of $FNR_n^*(\alpha)$), the sentence “it still remains open how to find the optimal decision rule…”, p. 3 (arXiv v3 PDF).
Source paper where this problem appears.