Unsolved
Optimal FDR-FNR tradeoff beyond independent two-group mixtures
Sourced from the work of Yutong Nie, Yihong Wu
§ Problem Statement
Setup
Unsolved Problem
§ 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 6.3 (Weakly dependent data), paragraph immediately preceding Theorem 24 (“Characterizing the optimal FDR-FNR tradeoff for models with strongly dependent data is an open problem”), p. 26
Source paper where this problem appears.