False Discovery Rate Control via Data Splitting
通过数据拆分控制错误发现率
Selecting relevant features associated with a given response variable is an important problem in many scientific fields. Quantifying quality and uncertainty of a selection result via false discovery rate (FDR) control has been of recent interest. This article introduces a data-splitting method (referred to as “DS”) to asymptotically control the FDR while maintaining a high power. For each feature, DS constructs a test statistic by estimating two independent regression…