Large-scale multiple testing: Fundamental limits of false discovery rate control and compound oracle
大规模多重检验:错误发现率控制的基本界限与复合预言规则
The false discovery rate (FDR) and the false nondiscovery rate (FNR), defined as the expected false discovery proportion (FDP) and the false nondiscovery proportion (FNP), are the most popular benchmarks for multiple testing. Despite the theoretical and algorithmic advances in recent years, the optimal trade-off between the FDR and the FNR has been largely unknown, except for certain restricted classes of decision rules, for example, separable rules, or for other performance…