α‐investing: a procedure for sequential control of expected false discoveries
By Dean Phillips Foster, Robert A. Stine. 2008
174 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/83a17e34882c24b4ff407f3e75525631d332df49
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In Statistics and Probability
- Stefan Wager
- Robert Tibshirani
- M. G'Sell
- Alexandra Chouldechova
- Susan Athey
- E.J. Candes
- Eli Upfal
- Tim Kraska
Citations in the corpus
- Optimal Testing in the Experiment-rich Regime (2018, methodology): “Methods to control of the false discovery rate in the sequential hypothesis setting are discussed by Foster and Stine (2007), Javanmard and Montanari (2016) and Ramdas et al. (2017). The connection between with multi-armed bandits is made by Yang et al. (2017). However, the Bayesian framework we pro”
- Sequential selection procedures and false discovery rate control (2013, methodology): “The best method we are aware of is an adaptation of the α-investing approach of Foster and Stine (2008).”
- Controlling False Discoveries During Interactive Data Exploration (2016, methodology): “Common choices for η are 1, (1−α), whereas the procedure appears to lose in power for values of η close to 0 [14].”