SLOPE with Benjamini-Hochberg-type penalties scaled by 1+delta has asymptotic false discovery rate zero and power one for Gaussian random designs when the true model is sufficiently sparse and signals are sufficiently large.
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On the asymptotic properties of SLOPE
SLOPE with Benjamini-Hochberg-type penalties scaled by 1+delta has asymptotic false discovery rate zero and power one for Gaussian random designs when the true model is sufficiently sparse and signals are sufficiently large.