Risk-controlled post-processing yields a threshold-structured policy that follows the baseline except where an oracle fallback sharply reduces conditional violation risk, achieving O(log n/n) expected excess risk in i.i.d. settings and exact risk control under exchangeability.
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Domino guarantees k-bFDR control under arbitrary dependence via the closure principle, extending boundary FDR methods to general settings for both p-values and e-values.
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Risk-Controlled Post-Processing of Decision Policies
Risk-controlled post-processing yields a threshold-structured policy that follows the baseline except where an oracle fallback sharply reduces conditional violation risk, achieving O(log n/n) expected excess risk in i.i.d. settings and exact risk control under exchangeability.
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Generalized Boundary FDR Control under Arbitrary Dependence: An Approach on Closure Principle
Domino guarantees k-bFDR control under arbitrary dependence via the closure principle, extending boundary FDR methods to general settings for both p-values and e-values.