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A Regret Perspective on Online Multiple Testing

stat.ML · 2026-05-13 · unverdicted · novelty 6.0

The paper proves that deterministic FDR-controlling procedures incur linear regret in online multiple testing and introduces DOMT, a perturbation-based meta-wrapper that reduces regret to order-optimal sublinear levels while preserving safety.

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  • A Regret Perspective on Online Multiple Testing stat.ML · 2026-05-13 · unverdicted · none · ref 53

    The paper proves that deterministic FDR-controlling procedures incur linear regret in online multiple testing and introduces DOMT, a perturbation-based meta-wrapper that reduces regret to order-optimal sublinear levels while preserving safety.