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
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.