SAFFRON: an Adaptive Algorithm for Online Control of the False Discovery Rate.
Aaditya RamdasTijana ZrnicMartin J. WainwrightMichael I. JordanPublished in: ICML (2018)
Keyphrases
- false discovery rate
- theoretical analysis
- computationally efficient
- learning algorithm
- convergence rate
- optimal solution
- computational complexity
- worst case
- improved algorithm
- search space
- cost function
- times faster
- error rate
- detection algorithm
- online learning
- monte carlo
- hypothesis testing
- input data
- computational cost
- experimental evaluation
- dynamic programming
- k means
- preprocessing
- objective function
- similarity measure
- high accuracy
- parameter estimation
- optimization algorithm
- probabilistic model
- ant colony optimization