Improved FDR Bounds Under Common-Factor Models

lihua_lei_stat · x · 2026-07-17

The author compares their results with another study on the FDR linking theorem: the latter provides an upper bound on the order of q log(1/q) in the absence of a Gaussian assumption, whereas the author points out they can improve this logarithmic factor under a common-factor model.

The post also mentions that they established a matching-order upper bound for a broader class of common-factor Gaussian models, referencing relevant counterexamples to illustrate the scale of FDR inflation in the worst-case scenario.

Related event: Lihua Lei sharpens worst-case FDR bounds in common-factor Gaussian models(5 posts)→

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