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PC/FCI algo: FDR by leveraging the storage of maximum pvalues / minimum test statistics between pairs of edges #24

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adam2392 opened this issue Aug 23, 2022 · 0 comments

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constraint-algorithm

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adam2392 commented Aug 23, 2022

Is your feature request related to a problem? Please describe.
Implement: https://www.jmlr.org/papers/volume10/li09a/li09a.pdf

Describe the solution you'd like
Basically perform FDR procedure on sets of pvalues over the entire graph.

Note that the storage cost will go up since we need to keep track of these values

Additional context
Came up in #18

adam2392 mentioned this issue

[ENH] Skeleton learning method #20

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adam2392 added the constraint-algorithm label

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