Selecting relevant features associated with a given response variable is an important problem in many scientific fields. Quantifying quality and uncertainty of selection result via false discovery rate (FDR) control has been recent interest. This article introduces data-splitting method (referred to as “DS”) asymptotically the FDR while maintaining high power. For each feature, DS constructs te...

Biological research often involves testing a growing number of null hypotheses as new data are accumulated over time. We study the problem online control familywise error rate, that is an priori unbounded sequence ( p-values) one by time without knowing future, such with high probability there no false discoveries in entire sequence. This paper unifies algorithmic concepts developed for offline...