We wish to congratulate the authors on their extension of model-X knockoffs beyond the Gaussian setting considered in to the well-studied class of Markov chain and hidden Markov models. This contribution builds upon a beautiful body of work that allows us to rethink false discovery rate control in the context of large and complex datasets ( , ; ; ; ; ). We believe that this innovation will help model-X knockoffs to be used in practical applications, such as genome-wide association studies explored in the paper, as well as other biological problems where Markov chain or hidden Markov models are common, see , §1.3) for some examples. In this discussion, we comment on two directions that merit further investigation.
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