for both traits t and s. We call the mixing weights p feasible if the resulting matrix Ω∼(p) is positive semi-definite. We maximize the FDR (given by the formula above) over all feasible mixing weights p. Given that the FDR may not be a unimodal function of p, we maximize using a grid search. Since p has 2T elements, it may be computationally infeasible to perform a fine grid search when T is larger than three or four traits. Illustrative calculations of maxFDR in a two-trait setting are shown in Supplementary Figure 2.
