We congratulate the authors on this interesting paper that tackles the difficult problem of extending the work of Candès et al. (2018) to structured predictors possessing a particular type of dependence. Motivated by the aim of making the knockoff construction applicable to genome-wide association studies, Sesia et al. (2019) propose using a hidden Markov model to generate knockoffs that capture patterns of DNA variation, following the work of Scheet & Stephens (2006).