Related papers: Two-sample Bayesian Nonparametric Hypothesis Testi…
Given a nonparametric Hidden Markov Model (HMM) with two states, the question of constructing efficient multiple testing procedures is considered, treating one of the states as an unknown null hypothesis. A procedure is introduced, based on…
The problem of zero-rate multiterminal hypothesis testing is revisited from the perspective of information-spectrum approach and finite blocklength analysis. A Neyman-Pearson-like test is proposed and its non-asymptotic performance is…
We consider the problem of testing positively dependent multiple hypotheses assuming that a prior information about the dependence structure is available. We propose two-step multiple comparisons procedures that exploit the prior…
We present an alternative approach to the Bayesian nonparametric analysis of conditional species richness under two-parameter Poisson Dirichlet priors. We rely on a known characterization by deletion of classes property and on results for…
This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…
Suppose there are two unknown parameters, each parameter is the solution to an estimating equation, and the estimating equation of one parameter depends on the other parameter. The parameters can be jointly estimated by "stacking" their…
This paper deals with a new Bayesian approach to the standard one-sample $z$- and $t$- tests. More specifically, let $x_1,\ldots,x_n$ be an independent random sample from a normal distribution with mean $\mu$ and variance $\sigma^2$. The…
Hypothesis testing in contingency tables is usually based on asymptotic results, thereby restricting its proper use to large samples. To study these tests in small samples, we consider the likelihood ratio test and define an accurate index,…
Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…
Testing between hypotheses, when independent sampling is possible, is a well developed subject. In this paper, we propose hypothesis tests that are applicable when the samples are obtained using Markov chain Monte Carlo. These tests are…
The standard paired-sample testing approach in the multidimensional setting applies multiple univariate tests on the individual features, followed by p-value adjustments. Such an approach suffers when the data carry numerous features. A…
This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process distributions. The test statistic is of CUSUM type, based on…
We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian route of putting a prior distribution complying with the monotonicity restriction,…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…
We study the problem of independence and conditional independence tests between categorical covariates and a continuous response variable, which has an immediate application in genetics. Instead of estimating the conditional distribution of…
In this paper, the authors first provide an overview of two major developments on complex survey data analysis: the empirical likelihood methods and statistical inference with non-probability survey samples, and highlight the important…
This paper considers Bayesian multiple testing under sparsity for polynomial-tailed distributions satisfying a monotone likelihood ratio property. Included in this class of distributions are the Student's t, the Pareto, and many other…
We propose a new class of goodness-of-fit tests for the inverse Gaussian distribution. The proposed tests are weighted $L^2$-type tests depending on a tuning parameter. We develop the asymptotic theory under the null hypothesis and under a…
Establishing the frequentist properties of Bayesian approaches widens their appeal and offers new understanding. In hypothesis testing, Bayesian model averaging addresses the problem that conclusions are sensitive to variable selection. But…
Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current…