Related papers: The Average Likelihood Ratio for Large-scale Multi…
Most scientific disciplines use significance testing to draw conclusions about experimental or observational data. This classical approach provides a theoretical guarantee for controlling the number of false positives across a set of…
The fate of scientific hypotheses often relies on the ability of a computational model to explain the data, quantified in modern statistical approaches by the likelihood function. The log-likelihood is the key element for parameter…
In meta analysis, multiple hypothesis testing and many other methods, p-values are utilized as inputs and assumed to be uniformly distributed over the unit interval under the null hypotheses. If data used to generate p-values have discrete…
Background Most methods of adjusting for multiplicity focus primarily on controlling type I errors and rarely consider type II errors. We propose a new method that considers controlling for false-positive findings while ensuring sufficient…
Traditional methods for inference in change point detection often rely on a large number of observed data points and can be inaccurate in non-asymptotic settings. With the rise of mobile health and digital phenotyping studies, where…
In this paper new families of test statistics are introduced and studied for the problem of comparing two treatments in terms of the likelihood ratio order. The considered families are based on phi-divergence measures and arise as natural…
The likelihood ratio (LR) measures the relative weight of forensic data regarding two hypotheses. Several levels of uncertainty arise if frequentist methods are chosen for its assessment: the assumed population model only approximates the…
We introduce fully nonparametric two-sample tests for testing the null hypothesis that the samples come from the same distribution if the values are only indirectly given via current status censoring. The tests are based on the likelihood…
Higher criticism is a large-scale testing procedure that can attain the optimal detection boundary for sparse and faint signals. However, there has been a lack of knowledge in most existing works about its asymptotic distribution for more…
Publication bias (PB) poses a significant threat to meta-analysis, as studies yielding notable results are more likely to be published in scientific journals. Sensitivity analysis provides a flexible method to address PB and to examine the…
We consider a novel paradigm for Bayesian testing of hypotheses and Bayesian model comparison. Our alternative to the traditional construction of posterior probabilities that a given hypothesis is true or that the data originates from a…
In certain privacy-sensitive scenarios within fields such as clinical trial simulations, federated learning, and distributed learning, researchers often face the challenge of estimating correlations between variables without access to…
So-called linear rank statistics provide a means for distribution-free (even in finite samples), yet highly flexible, two-sample testing in the setting of univariate random variables. Their flexibility derives from a choice of weights that…
We study the problem of multiple hypothesis testing for multidimensional data when inter-correlations are present. The problem of multiple comparisons is common in many applications. When the data is multivariate and correlated, existing…
When presenting forensic evidence, such as a DNA match, experts often use the Likelihood ratio (LR) to explain the impact of evidence . The LR measures the probative value of the evidence with respect to a single hypothesis such as 'DNA…
Beta regression models are a suitable choice for continuous response variables on the unity interval. Random effects add further flexibility to the models and accommodate data structures such as hierarchical, repeated measures and…
In this paper, we propose corrections to the likelihood ratio test and John's test for sphericity in large-dimensions. New formulas for the limiting parameters in the CLT for linear spectral statistics of sample covariance matrices with…
Missing covariates are not uncommon in capture-recapture studies. When covariate information is missing at random in capture-recapture data, an empirical full likelihood method has been demonstrated to outperform…
A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the samples. The choice…
This paper investigates the performance of a likelihood ratio test in combination with a polynomial subspace projection approach to detect weak transient signals in broadband array data. Based on previous empirical evidence that a…