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This article develops a framework for testing general hypothesis in high-dimensional models where the number of variables may far exceed the number of observations. Existing literature has considered less than a handful of hypotheses, such…

Methodology · Statistics 2017-08-16 Yinchu Zhu , Jelena Bradic

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

Accurate comparisons between theoretical models and experimental data are critical for scientific progress. However, inferred physical model parameters can vary significantly with the chosen physics model, highlighting the importance of…

High Energy Physics - Phenomenology · Physics 2025-10-27 Sunil Jaiswal , Chun Shen , Richard J. Furnstahl , Ulrich Heinz , Matthew T. Pratola

In this paper, we study the hypothesis testing problem of, among $n$ random variables, determining $k$ random variables which have different probability distributions from the rest $(n-k)$ random variables. Instead of using separate…

Information Theory · Computer Science 2013-05-28 Weiyu Xu , Lifeng Lai

Calibrating a multiclass predictor, that outputs a distribution over labels, is particularly challenging due to the exponential number of possible prediction values. In this work, we propose a new definition of calibration error that…

Machine Learning · Computer Science 2025-09-30 Konstantina Bairaktari , Huy L. Nguyen

Null Hypothesis Significance Testing is the \textit{de facto} tool for assessing effectiveness differences between Information Retrieval systems. Researchers use statistical tests to check whether those differences will generalise to online…

Information Retrieval · Computer Science 2025-07-23 David Otero , Javier Parapar , Álvaro Barreiro

In this study, a new ensemble approach for classifiers is introduced. A verification method for better error elimination is developed through the integration of multiple classifiers. A multi-agent system comprised of multiple classifiers is…

Artificial Intelligence · Computer Science 2022-06-03 Amirhoshang Hoseinpour Dehkordi , Majid Alizadeh , Ali Movaghar

Multi-objective probabilistic model checking is a powerful technique for verifying stochastic systems against multiple (potentially conflicting) properties. To enhance the trustworthiness and explainability of model checking tools, we…

Logic in Computer Science · Computer Science 2025-08-26 Christel Baier , Calvin Chau , Volodymyr Drobitko , Simon Jantsch , Sascha Klüppelholz

In Machine Learning (ML), a regression algorithm aims to minimize a loss function based on data. An assessment method in this context seeks to quantify the discrepancy between the optimal response for an input-output system and the estimate…

In this paper, we further develop the approach, originating in [GJN], to "computation-friendly" hypothesis testing via Convex Programming. Most of the existing results on hypothesis testing aim to quantify in a closed analytic form…

Statistics Theory · Mathematics 2016-10-04 Anatoli Juditsky , Arkadi Nemirovski

Feature selection is one of the most fundamental problems in machine learning. An extensive body of work on information-theoretic feature selection exists which is based on maximizing mutual information between subsets of features and class…

Machine Learning · Statistics 2016-06-10 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

When dealing with the problem of simultaneously testing a large number of null hypotheses, a natural testing strategy is to first reduce the number of tested hypotheses by some selection (screening or filtering) process, and then to…

Methodology · Statistics 2017-03-21 Wenge Guo , Joseph P. Romano

We consider a hypothesis testing problem where a part of data cannot be observed. Our helper observes the missed data and can send us a limited amount of information about them. What kind of this limited information will allow us to make…

Information Theory · Computer Science 2020-09-08 Marat V. Burnashev

The evaluation of fairness models in Machine Learning involves complex challenges, such as defining appropriate metrics, balancing trade-offs between utility and fairness, and there are still gaps in this stage. This work presents a novel…

Machine Learning · Computer Science 2026-03-03 Gökhan Özbulak , Oscar Jimenez-del-Toro , Maíra Fatoretto , Lilian Berton , André Anjos

The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…

Methodology · Statistics 2021-10-26 Dimitris G. Giovanis , Michael Shields

Multiple hypothesis testing practices vary widely, without consensus on which are appropriate when. This paper provides an economic foundation for these practices designed to capture leading examples, such as regulatory approval on the…

General Economics · Economics 2026-02-19 Davide Viviano , Kaspar Wuthrich , Paul Niehaus

Some large scale inference problems are considered based on using the relative belief ratio as a measure of statistical evidence. This approach is applied to the multiple testing problem. A particular application of this is concerned with…

Statistics Theory · Mathematics 2016-09-22 Michael Evans , Jabed Tomal

This paper is devoted to multi-dimensional inverse problems. In this setting, we address a goodness-of-fit testing problem. We investigate the separation rates associated to different kinds of smoothness assumptions and different degrees of…

Statistics Theory · Mathematics 2014-02-20 Yuri I. Ingster , Béatrice Laurent , Clément Marteau

In this paper we present tools for applied researchers that re-purpose off-the-shelf methods from the computer-science field of machine learning to create a "discovery engine" for data from randomized controlled trials (RCTs). The applied…

Machine Learning · Statistics 2019-05-13 Jens Ludwig , Sendhil Mullainathan , Jann Spiess

We analyze different types of simulations that applied researchers can use to assess whether their inference methods reliably control false-positive rates. We show that different assessments involve trade-offs, varying in the types of…

Econometrics · Economics 2025-10-03 Bruno Ferman
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