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Importance sampling is often used in machine learning when training and testing data come from different distributions. In this paper we propose a new variant of importance sampling that can reduce the variance of importance sampling-based…

Machine Learning · Computer Science 2016-11-11 Philip S. Thomas , Emma Brunskill

We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a break at an unknown time. We derive the extreme value…

Statistics Theory · Mathematics 2008-10-23 Alexander Aue , Lajos Horváth , Marie Hušková , Piotr Kokoszka

When the data do not conform to the hypothesis of a known sampling-variance, the fitting of a constant to a set of measured values is a long debated problem. Given the data, fitting would require to find what measurand value is the most…

Data Analysis, Statistics and Probability · Physics 2020-07-21 Giovanni Mana , Enrico Massa , Maria Predescu

Surrogate data testing is a method frequently applied to evaluate the results of nonlinear time series analysis. Since the null hypothesis tested against is a linear, gaussian, stationary stochastic process a positive outcome may not only…

chao-dyn · Physics 2009-10-31 J. Timmer

Most fact checking models for automatic fake news detection are based on reasoning: given a claim with associated evidence, the models aim to estimate the claim veracity based on the supporting or refuting content within the evidence. When…

Computation and Language · Computer Science 2021-05-18 Casper Hansen , Christian Hansen , Lucas Chaves Lima

Statistical inferential results generally come with a measure of reliability for decision-making purposes. For a policy implementer, the value of implementing published policy research depends critically upon this reliability. For a policy…

Other Statistics · Statistics 2024-08-21 Duncan Ermini Leaf

We present a general framework for hypothesis testing on distributions of sets of individual examples. Sets may represent many common data sources such as groups of observations in time series, collections of words in text or a batch of…

Methodology · Statistics 2021-02-03 Alexis Bellot , Mihaela van der Schaar

The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…

Probability · Mathematics 2022-02-08 Vladimir Vovk

Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…

Methodology · Statistics 2018-05-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

In the era of "big data", it is becoming more of a challenge to not only build state-of-the-art predictive models, but also gain an understanding of what's really going on in the data. For example, it is often of interest to know which, if…

Machine Learning · Statistics 2018-05-15 Brandon M. Greenwell , Bradley C. Boehmke , Andrew J. McCarthy

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

Statistical hypothesis testing serves as statistical evidence for scientific innovation. However, if the reported results are intentionally biased, hypothesis testing no longer controls the rate of false discovery. In particular, we study…

Methodology · Statistics 2018-10-12 Junpei Komiyama , Takanori Maehara

We study the detection capability of the weak-value amplification on the basis of the statistical hypothesis testing. We propose a reasonable testing method in the physical and statistical senses to find that the weak measurement with the…

Quantum Physics · Physics 2015-08-17 Yuki Susa , Saki Tanaka

Statistically significant patterns mining (SSPM) is an essential and challenging data mining task in the field of knowledge discovery in databases (KDD), in which each pattern is evaluated via a hypothesis test. Our study aims to introduce…

Methodology · Statistics 2020-08-26 Thien Q. Tran , Kazuto Fukuchi , Youhei Akimoto , Jun Sakuma

Throughout the last decade, random forests have established themselves as among the most accurate and popular supervised learning methods. While their black-box nature has made their mathematical analysis difficult, recent work has…

Methodology · Statistics 2019-12-10 Tim Coleman , Wei Peng , Lucas Mentch

Although numerous algorithms have been proposed to solve the categorical data clustering problem, how to access the statistical significance of a set of categorical clusters remains unaddressed. To fulfill this void, we employ the…

Machine Learning · Computer Science 2022-11-09 Lianyu Hu , Mudi Jiang , Yan Liu , Zengyou He

Abstaining classifiers have the option to abstain from making predictions on inputs that they are unsure about. These classifiers are becoming increasingly popular in high-stakes decision-making problems, as they can withhold uncertain…

Machine Learning · Statistics 2023-11-10 Yo Joong Choe , Aditya Gangrade , Aaditya Ramdas

A criterion is proposed for testing hypothesis about the nature of the error variance in the dependent variable in linear model, which separates correctly and incorrectly specified models. In the former only measurement errors determine the…

Methodology · Statistics 2019-11-19 Alexander Kukush , Igor Mandel

Not all experiments publish their results with a description of the correlations between the data points. This makes it difficult to do hypothesis tests or model fits with that data, since just assuming no correlation can lead to an over-…

Data Analysis, Statistics and Probability · Physics 2021-06-30 Lukas Koch

We propose an approach for testing the hypothesis that two realizations of the random variables in the form of histograms are taken from the same statistical population (i.e. that two histograms are drawn from the same distribution). The…

Data Analysis, Statistics and Probability · Physics 2013-05-22 Sergey Bityukov , Nikolai Krasnikov , Alexander Nikitenko , Vera Smirnova
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