Related papers: Sequential Tests of Multiple Hypotheses Controllin…
This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…
In this paper we propose a computationally efficient multiple hypothesis testing procedure for persistent homology. The computational efficiency of our procedure is based on the observation that one can empirically simulate a null…
In standardized educational testing, test items are reused in multiple test administrations. To ensure the validity of test scores, the psychometric properties of items should remain unchanged over time. In this paper, we consider the…
Complex large-scale studies, such as those related to microarray data and fMRI studies, often involve testing multiple hierarchically ordered hypotheses. However, most existing false discovery rate (FDR) controlling procedures do not…
In oncological clinical trials, overall survival (OS) is the gold-standard endpoint, but long follow-up and treatment switching can delay or dilute detectable effects. Progression-free survival (PFS) often provides earlier evidence and is…
In outlier hypothesis testing, one aims to detect outlying sequences among a given set of sequences, where most sequences are generated i.i.d. from a nominal distribution while outlying sequences (outliers) are generated i.i.d. from a…
Classical tests for a difference in means control the type I error rate when the groups are defined a priori. However, when the groups are instead defined via clustering, then applying a classical test yields an extremely inflated type I…
Testing multiple hypotheses of conditional independence with provable error rate control is a fundamental problem with various applications. To infer conditional independence with family-wise error rate (FWER) control when only summary…
Platform trials evaluate multiple experimental treatments under a single master protocol, where new treatment arms are added to the trial over time. Given the multiple treatment comparisons, there is the potential for inflation of the…
Response-adaptive designs allow the randomization probabilities to change during the course of a trial based on cumulated response data, so that a greater proportion of patients can be allocated to the better performing treatments. A major…
When prospectively developing a new clinical prediction model (CPM), fixed sample size calculations are typically conducted before data collection based on sensible assumptions. But if the assumptions are inaccurate the actual sample size…
The problem of large scale multiple testing arises in many contexts, including testing for pairwise interaction among large numbers of neurons. With advances in technologies, it has become common to record from hundreds of neurons…
We apply multiple testing procedures to the validation of estimated default probabilities in credit rating systems. The goal is to identify rating classes for which the probability of default is estimated inaccurately, while still…
Multiple hypothesis testing problems arise naturally in science. In this paper, we introduce the new Fast Closed Testing (FACT) method for multiple testing, controlling the family-wise error rate. This error rate is state of the art in many…
Consider $K$ processes, each generating a sequence of identical and independent random variables. The probability measures of these processes have random parameters that must be estimated. Specifically, they share a parameter $\theta$…
Sequential hypothesis testing asks for decision rules that update as data arrive. A natural goal is \emph{eventual correctness}: the rule may change its mind early on, but it should make only finitely many wrong decisions almost surely.…
The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures…
In many large scale multiple testing applications, the hypotheses often have a known graphical structure, such as gene ontology in gene expression data. Exploiting this graphical structure in multiple testing procedures can improve power as…
A sequential multiple testing procedure recently introduced by Heinrich, Bach and Kornmeier allows to "zoom in" on, and thus identify regions with highly significant departures from null-hypotheses. The purpose of this note is to state a…
We propose a general framework of sequential testing procedures based on $U$-statistics which contains as an example a sequential CUSUM test based on differences in mean but also includes a robust sequential Wilcoxon change point procedure.…