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The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For…

Statistics Theory · Mathematics 2021-03-29 Michael Bell , Yuval Kochman

A family of variable stage size multistage tests of simple hypotheses is described, based on efficient multistage sampling procedures. Using a loss function that is a linear combination of sampling costs and error probabilities, these tests…

Statistics Theory · Mathematics 2009-09-29 Jay Bartroff

How should one jointly design tests and the arrangement of agencies to administer these tests (testing procedure)? To answer this question, we analyze a model where a principal must use multiple tests to screen an agent with a…

Theoretical Economics · Economics 2025-02-19 Xiaoyun Qiu , Liren Shan

As the volume and complexity of data continue to expand across various scientific disciplines, the need for robust methods to account for the multiplicity of comparisons has grown widespread. A popular measure of type 1 error rate in…

Methodology · Statistics 2024-11-19 Jianliang He , Bowen Gang , Luella Fu

In confirmatory clinical trials with small sample sizes, hypothesis tests based on asymptotic distributions are often not valid and exact non-parametric procedures are applied instead. However, the latter are based on discrete test…

Methodology · Statistics 2018-02-22 Robin Ristl , Dong Xi , Ekkehard Glimm , Martin Posch

We study sequential multiple testing with independent data streams, where the goal is to identify an unknown subset of signals while controlling commonly used error metrics, including generalized familywise rates and false discovery and…

Statistics Theory · Mathematics 2026-03-06 Jingyu Liu , Yanglei Song

In many real-world applications, it is common that a proportion of the data may be missing or only partially observed. We develop a novel two-sample testing method based on the Maximum Mean Discrepancy (MMD) which accounts for missing data…

Methodology · Statistics 2024-05-27 Yijin Zeng , Niall M. Adams , Dean A. Bodenham

We introduce two-sided type systems, which are sequent calculi for typing formulas. Two-sided type systems allow for hypothetical reasoning over the typing of compound program expressions, and the refutation of typing formulas. By…

Programming Languages · Computer Science 2023-10-23 Steven Ramsay , Charlie Walpole

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…

Statistics Theory · Mathematics 2015-06-02 Mahdis Azadbakhsh , Xin Gao , Hanna Jankowski

The problem of robust binary hypothesis testing is studied. Under both hypotheses, the data-generating distributions are assumed to belong to uncertainty sets constructed through moments; in particular, the sets contain distributions whose…

Statistics Theory · Mathematics 2024-01-09 Akshayaa Magesh , Zhongchang Sun , Venugopal V. Veeravalli , Shaofeng Zou

This paper studies the problem of high-dimensional multiple testing and sparse recovery from the perspective of sequential analysis. In this setting, the probability of error is a function of the dimension of the problem. A simple…

Statistics Theory · Mathematics 2011-06-06 Matthew Malloy , Robert Nowak

Multiple imputation provides an effective way to handle missing data. When several possible models are under consideration for the data, the multiple imputation is typically performed under a single-best model selected from the candidate…

Methodology · Statistics 2018-11-30 Gyuhyeong Goh , Jae Kwang Kim

In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…

Statistics Theory · Mathematics 2009-02-17 Gilles Blanchard , Etienne Roquain

Large-scale multiple testing is a fundamental problem in high dimensional statistical inference. It is increasingly common that various types of auxiliary information, reflecting the structural relationship among the hypotheses, are…

Methodology · Statistics 2021-10-07 Hongyuan Cao , Jun Chen , Xianyang Zhang

In this paper, we have established a general framework of multistage hypothesis tests which applies to arbitrarily many mutually exclusive and exhaustive composite hypotheses. Within the new framework, we have constructed specific…

Statistics Theory · Mathematics 2013-11-05 Xinjia Chen

The closure principle is fundamental in multiple testing and has been used to derive many efficient procedures with familywise error rate control. However, it is often unsuitable for modern research, which involves flexible multiple testing…

Methodology · Statistics 2024-05-27 Lasse Fischer , Marta Bofill Roig , Werner Brannath

Multiple testing problems arise naturally in scientific studies because of the need to capture or convey more information with more variables. The literature is enormous, but the emphasis is primarily methodological, providing numerous…

Other Statistics · Statistics 2020-10-07 Yudi Pawitan , Arvid Sjölander

The asymptotically optimal hypothesis testing problem with the general sources as the null and alternative hypotheses is studied under exponential-type error constraints on the first kind of error probability. Our fundamental philosophy in…

Probability · Mathematics 2007-05-23 Te Sun Han

In this article, we propose a novel Bayesian multiple testing formulation for model and variable selection in inverse setups, judiciously embedding the idea of inverse reference distributions proposed by Bhattacharya (2013) in a mixture…

Statistics Theory · Mathematics 2020-07-16 Debashis Chatterjee , Sourabh Bhattacharya

High-dimensional tests are applied to find relevant sets of variables and relevant models. If variables are selected by analyzing the sums of products matrices and a corresponding mean-value test is performed, there is the danger that the…

Methodology · Statistics 2012-02-10 Juergen Laeuter , Maciej Rosolowski , Ekkehard Glimm