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The maximum type-I and type-II error exponents associated with the newly introduced almost-fixed-length hypothesis testing is characterized. In this class of tests, the decision-maker declares the true hypothesis almost always after…

Information Theory · Computer Science 2016-05-18 Anusha Lalitha , Tara Javidi

The network data has attracted considerable attention in modern statistics. In research on complex network data, one key issue is finding its underlying connection structure given a network sample. The methods that have been proposed in…

Methodology · Statistics 2024-08-09 Kang Fu , Jianwei Hu , Seydou Keita

This version is ***superseded*** by a full version that can be found at http://www.itu.dk/people/pagh/papers/mining-jour.pdf, which contains stronger theoretical results and fixes a mistake in the reporting of experiments. Abstract:…

Data Structures and Algorithms · Computer Science 2010-02-17 Andrea Campagna , Rasmus Pagh

In this paper, we propose a general method for testing composite hypotheses. Our idea is to use confidence limits to define stopping and decision rules. The requirements of operating characteristic function can be satisfied by adjusting the…

Statistics Theory · Mathematics 2012-02-10 Xinjia Chen

We consider statistical procedures for hypothesis testing of real valued functionals of matched pairs with missing values. In order to improve the accuracy of existing methods, we propose a novel multiplication combination procedure.…

Statistics Theory · Mathematics 2018-01-29 Lubna Amro , Frank Konietschke , Markus Pauly

A common problem in genetics is that of testing whether a set of highly dependent gene expressions differ between two populations, typically in a high-dimensional setting where the data dimension is larger than the sample size. Most…

Methodology · Statistics 2015-03-11 Måns Thulin

Ratios of universal enumerable semimeasures corresponding to hypotheses are investigated as a solution for statistical composite hypotheses testing if an unbounded amount of computation time can be assumed. Influence testing for discrete…

Statistics Theory · Mathematics 2009-12-15 Bruno Bauwens

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

Precision matrix, which is the inverse of covariance matrix, plays an important role in statistics, as it captures the partial correlation between variables. Testing the equality of two precision matrices in high dimensional setting is a…

Methodology · Statistics 2018-10-23 Mingjuan Zhang , Yong He , Cheng Zhou , Xinsheng Zhang

We consider testing regression coefficients in high dimensional generalized linear models. An investigation of the test of Goeman et al. (2011) is conducted, which reveals that if the inverse of the link function is unbounded, the high…

Methodology · Statistics 2014-02-21 Song Xi Chen , Bin Guo

Despite its common practice, statistical hypothesis testing presents challenges in interpretation. For instance, in the standard frequentist framework there is no control of the type II error. As a result, the non-rejection of the null…

Statistics Theory · Mathematics 2018-05-15 Victor Coscrato , Rafael Izbicki , Rafael Bassi Stern

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 provide a new general theorem for multivariate normal approximation on convex sets. The theorem is formulated in terms of a multivariate extension of Stein couplings. We apply the results to a homogeneity test in dense random graphs and…

Probability · Mathematics 2016-08-14 Xiao Fang , Adrian Röllin

After rejecting the null hypothesis in the analysis of variance, the next step is to make the pairwise comparisons to find out differences in means. The purpose of this paper is threefold. The foremost aim is to suggest expression for…

Methodology · Statistics 2023-06-22 Elsayed A. H. Elamir

Given observations from a stationary time series, permutation tests allow one to construct exactly level $\alpha$ tests under the null hypothesis of an i.i.d. (or, more generally, exchangeable) distribution. On the other hand, when the null…

Statistics Theory · Mathematics 2020-09-09 Joseph P. Romano , Marius A. Tirlea

We consider the hypothesis testing problem of deciding whether an observed high-dimensional vector has independent normal components or, alternatively, if it has a small subset of correlated components. The correlated components may have a…

Statistics Theory · Mathematics 2012-06-04 Ery Arias-Castro , Sébastien Bubeck , Gábor Lugosi

Two-sample tests evaluate whether two samples are realizations of the same distribution (the null hypothesis) or two different distributions (the alternative hypothesis). We consider a new setting for this problem where sample features are…

Machine Learning · Computer Science 2022-07-20 Weizhi Li , Gautam Dasarathy , Karthikeyan Natesan Ramamurthy , Visar Berisha

An important feature of linear mixed models and generalized linear mixed models is that the conditional mean of the response given the random effects, after transformed by a link function, is linearly related to the fixed covariate effects…

Applications · Statistics 2008-12-29 Mingyan Huang , Daowen Zhang

The theocratical properties of the power of the conventional testing hypotheses and the selection bias are usually unknown under covariate-adaptive randomized clinical trials. In the literature, most studies are based on simulations. In…

Statistics Theory · Mathematics 2021-05-04 Li-Xin Zhang

In this paper, we consider the fundamental problem of testing for monotone trend in a time series. While the term "trend" is commonly used and has an intuitive meaning, it is first crucial to specify its exact meaning in a hypothesis…

Statistics Theory · Mathematics 2024-04-11 Joseph P. Romano , Marius A. Tirlea