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Suppose there are two unknown parameters, each parameter is the solution to an estimating equation, and the estimating equation of one parameter depends on the other parameter. The parameters can be jointly estimated by "stacking" their…

Methodology · Statistics 2019-08-13 Eli S. Kravitz , Raymond J. Carroll , David Ruppert

We develop the theory of hypothesis testing based on the e-value, a notion of evidence that, unlike the p-value, allows for effortlessly combining results from several studies in the common scenario where the decision to perform a new study…

Statistics Theory · Mathematics 2023-03-13 Peter Grünwald , Rianne de Heide , Wouter Koolen

Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

Methodology · Statistics 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

We propose a two-sample test for high-dimensional means that requires neither distributional nor correlational assumptions, besides some weak conditions on the moments and tail properties of the elements in the random vectors. This…

Methodology · Statistics 2019-04-17 Kaijie Xue , Fang Yao

A paired comparison analysis is the simplest way to make comparative judgments between objects where objects may be goods, services or skills. For a set of problems, this technique helps to choose the most important problem to solve first…

Methodology · Statistics 2020-02-27 Maqsood Ali , Muhammad Aslam

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 propose an efficient method for Bayesian network inference in models with functional dependence. We generalize the multiplicative factorization method originally designed by Takikawa and D Ambrosio(1999) FOR models WITH independence OF…

Artificial Intelligence · Computer Science 2013-01-07 Jirka Vomlel

This book is written to offer a humble, but unified, treatment of e-values in hypothesis testing. It is organized into three parts: Fundamental Concepts, Core Ideas, and Advanced Topics. The first part includes four chapters that introduce…

Statistics Theory · Mathematics 2025-09-11 Aaditya Ramdas , Ruodu Wang

This paper deals with two-sample tests for functional time series data, which have become widely available in conjunction with the advent of modern complex observation systems. Here, particular interest is in evaluating whether two sets of…

Statistics Theory · Mathematics 2019-09-16 Alexander Aue , Holger Dette , Gregory Rice

We propose a general solution to the problem of robust Bayesian inference in complex settings where outliers may be present. In practice, the automation of robust Bayesian analyses is important in the many applications involving large and…

Methodology · Statistics 2022-04-15 Jeremie Houssineau , David J. Nott

We present an introduction to some concepts of Bayesian data analysis in the context of atomic physics. Starting from basic rules of probability, we present the Bayes' theorem and its applications. In particular we discuss about how to…

Data Analysis, Statistics and Probability · Physics 2024-01-30 Martino Trassinelli

The experimental problem of converting a measured binomial quantity, the fraction of events in a sample that pass a cut, into a physical binomial quantity, the fraction of events originating from a signal source, is described as a system of…

High Energy Physics - Experiment · Physics 2007-05-23 Michael L. Kelly

We introduce a powerful deep classifier two-sample test for high-dimensional data based on E-values, called E-value Classifier Two-Sample Test (E-C2ST). Our test combines ideas from existing work on split likelihood ratio tests and…

Methodology · Statistics 2024-05-01 Teodora Pandeva , Tim Bakker , Christian A. Naesseth , Patrick Forré

Garcia-Donato et al. (2025) present a methodology for handling missing data in a model selection problem using an objective Bayesian approach. The current comment discusses an alternative, existing objective Bayesian method for this…

Methodology · Statistics 2025-12-25 Joris Mulder

So-called linear rank statistics provide a means for distribution-free (even in finite samples), yet highly flexible, two-sample testing in the setting of univariate random variables. Their flexibility derives from a choice of weights that…

Methodology · Statistics 2023-10-03 Dan D. Erdmann-Pham

Bayesian predictive synthesis is useful in synthesizing multiple predictive distributions coherently. However, the proof for the fundamental equation of the synthesized predictive density has been missing. In this technical report, we…

Methodology · Statistics 2024-09-17 Riku Masuda , Kaoru Irie

The problem of simple $M-$ary hypothesis testing under a generic performance criterion that depends on arbitrary functions of error probabilities is considered. Using results from convex analysis, it is proved that an optimal decision rule…

Signal Processing · Electrical Eng. & Systems 2019-07-26 Berkan Dulek , Cuneyd Ozturk , Sinan Gezici

The Savage-Dickey density ratio is a specific expression of the Bayes factor when testing a precise (equality constrained) hypothesis against an unrestricted alternative. The expression greatly simplifies the computation of the Bayes factor…

Methodology · Statistics 2020-07-15 J. Mulder , E. -J. Wagenmakers , M. Marsman

We study methods for simultaneous analysis of many noisy experiments in the presence of rich covariate information. The goal of the analyst is to optimally estimate the true effect underlying each experiment. Both the noisy experimental…

Methodology · Statistics 2020-01-14 Nikolaos Ignatiadis , Stefan Wager

This paper introduces a statistical test inferring whether a variable allows separating two classes by means of a single critical value. Its test statistic is the prediction error of a nonparametric threshold classifier. While this approach…

Methodology · Statistics 2017-07-17 Fabian Schroeder
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