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The severity of type II errors is frequently ignored when deriving a multiple testing procedure, even though utilizing it properly can greatly help in making correct decisions. This paper puts forward a theory behind developing a multiple…

Methodology · Statistics 2014-03-25 Li He , Sanat K. Sarkar , Zhigen Zhao

We revisit the problem of statistical sequence matching initiated by Unnikrishnan (TIT 2015) and derive theoretical performance guarantees for sequential tests that have bounded expected stopping times. Specifically, in this problem, one is…

Information Theory · Computer Science 2025-06-05 Lin Zhou , Qianyun Wang , Yun Wei , Jingjing Wang

Existing sequential generalized estimating equation methodology for longitudinal and group-correlated data focuses on narrow hypotheses concerning treatment efficacy and often makes modeling assumptions that impede the desirable robustness…

Methodology · Statistics 2026-03-16 Nathan T. Provost , Abdus S. Wahed

We study the composite sequential quantum hypothesis testing (SQHT) problem, where the objective is to distinguish a null quantum state from a set of alternative quantum states. We propose a mixture-sequential quantum probability ratio test…

Quantum Physics · Physics 2026-05-12 Jacob Paul Simpson , Efstratios Palias , Sharu Theresa Jose

Knowing when a classifier's prediction can be trusted is useful in many applications and critical for safely using AI. While the bulk of the effort in machine learning research has been towards improving classifier performance,…

Machine Learning · Statistics 2018-10-30 Heinrich Jiang , Been Kim , Melody Y. Guan , Maya Gupta

Modern statisticians are often presented with hundreds or thousands of hypothesis testing problems to evaluate at the same time, generated from new scientific technologies such as microarrays, medical and satellite imaging devices, or flow…

Applications · Statistics 2008-12-18 Bradley Efron

We propose a new algorithmic framework for sequential hypothesis testing with i.i.d. data, which includes A/B testing, nonparametric two-sample testing, and independence testing as special cases. It is novel in several ways: (a) it takes…

Machine Learning · Statistics 2016-03-03 Akshay Balsubramani , Aaditya Ramdas

It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects…

Methodology · Statistics 2016-03-02 Nirian Martin , Leandro Pardo , Konstantinos Zografos

Clustering is part of unsupervised analysis methods that consist in grouping samples into homogeneous and separate subgroups of observations also called clusters. To interpret the clusters, statistical hypothesis testing is often used to…

Methodology · Statistics 2022-10-25 Benjamin Hivert , Denis Agniel , Rodolphe Thiébaut , Boris P Hejblum

The propensity of Large Language Models (LLMs) to generate hallucinations and non-factual content undermines their reliability in high-stakes domains, where rigorous control over Type I errors (the conditional probability of incorrectly…

Computation and Language · Computer Science 2024-11-08 Fan Nie , Xiaotian Hou , Shuhang Lin , James Zou , Huaxiu Yao , Linjun Zhang

Usually one compares the accuracy of two competing classifiers via null hypothesis significance tests (nhst). Yet the nhst tests suffer from important shortcomings, which can be overcome by switching to Bayesian hypothesis testing. We…

Machine Learning · Computer Science 2016-11-23 Giorgio Corani , Alessio Benavoli , Janez Demšar , Francesca Mangili , Marco Zaffalon

Adaptive designs have been proposed for clinical trials in which the nuisance parameters or alternative of interest are unknown or likely to be misspecified before the trial. Whereas most previous works on adaptive designs and mid-course…

Methodology · Statistics 2011-05-18 Jay Bartroff , Tze Leung Lai

In this paper, we develop a simple approach for testing multiple statistical hypotheses based on the observations of a number of probability ratios enumerated consecutively with respect to the index of hypotheses. Explicit and tight bounds…

Statistics Theory · Mathematics 2012-06-19 Xinjia Chen

A previously proved theorem gives sufficient conditions for an estimator of the false discovery rate (FDR) to conservatively converge to the FDR with probability 1 as the number of hypothesis tests increases, even for small sample sizes. It…

Genomics · Quantitative Biology 2007-05-23 David R. Bickel

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

We put forward an adaptive alpha (Type I Error) that decreases as the information grows, for hypothesis tests in which nested linear models are compared. A less elaborate adaptation was already presented in \citet{PP2014} for comparing…

Methodology · Statistics 2021-01-06 D. Vélez , M. E. Pérez , L. R. Pericchi

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

As with all measurements, the measurement of examinee ability, in terms of scores that the examinee obtains in a test, is also error-ridden. The quantification of such error or uncertainty in the test score data--or rather the complementary…

Applications · Statistics 2015-03-13 Satyendra Nath Chakrabartty , Kangrui Wang , Dalia Chakrabarty

We revisit the fundamental question of simple-versus-simple hypothesis testing with an eye towards computational complexity, as the statistically optimal likelihood ratio test is often computationally intractable in high-dimensional…

Statistics Theory · Mathematics 2025-05-05 Ankur Moitra , Alexander S. Wein

Testing of hypotheses is a well studied topic in mathematical statistics. Recently, this issue has also been addressed in the context of Inverse Problems, where the quantity of interest is not directly accessible but only after the…

Statistics Theory · Mathematics 2024-04-09 Remo Kretschmann , Daniel Wachsmuth , Frank Werner
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