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We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the $n^{-1/2}$ scale in every direction, and can be tailored to put substantial power on alternatives of importance. The…
The null hypothesis test (NHT) is widely used for validating scientific hypotheses but is actually highly criticized. Although Bayesian tests overcome several criticisms, some limits remain. We propose a Bayesian two-interval test (2IT) in…
The standard paired-sample testing approach in the multidimensional setting applies multiple univariate tests on the individual features, followed by p-value adjustments. Such an approach suffers when the data carry numerous features. A…
We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian route of putting a prior distribution complying with the monotonicity restriction,…
This paper proposes a new class of nonparametric tests for the correct specification of models based on conditional moment restrictions, paying particular attention to generalized propensity score models. The test procedure is based on two…
This paper addresses the challenges in classifying textual data obtained from open online platforms, which are vulnerable to distortion. Most existing classification methods minimize the overall classification error and may yield an…
The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…
In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…
This paper describes a framework for flexible multiple hypothesis testing of autoregressive time series. The modeling approach is Bayesian, though a blend of frequentist and Bayesian reasoning is used to evaluate procedures. Nonparametric…
We propose a novel nonparametric approach for estimating the location of block boundaries (change-points) of non-overlapping blocks in a random symmetric matrix which consists of random variables having their distribution changing from one…
This paper introduces a novel multi-stage decision-making model that integrates hypothesis testing and dynamic programming algorithms to address complex decision-making scenarios.Initially,we develop a sampling inspection scheme that…
This paper shows that the problem of testing hypotheses in moment condition models without any assumptions about identification may be considered as a problem of testing with an infinite-dimensional nuisance parameter. We introduce a…
Statistical hypothesis testing is the central method to demarcate scientific theories in both exploratory and inferential analyses. However, whether this method befits such purpose remains a matter of debate. Established approaches to…
In this work, based on a realization of an inhomogeneous Poisson process whose intensity function depends on a real unknown parameter, we consider a simple hypothesis against a sequence of close (contiguous) alternatives. Under certain…
Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…
In this paper, we study a fault-tolerant control for systems consisting of multiple homogeneous components such as parallel processing machines. This type of system is often more robust to uncertainty compared to those with a single…
It has recently been shown that an unbinned distance-based statistic, the energy, can be used to construct an extremely powerful nonparametric multivariate two sample goodness-of-fit test. An extension to this method that makes it possible…
This paper addresses patient heterogeneity associated with prediction problems in biomedical applications. We propose a systematic hypothesis testing approach to determine the existence of patient subgroup structure and the number of…
Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be…
Permutation tests are widely used in statistics, providing a finite-sample guarantee on the type I error rate whenever the distribution of the samples under the null hypothesis is invariant to some rearrangement. Despite its increasing…