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This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Applications · Statistics 2015-12-10 Timothy B. Armstrong , Hock Peng Chan

We study a Bayesian binary sequential hypothesis testing problem with multiple large language models (LLMs). Each LLM $j$ has per-query cost $c_j>0$, random waiting time with mean $\mu_j>0$ and sub-Gaussian tails, and \emph{asymmetric}…

Data Structures and Algorithms · Computer Science 2026-04-03 Guokai Li , Alys Liang , Mo Liu , Murray Lei , Stefanus Jasin , Fenghua Yang , Preet Baxi

This work investigates the sequential hypothesis testing problem with online sensor selection and sensor usage constraints. That is, in a sensor network, the fusion center sequentially acquires samples by selecting one "most informative"…

Applications · Statistics 2016-01-26 Shang Li , Xiaoou Li , Xiaodong Wang , Jingchen Liu

We investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate ($\mathsf{FDR}$). The $\mathsf{FDR}$ is the expected False Discovery Proportion ($\mathsf{FDP}$), that is, the…

Statistics Theory · Mathematics 2008-11-21 Pierre Neuvial

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

A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…

Machine Learning · Computer Science 2024-07-01 Weizhi Li , Prad Kadambi , Pouria Saidi , Karthikeyan Natesan Ramamurthy , Gautam Dasarathy , Visar Berisha

Most scientific disciplines use significance testing to draw conclusions about experimental or observational data. This classical approach provides a theoretical guarantee for controlling the number of false positives across a set of…

Applications · Statistics 2023-03-06 Stanley E. Lazic

The problem of sequential anomaly detection and identification is considered, where multiple data sources are simultaneously monitored and the goal is to identify in real time those, if any, that exhibit ``anomalous" statistical behavior.…

Statistics Theory · Mathematics 2024-12-09 Aristomenis Tsopelakos , Georgios Fellouris

Multiple hypothesis testing often involves composite nulls, i.e., nulls that are associated with two or more distributions. In many cases, it is reasonable to assume that there is a prior distribution on the distributions despite it is…

Statistics Theory · Mathematics 2008-07-31 Zhiyi Chi

High-dimensional logistic regression is widely used in analyzing data with binary outcomes. In this paper, global testing and large-scale multiple testing for the regression coefficients are considered in both single- and two-regression…

Methodology · Statistics 2020-11-23 Rong Ma , T. Tony Cai , Hongzhe Li

Feature screening for ultrahigh-dimension, in general, proceeds with two essential steps. The first step is measuring and ranking the marginal dependence between response and covariates, and the second is determining the threshold. We…

Methodology · Statistics 2022-07-28 Linsui Deng , Yilin Zhang

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

We propose a two-sample testing procedure based on learned deep neural network representations. To this end, we define two test statistics that perform an asymptotic location test on data samples mapped onto a hidden layer. The tests are…

Machine Learning · Statistics 2020-03-11 Matthias Kirchler , Shahryar Khorasani , Marius Kloft , Christoph Lippert

We investigate asymptotically optimal multiple testing procedures for streams of sequential data in the context of prior information on the number of false null hypotheses ("signals"). We show that the "gap" and "gap-intersection"…

Methodology · Statistics 2020-05-04 Xinrui He , Jay Bartroff

Practical problems with missing data are common, and statistical methods have been developed concerning the validity and/or efficiency of statistical procedures. On a central focus, there have been longstanding interests on the mechanism…

Methodology · Statistics 2020-03-26 Rui Duan , C. Jason Liang , Pamela Shaw , Cheng Yong Tang , Yong Chen

In this paper we introduce and investigate a new rejection curve for asymptotic control of the false discovery rate (FDR) in multiple hypotheses testing problems. We first give a heuristic motivation for this new curve and propose some…

Statistics Theory · Mathematics 2009-03-31 Helmut Finner , Thorsten Dickhaus , Markus Roters

Two-sample hypothesis testing for network comparison presents many significant challenges, including: leveraging repeated network observations and known node registration, but without requiring them to operate; relaxing strong structural…

Methodology · Statistics 2024-02-05 Meijia Shao , Dong Xia , Yuan Zhang , Qiong Wu , Shuo Chen

We describe group sequential tests which efficiently incorporate information from multiple endpoints allowing for early stopping at pre-planned interim analyses. We formulate a testing procedure where several outcomes are examined, and…

Methodology · Statistics 2024-05-09 Abigail J. Burdon , Thomas Jaki

A statistical test can be seen as a procedure to produce a decision based on observed data, where some decisions consist of rejecting a hypothesis (yielding a significant result) and some do not, and where one controls the probability to…

Statistics Theory · Mathematics 2017-10-19 Aaron McDaid , Zoltan Kutalik , Valentin Rousson

Statistical hypothesis testing serves as statistical evidence for scientific innovation. However, if the reported results are intentionally biased, hypothesis testing no longer controls the rate of false discovery. In particular, we study…

Methodology · Statistics 2018-10-12 Junpei Komiyama , Takanori Maehara
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