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Consider the following Stochastic Score Classification Problem. A doctor is assessing a patient's risk of developing a certain disease, and can perform $n$ tests on the patient. Each test has a binary outcome, positive or negative. A…

Data Structures and Algorithms · Computer Science 2018-06-29 Dimitrios Gkenosis , Nathaniel Grammel , Lisa Hellerstein , Devorah Kletenik

This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…

Physical theories that depend on many parameters or are tested against data from many different experiments pose unique challenges to statistical inference. Many models in particle physics, astrophysics and cosmology fall into one or both…

Hypothesis testing for small-sample scenarios is a practically important problem. In this paper, we investigate the robust hypothesis testing problem in a data-driven manner, where we seek the worst-case detector over distributional…

Machine Learning · Statistics 2022-05-17 Jie Wang , Yao Xie

The goal of positive-unlabeled (PU) learning is to train a binary classifier on the basis of training data containing positive and unlabeled instances, where unlabeled observations can belong either to the positive class or to the negative…

Machine Learning · Statistics 2024-04-02 Paweł Teisseyre , Konrad Furmańczyk , Jan Mielniczuk

The Wald development of statistical decision theory addresses decision making with sample data. Wald's concept of a statistical decision function (SDF) embraces all mappings of the form [data -> decision]. An SDF need not perform…

Econometrics · Economics 2019-09-17 Charles F. Manski

Hierarchically-organized data arise naturally in many psychology and neuroscience studies. As the standard assumption of independent and identically distributed samples does not hold for such data, two important problems are to accurately…

Statistics Theory · Mathematics 2018-09-03 Irene Dowding , Stefan Haufe

Statistical inference is the science of drawing conclusions about some system from data. In modern signal processing and machine learning, inference is done in very high dimension: very many unknown characteristics about the system have to…

Disordered Systems and Neural Networks · Physics 2020-10-29 Jean Barbier

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 hypothesis testing problems the property of strict unbiasedness describes whether a test is able to discriminate, in the sense of a difference in power, between any distribution in the null hypothesis space and any distribution in the…

Statistics Theory · Mathematics 2025-06-11 Andrew McCormack

Since its introduction by Fisher, the method of hypothesis testing that relies on computing error probabilities has witnessed several developments. Perhaps the most significant development was the seminal contributions of Neyman and Pearson…

Other Statistics · Statistics 2026-05-08 Reason Machete

A policy maker faces a sequence of unknown outcomes. At each stage two (self-proclaimed) experts provide probabilistic forecasts on the outcome in the next stage. A comparison test is a protocol for the policy maker to (eventually) decide…

Methodology · Statistics 2019-09-19 Itay Kavaler , Rann Smorodinsky

A critical step in data analysis for many different types of experiments is the identification of features with theoretically defined shapes in N-dimensional datasets; examples of this process include finding peaks in multi-dimensional…

Data Analysis, Statistics and Probability · Physics 2022-08-25 Korak Kumar Ray , Anjali R. Verma , Ruben L. Gonzalez , Colin D. Kinz-Thompson

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

Comparisons of different treatments or production processes are the goals of a significant fraction of applied research. Unsurprisingly, two-sample problems play a main role in Statistics through natural questions such as `Is the the new…

Methodology · Statistics 2017-09-05 P. C. Álvarez-Esteban , E. del Barrio , J. A. Cuesta-Albertos , C. Matrán

Statistical protocols are often used for decision-making involving multiple parties, each with their own incentives, private information, and ability to influence the distributional properties of the data. We study a game-theoretic version…

Methodology · Statistics 2024-12-24 Flora C. Shi , Stephen Bates , Martin J. Wainwright

A family of consistent tests, derived from a characterization of the probability generating function, is proposed for assessing Poissonity against a wide class of count distributions, which includes some of the most frequently adopted…

Statistics Theory · Mathematics 2024-06-11 Antonio Di Noia , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

While powerful methods have been developed for high-dimensional hypothesis testing assuming orthogonal parameters, current approaches struggle to generalize to the more common non-orthogonal case. We propose Stable Distillation (SD), a…

Methodology · Statistics 2025-01-10 Ryan Christ , Ira Hall , David Steinsaltz

Applied statistical problems often come with pre-specified groupings to predictors. It is natural to test for the presence of simultaneous group-wide signal for groups in isolation, or for multiple groups together. Classical tests for the…

Applications · Statistics 2015-11-25 Stephen Reid , Jonathan Taylor , Robert Tibshirani

The standard paradigm for confirmatory clinical trials is to compare experimental treatments with a control, for example the standard of care or a placebo. However, it is not always the case that a suitable control exists. Efficient…

Methodology · Statistics 2024-10-29 Thomas Burnett , Thomas Jaki