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Prior work applying semiparametric theory to causal inference has primarily focused on deriving estimators that exhibit statistical robustness under a prespecified causal model that permits identification of a desired causal parameter.…

Methodology · Statistics 2024-07-02 Junhui Yang , Rohit Bhattacharya , Youjin Lee , Ted Westling

We consider fits to two or more datasets for which results from the sa me experiment share a common systematic uncertainty in addition to their individ ual statistical errors. This is important in extracting the maximum information from a…

Data Analysis, Statistics and Probability · Physics 2020-09-29 Roger John Barlow

Stability and reproducibility are essential considerations in various applications of statistical methods. False Discovery Rate (FDR) control methods are able to control false signals in scientific discoveries. However, many FDR control…

Methodology · Statistics 2025-12-22 Jiajun Sun , Zhanrui Cai , Wei Zhong

The fixed-X knockoff filter is a flexible framework for variable selection with false discovery rate (FDR) control in linear models with arbitrary design matrices (of full column rank) and it allows for finite-sample selective inference via…

Statistics Theory · Mathematics 2023-11-28 Mehrdad Pournaderi , Yu Xiang

We develop a novel computationally efficient and general framework for robust hypothesis testing. The new framework features a new way to construct uncertainty sets under the null and the alternative distributions, which are sets centered…

Machine Learning · Statistics 2018-05-29 Rui Gao , Liyan Xie , Yao Xie , Huan Xu

Randomization tests and flexible treatment-effect models offer complementary strengths for analyzing data from randomized panel experiments: the former provide valid inference under the known assignment mechanism, while the latter can…

Methodology · Statistics 2026-05-12 Fangnan Zheng , Yao Zhang

Statistical hypothesis tests typically use prespecified sample sizes, yet data often arrive sequentially. Interim analyses invalidate classical error guarantees, while existing sequential methods require rigid testing preschedules or incur…

Methodology · Statistics 2026-02-17 Chris Holmes , Stephen Walker

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

Statistics Theory · Mathematics 2017-07-25 Abhik Ghosh , Ayanendranath Basu

The theocratical properties of the power of the conventional testing hypotheses and the selection bias are usually unknown under covariate-adaptive randomized clinical trials. In the literature, most studies are based on simulations. In…

Statistics Theory · Mathematics 2021-05-04 Li-Xin Zhang

Cluster randomized trials (CRTs) randomly assign an intervention to groups of individuals (e.g., clinics or communities) and measure outcomes on individuals in those groups. While offering many advantages, this experimental design…

Permutation tests date back nearly a century to Fisher's randomized experiments, and remain an immensely popular statistical tool, used for testing hypotheses of independence between variables and other common inferential questions. Much of…

Methodology · Statistics 2022-12-05 Aaditya Ramdas , Rina Foygel Barber , Emmanuel J. Candes , Ryan J. Tibshirani

A new weak measurement procedure is introduced for finite samples which yields accurate weak values that are outside the range of eigenvalues and which do not require an exponentially rare ensemble. This procedure provides a unique…

Quantum Physics · Physics 2009-11-13 Jeff Tollaksen

We prove that the empirical risk of most well-known loss functions factors into a linear term aggregating all labels with a term that is label free, and can further be expressed by sums of the loss. This holds true even for non-smooth,…

Machine Learning · Computer Science 2016-02-11 Giorgio Patrini , Frank Nielsen , Richard Nock , Marcello Carioni

The randomized $p$-value, (nonrandomized) mid-$p$-value and abstract randomized $p$-value have all been recommended for testing a null hypothesis whenever the test statistic has a discrete distribution. This paper provides a unifying…

Computation · Statistics 2014-12-02 Joshua D Habiger

Foster and Hart proposed an operational measure of riskiness for discrete random variables. We show that their defining equation has no solution for many common continuous distributions including many uniform distributions, e.g. We show how…

Risk Management · Quantitative Finance 2013-01-09 Frank Riedel , Tobias Hellmann

Penalized likelihood models are widely used to simultaneously select variables and estimate model parameters. However, the existence of weak signals can lead to inaccurate variable selection, biased parameter estimation, and invalid…

Methodology · Statistics 2022-12-13 Yuexia Zhang , Peibei Shi , Zhongyi Zhu , Linbo Wang , Annie Qu

Random matrix theory (RMT) successfully predicts universal statistical properties of complicated wave scattering systems in the semiclassical limit, while the random coupling model offers a complete statistical model with a simple additive…

A central problem in Binary Hypothesis Testing (BHT) is to determine the optimal tradeoff between the Type I error (referred to as false alarm) and Type II (referred to as miss) error. In this context, the exponential rate of convergence of…

Information Theory · Computer Science 2021-11-29 Sebastian Espinosa , Jorge F. Silva , Pablo Piantanida

When researchers carry out a null hypothesis significance test, it is tempting to assume that a statistically significant result lowers Prob(H0), the probability of the null hypothesis being true. Technically, such a statement is…

Applications · Statistics 2022-04-19 Daniel J. Schad , Shravan Vasishth

In this paper, we present a general framework for testing relevant hypotheses in functional time series. Our unified approach covers one-sample, two-sample, and change point problems under contaminated observations with arbitrary sampling…

Methodology · Statistics 2025-08-27 Leheng Cai , Qirui Hu
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