Related papers: A Modified Sequential Probability Ratio Test
Estimating software testability can crucially assist software managers to optimize test budgets and software quality. In this paper, we propose a new approach that radically differs from the traditional approach of pursuing testability…
For many machine learning problems, data is abundant and it may be prohibitive to make multiple passes through the full training set. In this context, we investigate strategies for dynamically increasing the effective sample size, when…
Determining the sample size of an experiment can be challenging, even more so when incorporating external information via a prior distribution. Such information is increasingly used to reduce the size of the control group in randomized…
Estimation using pooled sampling has long been an area of interest in the group testing literature. Such research has focused primarily on the assumed use of fixed sampling plans (i), although some recent papers have suggested alternative…
The pseudo-marginal algorithm is a popular variant of the Metropolis--Hastings scheme which allows us to sample asymptotically from a target probability density $\pi$, when we are only able to estimate an unnormalized version of $\pi$…
Determination of sample size is critical, however not easy to do. Sample size defined as the number of observations in a sample should be big enough to have a high likelihood of detecting a true difference between groups. Practical…
Background: Under competing risks, the commonly used sub-distribution hazard ratio (SHR) is not easy to interpret clinically and is valid only under the proportional sub-distribution hazard (SDH) assumption. This paper introduces an…
A computer code can simulate a system's propagation of variation from random inputs to output measures of quality. Our aim here is to estimate a critical output tail probability or quantile without a large Monte Carlo experiment. Instead,…
Researchers in genetics and other life sciences commonly use permutation tests to evaluate differences between groups. Permutation tests have desirable properties, including exactness if data are exchangeable, and are applicable even when…
We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. The key idea is simple, i.e., we first transform each…
Bell tests are of profound statistical nature. Besides physical considerations, the proper understanding of their implications should involve detailed statistical analyses. In this regard, recent works have shown that their consequences and…
Two semimetrics on probability distributions are proposed, given as the sum of differences of expectations of analytic functions evaluated at spatial or frequency locations (i.e, features). The features are chosen so as to maximize the…
Corrected confidence intervals are developed for the mean of the second component of a bivariate normal process when the first component is being monitored sequentially. This is accomplished by constructing a first approximation to a…
Group sequential designs drive innovation in clinical, industrial, and corporate settings. Early stopping for failure in sequential designs conserves experimental resources, whereas early stopping for success accelerates access to improved…
A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…
The objective of Bayesian inference is often to infer, from data, a probability measure for a random variable that can be used as input for Monte Carlo simulation. When datasets for Bayesian inference are small, a principle challenge is…
Randomization testing is a fundamental method in statistics, enabling inferential tasks such as testing for (conditional) independence of random variables, constructing confidence intervals in semiparametric location models, and…
We analyze theoretical properties of the hybrid test for superior predictability. We demonstrate with a simple example that the test may not be pointwise asymptotically of level $\alpha$ at commonly used significance levels and may lead to…
In this paper we propose several variants to perform the independence test between two random elements based on recurrence rates. We will show how to calculate the test statistic in each one of these cases. From simulations we obtain that…
Adaptive experiments use preliminary analyses of the data to inform further course of action and are commonly used in many disciplines including medical and social sciences. Because the null hypothesis and experimental design are…