Related papers: Bound on FWER for correlated normal distribution
In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…
Multiple tests are designed to test a whole collection of null hypotheses simultaneously. Their quality is often judged by the false discovery rate (FDR), i.e. the expectation of the quotient of the number of false rejections divided by the…
The generalization error of a learning algorithm refers to the discrepancy between the loss of a learning algorithm on training data and that on unseen testing data. Various information-theoretic bounds on the generalization error have been…
The population-wise error rate (PWER) is a type I error rate for clinical trials with multiple target populations. In such trials, a treatment is tested for its efficacy in each population. The PWER is defined as the probability that a…
This study derives a new property of the Wishart distribution when the degree-of-freedom and the size of the matrix parameter of the distribution grow simultaneoulsy. Particularly, the asymptotic normality of the product of four independent…
This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…
Word error rate (WER) is a metric used to evaluate the quality of transcriptions produced by Automatic Speech Recognition (ASR) systems. In many applications, it is of interest to estimate WER given a pair of a speech utterance and a…
For estimating a positive normal mean, Zhang and Woodroofe (2003) as well as Roe and Woodroofe (2000) investigate 100($1-\alpha)%$ HPD credible sets associated with priors obtained as the truncation of noninformative priors onto the…
Word error rate (WER) estimation aims to evaluate the quality of an automatic speech recognition (ASR) system's output without requiring ground-truth labels. This task has gained increasing attention as advanced ASR systems are trained on…
For a unified analysis on the phase estimation, we focus on the limiting distribution. It is shown that the limiting distribution can be given by the absolute square of the Fourier transform of $L^2$ function whose support belongs to…
In large scale multiple testing, the use of an empirical null distribution rather than the theoretical null distribution can be critical for correct inference. This paper proposes a ``mode matching'' method for fitting an empirical null…
Distance correlation has become an increasingly popular tool for detecting the nonlinear dependence between a pair of potentially high-dimensional random vectors. Most existing works have explored its asymptotic distributions under the null…
We consider parametric hypotheses testing for multidimensional ergodic diffusion processes observed at discrete time. We propose a family of test statistics, related to the so called $\phi$-divergence measures. By taking into account the…
We study the general problem of testing whether an unknown distribution belongs to a specified family of distributions. More specifically, given a distribution family $\mathcal{P}$ and sample access to an unknown discrete distribution…
This work analyzes the asymptotic performances of fully distributed sequential hypothesis testing procedures as the type-I and type-II error rates approach zero, in the context of a sensor network without a fusion center. In particular, the…
We consider the problems of parameter estimation for several models of threshold ergodic diffusion processes in the asymptotics of large samples. These models are the direct continuous time analogues of the well-known in time series…
In this article, we investigate the asymptotic properties of Bayesian multiple testing procedures under general dependent setup, when the sample size and the number of hypotheses both tend to infinity. Specifically, we investigate strong…
Generalized likelihood ratio statistics have been proposed in Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193] as a generally applicable method for testing nonparametric hypotheses about nonparametric functions. The likelihood ratio…
The steep rise in availability and usage of high-throughput technologies in biology brought with it a clear need for methods to control the False Discovery Rate (FDR) in multiple tests. Benjamini and Hochberg (BH) introduced in 1995 a…
Conformal inference is a versatile tool for building prediction sets in regression or classification. We study the false coverage proportion (FCP) in a simultaneous inference setting with a calibration sample of $n$ points and a test sample…