Related papers: Interactive Martingale Tests for the Global Null
Testing uniformity on the $p$-dimensional unit sphere is arguably the most fundamental problem in directional statistics. In this paper, we consider this problem in the framework of axial data, that is, under the assumption that the $n$…
Testing for independence between two random vectors is a fundamental problem in statistics. It is observed from empirical studies that many existing omnibus consistent tests may not work well for some strongly nonmonotonic and nonlinear…
Online experiments are widely used for improving online services. While doing online experiments, The student t-test is the most widely used hypothesis testing technique. In practice, however, the normality assumption on which the t-test…
Confidence sequences, anytime p-values (called p-processes in this paper), and e-processes all enable sequential inference for composite and nonparametric classes of distributions at arbitrary stopping times. Examining the literature, one…
How can we monitor, in real time, whether one uncertain prospect has any upside over another? To answer this question, we develop a novel family of sequential, anytime-valid tests for stochastic dominance (SD; also known as stochastic…
Verifying that a statistically significant result is scientifically meaningful is not only good scientific practice, it is a natural way to control the Type I error rate. Here we introduce a novel extension of the p-value - a…
We propose a sequential test for detecting arbitrary distribution shifts that allows conformal test martingales (CTMs) to work under a fixed, reference-conditional setting. Existing CTM detectors construct test martingales by continually…
We consider the Granger causal structure learning problem from time series data. Granger causal algorithms predict a 'Granger causal effect' between two variables by testing if prediction error of one decreases significantly in the absence…
A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte Carlo setup, is proposed. The search is aided by imparting…
It is well known to generalize the meagre ideal replacing aleph_0 by a (regular) cardinal lambda > aleph_0 and requiring the ideal to be lambda^+-complete. But can we generalize the null ideal? In terms of forcing, this means finding a…
There is a significant literature on methods for incorporating knowledge into multiple testing procedures so as to improve their power and precision. Some common forms of prior knowledge include (a) beliefs about which hypotheses are null,…
We generalise the randomness test definitions in the literature for both the Martin-L\"of and Schnorr randomness of a series of binary outcomes, in order to allow for interval-valued rather than merely precise forecasts for these outcomes,…
In this paper, we propose a test procedure based on the LASSO methodology to test the global null hypothesis of no dependence between a response variable and $p$ predictors, where $n$ observations with $n < p$ are available. The proposed…
Given observations from a stationary time series, permutation tests allow one to construct exactly level $\alpha$ tests under the null hypothesis of an i.i.d. (or, more generally, exchangeable) distribution. On the other hand, when the null…
Graphical tests assess whether a function of interest departs from an envelope of functions generated under a simulated null distribution. This approach originated in spatial statistics, but has recently gained some popularity in functional…
In this paper, we discuss a test function method to obtain nonexistence of global-in-time solutions for higher order evolution equations with fractional derivatives and a power nonlinearity, under a sign condition on the initial data. In…
In this paper we introduce a variant of Burkholder's martingale transform associated with two martingales with respect to different filtrations. Even though the classical martingale techniques cannot be applied, we show that the discussed…
Given a random sample from a random variable $T$ which is bounded from above, $T\le\tau$ a.s., we define processes that are positive supermartingales if $E(T)\ge\mu$. Such processes are called test martingales. Tests of the supermartingale…
To date, testing interactions in high dimensions has been a challenging task. Existing methods often have issues with sensitivity to modeling assumptions and heavily asymptotic nominal p-values. To help alleviate these issues, we propose a…
Two new omnibus tests of uniformity for data on the hypersphere are proposed. The new test statistics exploit closed-form expressions for orthogonal polynomials, feature tuning parameters, and are related to a "smooth maximum" function and…