Related papers: Interactive Martingale Tests for the Global Null
Incomplete Information research is quite mature when it comes to so called {\em existential nulls}, where an existential null is a value stored in the database, representing an unknown object. For some reason {\em universal nulls}, that is,…
Comparison results for Markov processes w.r.t. function class induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach…
In this paper, we develop invariance-based procedures for testing and inference in high-dimensional regression models. These procedures, also known as randomization tests, provide several important advantages. First, for the global null…
Machine learning (ML) models show strong promise for new biomedical prediction tasks, but concerns about trustworthiness have hindered their clinical adoption. In particular, it is often unclear whether a model relies on true clinical cues…
Inverse classification, the process of making meaningful perturbations to a test point such that it is more likely to have a desired classification, has previously been addressed using data from a single static point in time. Such an…
This work leverages adaptive social learning to estimate partially observable global states in multi-agent reinforcement learning (MARL) problems. Unlike existing methods, the proposed approach enables the concurrent operation of social…
Given samples from two non-negative random variables, we propose a family of tests for the null hypothesis that one random variable stochastically dominates the other at the second order. Test statistics are obtained as functionals of the…
Combining individual p-values to aggregate multiple small effects has a long-standing interest in statistics, dating back to the classic Fisher's combination test. In modern large-scale data analysis, correlation and sparsity are common…
The Fisher randomization test (FRT) is appropriate for any test statistic, under a sharp null hypothesis that can recover all missing potential outcomes. However, it is often sought after to test a weak null hypothesis that the treatment…
We show that one can perform causal inference in a natural way for continuous-time scenarios using tools from stochastic analysis. This provides new alternatives to the positivity condition for inverse probability weighting. The probability…
The paper considers the martingale theory in the $G$-framework. A form of Doob's optional sampling is established, which allows to prove the exact analogue of the classical maximal inequality. The obtained results are used to improve the…
We provide a composite version of Ville's theorem that an event has zero measure if and only if there exists a nonnegative martingale which explodes to infinity when that event occurs. This is a classic result connecting measure-theoretic…
We introduce a method for proving almost sure termination in the context of lambda calculus with continuous random sampling and explicit recursion, based on ranking supermartingales. This result is extended in three ways. Antitone ranking…
Using cumulative residual processes, we propose joint goodness-of-fit tests for conditional means and variances functions in the context of nonlinear time series with martingale difference innovations. The main challenge comes from the fact…
This paper proposes novel tests for the absence of jumps in a univariate semimartingale and for the absence of common jumps in a bivariate semimartingale. Our methods rely on ratio statistics of power variations based on irregular…
Testing for pairwise independence for the case where the number of variables may be of the same size or even larger than the sample size has received increasing attention in the recent years. We contribute to this branch of the literature…
The topic of this paper is testing exchangeability using e-values in the batch mode, with the Markov model as alternative. The null hypothesis of exchangeability is formalized as a Kolmogorov-type compression model, and the Bayes mixture of…
We consider a robust version of the classical Wald test statistics for testing simple and composite null hypotheses for general parametric models. These test statistics are based on the minimum density power divergence estimators instead of…
Building upon our earlier work of a martingale approach to global optimization, a powerful stochastic search scheme for the global optimum of cost functions is proposed on the basis of change of measures on the states that evolve as…
The global testing problem studied in this paper is to seek a definite answer to whether a system of concurrent black-boxes has an observable behavior in a given finite (but could be huge) set "Bad". We introduce a novel approach to solve…