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Envelope tests are a popular tool in spatial statistics, where they are used in goodness-of-fit testing. These tests graphically compare an empirical function $T(r)$ with its simulated counterparts from the null model. However, the type I…

Methodology · Statistics 2017-04-06 Mari Myllymäki , Tomás Mrkvicka , Pavel Grabarnik , Henri Seijo , Ute Hahn

This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of $L_p$-type functionals of kernel estimators $(1 \leq p < \infty)$. Drawing on the approach of…

Statistics Theory · Mathematics 2023-08-28 Sokbae Lee , Kyungchul Song , Yoon-Jae Whang

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…

Machine Learning · Statistics 2016-10-31 Wittawat Jitkrittum , Zoltan Szabo , Kacper Chwialkowski , Arthur Gretton

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…

Methodology · Statistics 2026-05-26 Tobias Freidling , Qingyuan Zhao , Zijun Gao

We present the expected values from p-value hacking as a choice of the minimum p-value among $m$ independents tests, which can be considerably lower than the "true" p-value, even with a single trial, owing to the extreme skewness of the…

Applications · Statistics 2018-01-29 Nassim Nicholas Taleb

P-values are a mainstay in statistics but are often misinterpreted. We propose a new interpretation of p-value as a meaningful plausibility, where this is to be interpreted formally within the inferential model framework. We show that, for…

Statistics Theory · Mathematics 2014-10-28 Ryan Martin , Chuanhai Liu

Weighting the p-values is a well-established strategy that improves the power of multiple testing procedures while dealing with heterogeneous data. However, how to achieve this task in an optimal way is rarely considered in the literature.…

Statistics Theory · Mathematics 2019-03-22 Guillermo Durand

Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

Methodology · Statistics 2024-09-05 F. Richard Guo , Rajen D. Shah

We propose new goodness-of-fit tests for the Poisson distribution. The testing procedure entails fitting a weighted Poisson distribution, which has the Poisson as a special case, to observed data. Based on sample data, we calculate an…

Methodology · Statistics 2024-02-21 Winnie Kirui , Elzanie Bothma , Marius Smuts , Anke Steyn , Jaco Visagie

A large class of goodness-of-fit test statistics based on sup-functionals of weighted empirical processes is proposed and studied. The weight functions employed are Erd\H{o}s-Feller-Kolmogorov-Petrovski upper-class functions of a Brownian…

Statistics Theory · Mathematics 2016-04-04 Natalia Stepanova , Tatjana Pavlenko

Testing the equality in distributions of multiple samples is a common task in many fields. However, this problem for high-dimensional or non-Euclidean data has not been well explored. In this paper, we propose new nonparametric tests based…

Methodology · Statistics 2022-05-30 Hoseung Song , Hao Chen

We describe a mechanism for performing probabilistic reasoning in influence diagrams using interval rather than point valued probabilities. We derive the procedures for node removal (corresponding to conditional expectation) and arc…

Artificial Intelligence · Computer Science 2013-04-08 Kenneth W. Fertig , John S. Breese

This paper assumes a robust stochastic model where a set $\mathcal{P}$ of probability measures replaces the single probability measure of dominated models. We introduce and study $\mathcal{P}$-sensitive functions defined on robust function…

Probability · Mathematics 2026-01-28 Johannes Langner , Gregor Svindland

Large scale discrete uniform and homogeneous $P$-values often arise in applications with multiple testing. For example, this occurs in genome wide association studies whenever a nonparametric one-sample (or two-sample) test is applied…

Methodology · Statistics 2021-12-08 Marta Cousido-Rocha , Jacobo de Uña-Álvarez , Sebastian Döhler

For covariance test in functional data analysis, existing methods are developed only for fully observed curves, whereas in practice, trajectories are typically observed discretely and with noise. To bridge this gap, we employ a…

Methodology · Statistics 2026-04-20 Yang Zhou , Jin Yang , Fang Yao

We discuss systematically two versions of confidence regions: those based on p-values and those based on e-values, a recent alternative to p-values. Both versions can be applied to multiple hypothesis testing, and in this paper we are…

Statistics Theory · Mathematics 2024-03-05 Vladimir Vovk , Ruodu Wang

The mid-p-value is a proposed improvement on the ordinary p-value for the case where the test statistic is partially or completely discrete. In this case, the ordinary p-value is conservative, meaning that its null distribution is larger…

Statistics Theory · Mathematics 2017-06-02 Patrick Rubin-Delanchy , Nicholas A. Heard , Daniel John Lawson

Consider an observation of a multivariate temporal point process $N$ with law $\mathcal P$ on the time interval $[0,T]$. To test the null hypothesis that $\mathcal P$ belongs to a given parametric family, we construct a convergent…

Statistics Theory · Mathematics 2025-06-26 Justin Baars , Sami Umut Can , Roger J. A. Laeven

This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional…

Methodology · Statistics 2021-05-18 Zhanrui Cai , Runze Li , Yaowu Zhang

Probabilistic independence can dramatically simplify the task of eliciting, representing, and computing with probabilities in large domains. A key technique in achieving these benefits is the idea of graphical modeling. We survey existing…

Artificial Intelligence · Computer Science 2013-02-21 Fahiem Bacchus , Adam J. Grove