English
Related papers

Related papers: False discovery rate control with unknown null dis…

200 papers

Classifying samples as in-distribution or out-of-distribution (OOD) is a challenging problem of anomaly detection and a strong test of the generalisation power for models of the in-distribution. In this paper, we present a simple and…

Machine Learning · Computer Science 2021-03-29 Nima Rafiee , Rahil Gholamipoor , Markus Kollmann

Since Benjamini and Hochberg introduced false discovery rate (FDR) in their seminal paper, this has become a very popular approach to the multiple comparisons problem. An increasingly popular topic within functional data analysis is local…

Methodology · Statistics 2019-08-16 Niels Lundtorp Olsen , Alessia Pini , Simone Vantini

The nonparametric problem of detecting existence of an anomalous interval over a one dimensional line network is studied. Nodes corresponding to an anomalous interval (if exists) receive samples generated by a distribution q, which is…

Information Theory · Computer Science 2016-04-11 Shaofeng Zou , Yingbin Liang , H. Vincent Poor

In this paper, we consider a high-dimensional quantile regression model where the sparsity structure may differ between two sub-populations. We develop $\ell_1$-penalized estimators of both regression coefficients and the threshold…

Methodology · Statistics 2018-12-07 Sokbae Lee , Yuan Liao , Myung Hwan Seo , Youngki Shin

To assess whether there is some signal in a big database, aggregate tests for the global null hypothesis of no effect are routinely applied in practice before more specialized analysis is carried out. Although a plethora of aggregate tests…

Statistics Theory · Mathematics 2024-05-08 Anders Bredahl Kock , David Preinerstorfer

Recent results concerning asymptotic Bayes-optimality under sparsity (ABOS) of multiple testing procedures are extended to fairly generally distributed effect sizes under the alternative. An asymptotic framework is considered where both the…

Statistics Theory · Mathematics 2011-07-13 Florian Frommlet , Arijit Chakrabarti , Magdalena Murawska , Malgorzata Bogdan

The effective utilization of structural information in data while ensuring statistical validity poses a significant challenge in false discovery rate (FDR) analyses. Conformal inference provides rigorous theory for grounding complex machine…

Methodology · Statistics 2024-06-18 Zinan Zhao , Wenguang Sun

Deep Neural Networks for classification behave unpredictably when confronted with inputs not stemming from the training distribution. This motivates out-of-distribution detection (OOD) mechanisms. The usual lack of prior information on…

Machine Learning · Computer Science 2022-03-02 Konstantin Kirchheim , Tim Gonschorek , Frank Ortmeier

Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…

Statistics Theory · Mathematics 2007-11-06 Joseph P. Romano , Michael Wolf

We present simple methods for out-of-distribution detection using a trained generative model. These techniques, based on classical statistical tests, are model-agnostic in the sense that they can be applied to any differentiable generative…

Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of…

Statistics Theory · Mathematics 2007-06-13 E. L. Lehmann , Joseph P. Romano

Exact null distributions of goodness-of-fit test statistics are generally challenging to obtain in tractable forms. Practitioners are therefore usually obliged to rely on asymptotic null distributions or Monte Carlo methods, either in the…

Methodology · Statistics 2023-09-06 Alberto Fernández-de-Marcos , Eduardo García-Portugués

Randomization tests deliver exact finite-sample Type 1 error control when the null satisfies the randomization hypothesis. In practice, achieving these guarantees often requires stronger conditions than the null hypothesis of primary…

Econometrics · Economics 2026-04-03 Deniz Dutz , Xinyi Zhang

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…

Statistics Theory · Mathematics 2015-11-24 Julia Benditkis , Philipp Heesen , Arnold Janssen

Robustness to out-of-distribution (OOD) samples is crucial for safely deploying machine learning models in the open world. Recent works have focused on designing scoring functions to quantify OOD uncertainty. Setting appropriate thresholds…

Machine Learning · Computer Science 2024-04-29 Harit Vishwakarma , Heguang Lin , Ramya Korlakai Vinayak

The false discovery proportion (FDP) is a convenient way to account for false positives when a large number $m$ of tests are performed simultaneously. Romano and Wolf [Ann. Statist. 35 (2007) 1378-1408] have proposed a general principle…

Statistics Theory · Mathematics 2015-06-08 Sylvain Delattre , Etienne Roquain

The problem of comparing the entire second order structure of two functional processes is considered and a $L^2$-type statistic for testing equality of the corresponding spectral density operators is investigated. The test statistic…

Statistics Theory · Mathematics 2021-06-29 Anne Leucht , Efstathios Paparoditis , Daniel Rademacher , Theofanis Sapatinas

The task of the binary classification problem is to determine which of two distributions has generated a length-$n$ test sequence. The two distributions are unknown; two training sequences of length $N$, one from each distribution, are…

Information Theory · Computer Science 2016-04-18 Dayu Huang , Sean Meyn

Knowing when a trained segmentation model is encountering data that is different to its training data is important. Understanding and mitigating the effects of this play an important part in their application from a performance and…

Computer Vision and Pattern Recognition · Computer Science 2024-02-28 David S. W. Williams , Daniele De Martini , Matthew Gadd , Paul Newman

We present several new examples of speed-ups obtainable by quantum algorithms in the context of property testing. First, motivated by sampling algorithms, we consider probability distributions given in the form of an oracle $f:[n]\to[m]$.…

Quantum Physics · Physics 2010-05-13 Sourav Chakraborty , Eldar Fischer , Arie Matsliah , Ronald de Wolf