Related papers: E-values: Calibration, combination, and applicatio…
Binary observations are often repeated to improve data quality, creating technical replicates. Several scoring methods are commonly used to infer the actual individual state and obtain a probability for each state. The common practice of…
Bayesian predictive probabilities are commonly used for interim monitoring of clinical trials through efficacy and futility stopping rules. Despite their usefulness, calculation of predictive probabilities, particularly in pre-experiment…
Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter…
Bayesian models of legal arguments generally aim to produce a single integrated model, combining each of the legal arguments under consideration. This combined approach implicitly assumes that variables and their relationships can be…
Scholars frequently use covariate balance tests to test the validity of natural experiments and related designs. Unfortunately, when measured covariates are unrelated to potential outcomes, balance is uninformative about key identification…
In an attempt to provide an answer to the increasing criticism against p-values and to bridge the gap between statistical inference and prediction modelling, we introduce the probability of improved prediction (PIP). In general, the PIP is…
We consider the problem of hypothesis testing in the situation when the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of the Score Function test,…
Partial correlation coefficients are widely applied in the social sciences to evaluate the relationship between two variables after accounting for the influence of others. In this article, we present Bayes Factor Functions (BFFs) for…
We introduce a new conservative test for quantifying the consistency of two or more datasets. The test is based on the Bayesian answer to the question, ``How much more probable is it that all my data were generated from the same model…
Many decision problems cannot be solved exactly and use several estimation algorithms that assign scores to the different available options. The estimation errors can have various correlations, from low (e.g. between two very different…
We introduce a powerful deep classifier two-sample test for high-dimensional data based on E-values, called E-value Classifier Two-Sample Test (E-C2ST). Our test combines ideas from existing work on split likelihood ratio tests and…
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…
A scientist tests a continuous stream of hypotheses over time in the course of her investigation -- she does not test a predetermined, fixed number of hypotheses. The scientist wishes to make as many discoveries as possible while ensuring…
When providing probabilistic forecasts for uncertain future events, it is common to strive for calibrated forecasts, that is, the predictive distribution should be compatible with the observed outcomes. Several notions of calibration are…
Many genomic experiments, notably microarray experiments seeking to detect differential gene expression, involve calculating a large number of p-values. This leads to the multiple testing problem: when the number of null hypotheses is…
E-values and E-processes (nonnegative supermartingales) provide anytime-valid evidence for sequential testing via Ville's inequality, yet their connection to Bayesian reasoning, representational structure, and computational feasibility are…
This article explains, and discusses the merits of, three approaches for analyzing the certainty with which statistical results can be extrapolated beyond the data gathered. Sometimes it may be possible to use more than one of these…
Empirical economic studies often involve multiple propositions or hypotheses, with researchers aiming to assess both the collective and individual evidence against these propositions or hypotheses. To rigorously assess this evidence,…
A class of e-variables is introduced and analyzed. Some examples are presented.
We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…