Related papers: Valid p-Values and Expectations of p-Values Revisi…
Deciding whether a model provides a good description of data is often based on a goodness-of-fit criterion summarized by a p-value. Although there is considerable confusion concerning the meaning of p-values, leading to their misuse, they…
The notion of p-value is a fundamental concept in statistical inference and has been widely used for reporting outcomes of hypothesis tests. However, p-value is often misinterpreted, misused or miscommunicated in practice. Part of the issue…
In this paper, we study a bi-criterion framework for assessing scoring functions in the context of binary classification. The positive and negative predictive values (ppv and npv, respectively) are conditional probabilities of the true…
Many multiple testing procedures make use of the p-values from the individual pairs of hypothesis tests, and are valid if the p-value statistics are independent and uniformly distributed under the null hypotheses. However, it has recently…
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…
The posterior predictive $p$-value (ppp) is widely used in Bayesian model evaluation. However, due to double use of the data, the ppp may not be a valid $p$-value even in large samples: The asymptotic null distribution of the ppp can be…
We are concerned with testing replicability hypotheses for many endpoints simultaneously. This constitutes a multiple test problem with composite null hypotheses. Traditional $p$-values, which are computed under least favourable parameter…
Forecasting and forecast evaluation are inherently sequential tasks. Predictions are often issued on a regular basis, such as every hour, day, or month, and their quality is monitored continuously. However, the classical statistical tools…
This paper develops a statistical framework for goodness-of-fit testing of volatility functions in McKean-Vlasov stochastic differential equations, which describe large systems of interacting particles with distribution-dependent dynamics.…
The p-values are often implicitly used as a measure of evidence for the hypotheses of the tests. This practice has been analyzed with different approaches. It is generally accepted for the one-sided hypothesis problem, but it is often…
We introduce the notion of p*-values (p*-variables), which generalizes p-values (p-variables) in several senses. The new notion has four natural interpretations: operational, probabilistic, Bayesian, and frequentist. A main example of a…
The limitation of permutation tests is that they assume exchangeability. It is shown that in generalized linear models one can construct permutation tests from score statistics in particular cases. When under the null hypothesis the…
This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are…
Computational variant effect predictors (VEPs) are providing increasingly strong evidence to classify the pathogenicity of missense variants. Precision vs. recall analysis is useful in evaluating VEP performance, especially when adjusted…
We present the first method for assessing the relevance of a model-based clustering result in a general framework. Standard validation criteria, like the adjusted Rand index, rely on external labels to assess partition accuracy;…
We introduce a new goodness-of-fit test for regular vine (R-vine) copula models, a flexible class of multivariate copulas based on a pair-copula construction (PCC). The test arises from the information matrix ratio. The corresponding test…
This article addresses issues of model criticism and model comparison in Bayesian contexts, and focusses on the use of the so-called posterior predictive p-values (ppp values). These involve a general discrepancy or conflict measure and…
In this paper, we address conditional testing problems through the conformal inference framework. We define the localized conformal p-values by inverting prediction intervals and prove their theoretical properties. These defined p-values…
Positive predictive value and negative predictive value are two widely used parameters to assess the clinical usefulness of a medical diagnostic test. When there are two diagnostic tests, it is recommendable to make a comparative assessment…
As a convention, p-value is often computed in frequentist hypothesis testing and compared with the nominal significance level of 0.05 to determine whether or not to reject the null hypothesis. The smaller the p-value, the more significant…