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There is a useful counterpart of conformal prediction for e-values, called conformal e-prediction. Conformal prediction can serve as basis for testing the assumption of exchangeability, leading to conformal testing. Similarly, conformal…

Statistics Theory · Mathematics 2024-11-05 Vladimir Vovk , Ilia Nouretdinov , Alex Gammerman

Researchers often lack the resources to test every hypothesis of interest directly or compute test statistics comprehensively, but often possess auxiliary data from which we can compute an estimate of the experimental outcome. We introduce…

Methodology · Statistics 2025-12-16 Ziyu Xu , Catherine Wang , Larry Wasserman , Kathryn Roeder , Aaditya Ramdas

Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…

Signal Processing · Electrical Eng. & Systems 2024-02-06 Enmao Diao , Taposh Banerjee , Vahid Tarokh

In various situations one is given only the predictions of multiple classifiers over a large unlabeled test data. This scenario raises the following questions: Without any labeled data and without any a-priori knowledge about the…

Machine Learning · Statistics 2014-10-31 Ariel Jaffe , Boaz Nadler , Yuval Kluger

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…

Methodology · Statistics 2020-02-26 Anh-Tuan Hoang , Thorsten Dickhaus

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…

Methodology · Statistics 2020-02-25 Haolun Shi , Guosheng Yin

In contrast to its common definition and calculation, interpretation of p-values diverges among statisticians. Since p-value is the basis of various methodologies, this divergence has led to a variety of test methodologies and evaluations…

Methodology · Statistics 2012-12-27 Tomokazu Konishi

In this study, we propose a two-stage procedure for hypothesis testing, where the first stage is conventional hypothesis testing and the second is an equivalence testing procedure using an introduced Empirical Equivalence Bound. In 2016,…

Methodology · Statistics 2020-01-01 Yi Zhao , Brian S. Caffo , Joshua B. Ewen

Replicability is central to scientific progress, and the partial conjunction (PC) hypothesis testing framework provides an objective tool to quantify it across disciplines. Existing PC methods assume independent studies. Yet many modern…

Methodology · Statistics 2025-12-30 Monitirtha Dey , Trambak Banerjee , Prajamitra Bhuyan , Arunabha Majumdar

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes…

Statistics Theory · Mathematics 2014-09-16 Axel Bücher , Ivan Kojadinovic , Tom Rohmer , Johan Segers

Sequential monitoring of randomized trials traditionally relies on parametric assumptions or asymptotic approximations. We discuss a family of nonparametric sequential tests - collectively called e-RT - for binary, event-only, and…

Methodology · Statistics 2026-05-12 Fernando G Zampieri

Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we study differentially private tests of independence between a categorical and a continuous variable. We take…

Methodology · Statistics 2019-03-25 Simon Couch , Zeki Kazan , Kaiyan Shi , Andrew Bray , Adam Groce

In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…

Statistics Theory · Mathematics 2009-02-17 Gilles Blanchard , Etienne Roquain

Statistical significance testing of differences in values of metrics like recall, precision and balanced F-score is a necessary part of empirical natural language processing. Unfortunately, we find in a set of experiments that many commonly…

Computation and Language · Computer Science 2007-05-23 Alexander Yeh

Standard multiple testing procedures are designed to report a list of discoveries, or suspected false null hypotheses, given the hypotheses' p-values or test scores. Recently there has been a growing interest in enhancing such procedures by…

Methodology · Statistics 2025-10-29 Jack Freestone , William Stafford Noble , Uri Keich

We develop a technique to improve the power of any e-value by a simple randomization involving one independent uniform random variable. Using this framework, we show that two procedures for false discovery rate (FDR) control -- the…

Methodology · Statistics 2025-12-15 Ziyu Xu , Aaditya Ramdas

Statistical hypothesis testing serves as statistical evidence for scientific innovation. However, if the reported results are intentionally biased, hypothesis testing no longer controls the rate of false discovery. In particular, we study…

Methodology · Statistics 2018-10-12 Junpei Komiyama , Takanori Maehara

The customary use of P-values in scientific research has been attacked as being ill-conceived, and the utility of P-values has been derided. This paper reviews common misconceptions about P-values and their alleged deficits as indices of…

Methodology · Statistics 2013-11-04 Michael J. Lew

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…

Quantitative Methods · Quantitative Biology 2007-05-23 David R. Bickel