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A fundamental assumption of classical hypothesis testing is that the significance threshold $\alpha$ is chosen independently from the data. The validity of confidence intervals likewise relies on choosing $\alpha$ beforehand. We point out…

Applications · Statistics 2025-03-11 Jesse Hemerik , Nick W Koning

Conditional-independence-based discovery uses statistical tests to identify a graphical model that represents the independence structure of variables in a dataset. These tests, however, can be unreliable, and algorithms are sensitive to…

Machine Learning · Computer Science 2026-04-21 Philipp M. Faller , Dominik Janzing

Sequential decision making significantly speeds up research and is more cost-effective compared to fixed-n methods. We present a method for sequential decision making for stratified count data that retains Type-I error guarantee or false…

Methodology · Statistics 2023-02-23 Rosanne J. Turner , Peter D. Grünwald

Motivated by recent findings in Li and Zhang (2025), which established an equivalence between certain p-value-based multiple testing procedures and the e-Benjamini-Hochberg procedure (Wang and Ramdas, 2022), we introduce a general framework…

Methodology · Statistics 2025-08-22 Guanxun Li , Xianyang Zhang

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…

Statistics Theory · Mathematics 2026-03-11 Nicholas G. Polson , Vadim Sokolov , Daniel Zantedeschi

It is quite common in modern research, for a researcher to test many hypotheses. The statistical (frequentist) hypothesis testing framework, does not scale with the number of hypotheses in the sense that naively performing many hypothesis…

Methodology · Statistics 2013-06-26 Jonathan Rosenblatt

Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…

Statistics Theory · Mathematics 2021-08-06 Yanbo Tang , Radu Craiu , Lei Sun

We extend the theory of d-separation to cases in which data instances are not independent and identically distributed. We show that applying the rules of d-separation directly to the structure of probabilistic models of relational data…

Artificial Intelligence · Computer Science 2014-01-07 Marc Maier , Katerina Marazopoulou , David Jensen

We introduce the E-measure: a measure-like generalization of the E-value to a class of hypotheses. Unlike classical measures, E-measures are closed under infimums instead of addition. They arise from a compatibility axiom with logical…

Statistics Theory · Mathematics 2026-04-23 Nick W. Koning

The classical theory for the meta-analysis of $p$-values is based on the assumption that if the overall null hypothesis is true, then all $p$-values used in a chosen combined test statistic are genuine, i.e., are observations from…

Computation · Statistics 2024-10-08 Rui Santos , M. Fátima Brilhante , Sandra Mendonça

This paper introduces an open-ended sequential algorithm for computing the p-value of a test using Monte Carlo simulation. It guarantees that the resampling risk, the probability of a different decision than the one based on the theoretical…

Statistics Theory · Mathematics 2013-07-30 Axel Gandy

Since its debut in the 18th century, the P-value has been an important part of hypothesis testing-based scientific discoveries. As the statistical engine accelerates, questions are beginning to be raised, asking to what extent scientific…

Differential privacy has emerged as an significant cornerstone in the realm of scientific hypothesis testing utilizing confidential data. In reporting scientific discoveries, Bayesian tests are widely adopted since they effectively…

Machine Learning · Statistics 2025-12-22 Abhisek Chakraborty , Saptati Datta

A major challenge in estimating treatment effects in observational studies is the reliance on untestable conditions such as the assumption of no unmeasured confounding. In this work, we propose an algorithm that can falsify the assumption…

Methodology · Statistics 2025-06-03 Rickard K. A. Karlsson , Jesse H. Krijthe

In unsupervised ensemble learning, one obtains predictions from multiple sources or classifiers, yet without knowing the reliability and expertise of each source, and with no labeled data to assess it. The task is to combine these possibly…

Machine Learning · Computer Science 2016-02-24 Ariel Jaffe , Ethan Fetaya , Boaz Nadler , Tingting Jiang , Yuval Kluger

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

In large-scale hypothesis testing, computing exact $p$-values or $e$-values is often resource-intensive, creating a need for budget-aware inferential methods. We propose a general framework for active hypothesis testing that leverages…

Methodology · Statistics 2026-04-09 Qi Kuang , Bowen Gang , Yin Xia

The multiple testing literature has primarily dealt with three types of dependence assumptions between p-values: independence, positive regression dependence, and arbitrary dependence. In this paper, we provide what we believe are the first…

Statistics Theory · Mathematics 2024-05-10 Ziyu Chi , Aaditya Ramdas , Ruodu Wang

The aim of this paper is to provide a new method for learning the relationships between data that have been obtained independently. Unlike existing methods like matching, the proposed technique does not require any contextual information,…

Machine Learning · Statistics 2016-01-05 Alexandra Carpentier , Teresa Schlueter

The e-value is gaining traction as a robust alternative to p-values and Bayes factors for quantifying statistical evidence. e-values are a promising method for adaptive clinical trials due to their anytime-validity: e-values ensure type I…

Methodology · Statistics 2026-05-28 Stef Baas , Judith ter Schure , Joost van Rosmalen
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