Related papers: A note on data splitting with e-values: online app…
We discuss systematically two versions of confidence regions: those based on p-values and those based on e-values, a recent alternative to p-values. Both versions can be applied to multiple hypothesis testing, and in this paper we are…
In this article we propose an optimal method referred to as SPlit for splitting a dataset into training and testing sets. SPlit is based on the method of Support Points (SP), which was initially developed for finding the optimal…
Even though a train/test split of the dataset randomly performed is a common practice, could not always be the best approach for estimating performance generalization under some scenarios. The fact is that the usual machine learning…
In this work, we develop a method named Twinning, for partitioning a dataset into statistically similar twin sets. Twinning is based on SPlit, a recently proposed model-independent method for optimally splitting a dataset into training and…
Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…
E-values have gained prominence as flexible tools for statistical inference and risk control, enabling anytime- and post-hoc-valid procedures under minimal assumptions. However, many real-world applications fundamentally rely on sensitive…
In recent years, an increasing amount of data is collected in different and often, not cooperative, databases. The problem of privacy-preserving, distributed calculations over separated databases and, a relative to it, issue of private data…
Bipartite Experiments are randomized experiments where the treatment is applied to a set of units (randomization units) that is different from the units of analysis, and randomization units and analysis units are connected through a…
The large-scale multiple testing inherent to high throughput biological data necessitates very high statistical stringency and thus true effects in data are difficult to detect unless they have high effect sizes. One solution to this…
The most popular approach for analyzing survival data is the Cox regression model. The Cox model may, however, be misspecified, and its proportionality assumption may not always be fulfilled. An alternative approach for survival prediction…
We develop the theory of hypothesis testing based on the e-value, a notion of evidence that, unlike the p-value, allows for effortlessly combining results from several studies in the common scenario where the decision to perform a new study…
Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…
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…
In recent years, sparse principal component analysis has emerged as an extremely popular dimension reduction technique for high-dimensional data. The theoretical challenge, in the simplest case, is to estimate the leading eigenvector of a…
Quality data is a fundamental contributor to success in statistics and machine learning. If a statistical assessment or machine learning leads to decisions that create value, data contributors may want a share of that value. This paper…
We present the expected values from p-value hacking as a choice of the minimum p-value among $m$ independents tests, which can be considerably lower than the "true" p-value, even with a single trial, owing to the extreme skewness of the…
Effective methodologies for evaluating recommender systems are critical, so that such systems can be compared in a sound manner. A commonly overlooked aspect of recommender system evaluation is the selection of the data splitting strategy.…
The Cox model is an indispensable tool for time-to-event analysis, particularly in biomedical research. However, medicine is undergoing a profound transformation, generating data at an unprecedented scale, which opens new frontiers to study…
Probabilistic graphical models have emerged as a powerful modeling tool for several real-world scenarios where one needs to reason under uncertainty. A graphical model's partition function is a central quantity of interest, and its…
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…