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Significance testing aims to determine whether a proposition about the population distribution is the truth or not given observations. However, traditional significance testing often needs to derive the distribution of the testing…

Machine Learning · Statistics 2024-01-25 Zehua Liu , Zimeng Li , Jingyuan Wang , Yue He

Heteroskedasticity poses several methodological challenges in designing valid and powerful procedures for simultaneous testing of composite null hypotheses. In particular, the conventional practice of standardizing or re-scaling…

Methodology · Statistics 2025-09-04 Bowen Gang , Trambak Banerjee

While powerful methods have been developed for high-dimensional hypothesis testing assuming orthogonal parameters, current approaches struggle to generalize to the more common non-orthogonal case. We propose Stable Distillation (SD), a…

Methodology · Statistics 2025-01-10 Ryan Christ , Ira Hall , David Steinsaltz

The Fisher randomization test (FRT) is appropriate for any test statistic, under a sharp null hypothesis that can recover all missing potential outcomes. However, it is often sought after to test a weak null hypothesis that the treatment…

Methodology · Statistics 2020-11-09 Jason Wu , Peng Ding

Distribution shifts remain a fundamental problem for the safe application of machine learning systems. If undetected, they may impact the real-world performance of such systems or will at least render original performance claims invalid. In…

Machine Learning · Computer Science 2023-03-10 Lisa M. Koch , Christian M. Schürch , Christian F. Baumgartner , Arthur Gretton , Philipp Berens

Statistical hypotheses are translations of scientific hypotheses into statements about one or more distributions, often concerning their centre. Tests that assess statistical hypotheses of centre implicitly assume a specific centre, e.g.,…

Methodology · Statistics 2024-02-21 Ryan Thompson , Catherine S. Forbes , Steven N. MacEachern , Mario Peruggia

In a recent opinion article, Muff et al. recapitulate well-known objections to the Neyman-Pearson Null-Hypothesis Significance Testing (NHST) framework and call for reforming our practices in statistical reporting. We agree with them on…

Quantitative Methods · Quantitative Biology 2022-05-30 Florian Hartig , Frédéric Barraquand

It is now widely accepted that the standard inferential toolkit used by the scientific research community -- null-hypothesis significance testing (NHST) -- is not fit for purpose. Yet despite the threat posed to the scientific enterprise,…

Methodology · Statistics 2023-11-10 Leonhard Held , Robert Matthews , Manuela Ott , Samuel Pawel

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

Suppose you are told that taking a statin will reduce your risk of a heart attack or stroke by 3% in the next ten years, or that women have better emotional intelligence than men. You may wonder how accurate the 3% is, or how confident we…

Other Statistics · Statistics 2018-03-19 Michael Wood

Inference in models where the parameter is defined by moment inequalities is of interest in many areas of economics. This paper develops a new method for improving the performance of generalized moment selection (GMS) testing procedures in…

Econometrics · Economics 2020-08-26 Rami V. Tabri , Christopher D. Walker

Experimental research on behavior and cognition frequently rests on stimulus or subject selection where not all characteristics can be fully controlled, even when attempting strict matching. For example, when contrasting patients to…

Methodology · Statistics 2016-08-29 Jona Sassenhagen , Phillip M. Alday

Thanks to its favorable properties, the multivariate normal distribution is still largely employed for modeling phenomena in various scientific fields. However, when the number of components $p$ is of the same asymptotic order as the sample…

Statistics Theory · Mathematics 2022-11-17 Caizhu Huang , Claudia Di Caterina , Nicola Sartori

We consider the change point testing problem for high-dimensional time series. Unlike conventional approaches, where one tests whether the difference $\delta$ of the mean vectors before and after the change point is equal to zero, we argue…

Statistics Theory · Mathematics 2025-09-01 Pascal Quanz , Holger Dette

This paper places conformal testing in a general framework of statistical hypothesis testing. A standard approach to testing a composite null hypothesis $H$ is to test each of its elements and to reject $H$ when each of its elements is…

Statistics Theory · Mathematics 2024-02-13 Vladimir Vovk

This paper investigates Distributed Hypothesis testing (DHT), in which a source $\mathbf{X}$ is encoded given that side information $\mathbf{Y}$ is available at the decoder only. Based on the received coded data, the receiver aims to decide…

Information Theory · Computer Science 2023-05-12 Ismaila Salihou Adamou , Elsa Dupraz , Tad Matsumoto

We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…

Applications · Statistics 2020-07-07 Christian Bartels , Johanna Mielke , Ekkehard Glimm

Hierarchically-organized data arise naturally in many psychology and neuroscience studies. As the standard assumption of independent and identically distributed samples does not hold for such data, two important problems are to accurately…

Statistics Theory · Mathematics 2018-09-03 Irene Dowding , Stefan Haufe

In modern data analysis, statistical efficiency improvement is expected via effective collaboration among multiple data holders with non-shared data. In this article, we propose a collaborative score-type test (CST) for testing linear…

Methodology · Statistics 2025-04-30 Yifan Gu , Hanfang Yang , Songshan Yang , Hui Zou

Despite its importance to experimental design, statistical power (the probability that, given a real effect, an experiment will reject the null hypothesis) has largely been ignored by the NLP community. Underpowered experiments make it more…

Computation and Language · Computer Science 2020-10-15 Dallas Card , Peter Henderson , Urvashi Khandelwal , Robin Jia , Kyle Mahowald , Dan Jurafsky