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Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…
How to weigh the Benjamini-Hochberg procedure? In the context of multiple hypothesis testing, we propose a new step-wise procedure that controls the false discovery rate (FDR) and we prove it to be more powerful than any weighted…
In this study, we introduce three distinct testing methods for testing alpha in high dimensional linear factor pricing model that deals with dependent data. The first method is a sum-type test procedure, which exhibits high performance when…
Factual probing is a method that uses prompts to test if a language model "knows" certain world knowledge facts. A problem in factual probing is that small changes to the prompt can lead to large changes in model output. Previous work aimed…
This work focuses on improving the performance and fairness of Federated Learning (FL) in non IID settings by enhancing model aggregation and boosting the training of underperforming clients. We propose FeDABoost, a novel FL framework that…
This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…
This paper proposes an imputation procedure that uses the factors estimated from a tall block along with the re-rotated loadings estimated from a wide block to impute missing values in a panel of data. Assuming that a strong factor…
Testing for differences in features between clusters in various applications often leads to inflated false positives when practitioners use the same dataset to identify clusters and then test features, an issue commonly known as ``double…
Federated learning (FL) has emerged as a powerful paradigm for learning from decentralized data, and federated domain generalization further considers the test dataset (target domain) is absent from the decentralized training data (source…
Accelerated failure time (AFT) models are frequently used to model survival data, providing a direct quantification of the relationship between event times and covariates. These models allow for the acceleration or deceleration of failure…
Federated Learning (FL) endeavors to harness decentralized data while preserving privacy, facing challenges of performance, scalability, and collaboration. Asynchronous Federated Learning (AFL) methods have emerged as promising alternatives…
The replication crisis in social and behavioral sciences has raised concerns about the reliability and validity of empirical studies. While research in the literature has explored contributing factors to this crisis, the issues related to…
Calibration weighting has been widely used to correct selection biases in non-probability sampling, missing data, and causal inference. The main idea is to calibrate the biased sample to the benchmark by adjusting the subject weights.…
Algorithm-Based Fault Tolerance (ABFT) is widely adopted to detect silent data corruptions (SDCs) in matrix multiplication, a cornerstone operation in deep learning systems. However, existing threshold determination methods face critical…
A/B testing is widely used in modern technology companies for policy evaluation and product deployment, with the goal of comparing the outcomes under a newly-developed policy against a standard control. Various causal inference and…
We revisit estimation and computation of the Dickey Fuller (DF) and DF-type tests. Firstly, we show that the usual one step approach, based on the "DF autoregression", is likely to be subject to misspecification. Secondly, we clarify a…
Controlling the false discovery rate (FDR) is a powerful approach to multiple testing. In many applications, the tested hypotheses have an inherent hierarchical structure. In this paper, we focus on the fixed sequence structure where the…
In multiple hypothesis testing, it is well known that adaptive procedures can enhance power via incorporating information about the number of true nulls present. Under independence, we establish that two adaptive false discovery rate (FDR)…
A test based on tapering is proposed for use in testing a global linear hypothesis under a functional linear model. The test statistic is constructed as a weighted sum of squared linear combinations of Fourier coefficients, a tapered…
We investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate ($\mathsf{FDR}$). The $\mathsf{FDR}$ is the expected False Discovery Proportion ($\mathsf{FDP}$), that is, the…