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We use p-values as a discrepancy criterion for identifying the threshold value at which a regression function takes off from its baseline value -- a problem that is motivated by applications in omics experiments, systems engineering,…

Methodology · Statistics 2010-08-26 Bodhisattva Sen , Moulinath Banerjee , George Michialidis

P values or risk ratios from multiple, independent studies, observational or randomized, can be computationally combined to provide an overall assessment of a research question in meta-analysis. There is a need to examine the reliability of…

Methodology · Statistics 2021-10-28 S. Stanley Young , Warren B. Kindzierski

E-variables are a relatively new approach for testing statistical hypotheses that has been experiencing major development during the last several years. In this paper we introduce the method of e-variable-approximability and use it to…

Information Theory · Computer Science 2026-03-04 Georgii Potapov , Yuri Kalnishkan

Researchers often misinterpret and misrepresent statistical outputs. This abuse has led to a large literature on modification or replacement of testing thresholds and $P$-values with confidence intervals, Bayes factors, and other devices.…

Methodology · Statistics 2020-10-02 Zad Rafi , Sander Greenland

We introduce a powerful deep classifier two-sample test for high-dimensional data based on E-values, called E-value Classifier Two-Sample Test (E-C2ST). Our test combines ideas from existing work on split likelihood ratio tests and…

Methodology · Statistics 2024-05-01 Teodora Pandeva , Tim Bakker , Christian A. Naesseth , Patrick Forré

Cluster analysis is a fundamental research issue in statistics and machine learning. In many modern clustering methods, we need to determine whether two subsets of samples come from the same cluster. Since these subsets are usually…

Machine Learning · Computer Science 2025-07-15 Xinying Liu , Lianyu Hu , Mudi Jiang , Simeng Zhang , Jun Lou , Zengyou He

Measuring and quantifying dependencies between random variables (RV's) can give critical insights into a data-set. Typical questions are: `Do underlying relationships exist?', `Are some variables redundant?', and `Is some target variable…

Machine Learning · Statistics 2022-03-24 Guus Berkelmans , Joris Pries , Sandjai Bhulai , Rob van der Mei

There is a third way of implementing probability models and practicing. This is to answer questions put in terms of observables. This eliminates frequentist hypothesis testing and Bayes factors and it also eliminates parameter estimation.…

Other Statistics · Statistics 2015-08-12 William M. Briggs

For a random variable we can define a variational relationship with practical physical meaning as dI=dbar(x)-bar(dx), where I is called as uncertainty measurement. With the help of a generalized definition of expectation,…

Statistical Mechanics · Physics 2008-10-27 Congjie Ou , Aziz El Kaabouchi , Alain Le Mehaute , Qiuping A. Wang , Jincan Chen

Recent likelihood theory produces $p$-values that have remarkable accuracy and wide applicability. The calculations use familiar tools such as maximum likelihood values (MLEs), observed information and parameter rescaling. The usual…

Methodology · Statistics 2008-02-08 M. Bédard , D. A. S. Fraser , A. Wong

P-hacking is prevalent in reality but absent from classical hypothesis testing theory. As a consequence, significant results are much more common than they are supposed to be when the null hypothesis is in fact true. In this paper, we build…

Econometrics · Economics 2024-05-09 Adam McCloskey , Pascal Michaillat

We examine a new approach to modeling uncertainty based on plausibility measures, where a plausibility measure just associates with an event its plausibility, an element is some partially ordered set. This approach is easily seen to…

Artificial Intelligence · Computer Science 2013-02-21 Nir Friedman , Joseph Y. Halpern

A pervasive issue in statistical hypothesis testing is that the reported $p$-values are biased downward by data "peeking" -- the practice of reporting only progressively extreme values of the test statistic as more data samples are…

Statistics Theory · Mathematics 2020-11-04 Akshay Balsubramani

Practitioners are interested in not only the average causal effect of the treatment on the outcome but also the underlying causal mechanism in the presence of an intermediate variable between the treatment and outcome. However, in many…

Methodology · Statistics 2016-02-04 Peng Ding , Jiannan Lu

We consider one of the most basic multiple testing problems that compares expectations of multivariate data among several groups. As a test statistic, a conventional (approximate) $t$-statistic is considered, and we determine its rejection…

Methodology · Statistics 2016-12-20 Yoshiyuki Ninomiya , Satoshi Kuriki , Toshihiko Shiroishi , Toyoyuki Takada

Combining individual p-values to aggregate multiple small effects has a long-standing interest in statistics, dating back to the classic Fisher's combination test. In modern large-scale data analysis, correlation and sparsity are common…

Methodology · Statistics 2018-11-30 Yaowu Liu , Jun Xie

Researchers faced with a sequence of candidate model specifications must often choose the best specification that does not violate a testable identification assumption. One option in this scenario is sequential specification tests:…

Methodology · Statistics 2023-07-25 Adam C. Sales

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

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

The F-measure, also known as the F1-score, is widely used to assess the performance of classification algorithms. However, some researchers find it lacking in intuitive interpretation, questioning the appropriateness of combining two…

Machine Learning · Computer Science 2021-03-19 David J. Hand , Peter Christen , Nishadi Kirielle
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