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We study the problem of multiple hypothesis testing for multidimensional data when inter-correlations are present. The problem of multiple comparisons is common in many applications. When the data is multivariate and correlated, existing…

Statistics Theory · Mathematics 2015-06-02 Mahdis Azadbakhsh , Xin Gao , Hanna Jankowski

We propose a novel statistical test to assess the mutual independence of multidimensional random vectors. Our approach is based on the $L_1$-distance between the joint density function and the product of the marginal densities associated…

Statistics Theory · Mathematics 2024-04-19 Nour-Eddine Berrahou , Salim Bouzebda , Lahcen Douge

We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…

Dynamical Systems · Mathematics 2019-12-23 Kathryn E. Hare , Kevin G. Hare , Sascha Troscheit

Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature,…

Methodology · Statistics 2019-11-19 Ilmun Kim , Ann B. Lee , Jing Lei

This paper presents a new approach to statistical similarity assessment based on sequence alignment. The algorithm performs mutual matching of two random sequences by successively searching for common elements and by applying sequence…

Signal Processing · Electrical Eng. & Systems 2021-06-09 Jakub Nikonowicz , Łukasz Matuszewski , Paweł Kubczak

We propose a new approach to sequential testing which is an adaptive (on-line) extension of the (off-line) framework developed in [10]. It relies upon testing of pairs of hypotheses in the case where each hypothesis states that the vector…

Statistics Theory · Mathematics 2017-02-27 Anatoli Juditsky , Arkadi Nemirovski

This article presents a novel, general, and effective simulation-inspired approach, called {\it repro samples method}, to conduct statistical inference. The approach studies the performance of artificial samples, referred to as {\it repro…

Methodology · Statistics 2022-06-15 Min-ge Xie , Peng Wang

We consider the problem of sequential multiple hypothesis testing with nontrivial data collection costs. This problem appears, for example, when conducting biological experiments to identify differentially expressed genes of a disease…

Machine Learning · Computer Science 2023-11-06 Thomas Cook , Harsh Vardhan Dubey , Ji Ah Lee , Guangyu Zhu , Tingting Zhao , Patrick Flaherty

In multiple hypotheses testing it has become widely popular to make inference on the true discovery proportion (TDP) of a set $\mathcal{M}$ of null hypotheses. This approach is useful for several application fields, such as neuroimaging and…

Methodology · Statistics 2023-10-13 Friederike Preusse , Anna Vesely , Thorsten Dickhaus

Large-scale multiple testing under static factor models is widely used to detect sparse signals in high-dimensional data. However, static factor models are arguably too stringent because they ignore serial correlation, which seriously…

Statistics Theory · Mathematics 2025-04-04 Xinxin Yang , Lilun Du

This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional…

Methodology · Statistics 2021-05-18 Zhanrui Cai , Runze Li , Yaowu Zhang

We consider the problem of two-sample testing under a local differential privacy constraint where a permutation procedure is used to calibrate the tests. We develop testing procedures which are optimal up to logarithmic factors, for general…

Statistics Theory · Mathematics 2026-02-25 Alexander Kent , Thomas B. Berrett , Yi Yu

Simultaneous tests of superiority and non-inferiority hypotheses on multiple endpoints are often performed in clinical trials to demonstrate that a new treatment is superior over a control on at least one endpoint and non-inferior on the…

Methodology · Statistics 2023-10-02 Wenfeng Chen , Naiqing Zhao , Guoyou Qin , Jie Chen

Diagnostic accuracy studies assess sensitivity and specificity of a new index test in relation to an established comparator or the reference standard. The development and selection of the index test is usually assumed to be conducted prior…

Methodology · Statistics 2022-08-30 Max Westphal , Antonia Zapf

We propose a permutation-based method for testing a large collection of hypotheses simultaneously. Our method provides lower bounds for the number of true discoveries in any selected subset of hypotheses. These bounds are simultaneously…

Applications · Statistics 2023-01-30 Angela Andreella , Jesse Hemerik , Wouter Weeda , Livio Finos , Jelle Goeman

This paper presents a selective survey of recent developments in statistical inference and multiple testing for high-dimensional regression models, including linear and logistic regression. We examine the construction of confidence…

Methodology · Statistics 2023-01-26 T. Tony Cai , Zijian Guo , Yin Xia

The problem of joint sequential detection and isolation is considered in the context of multiple, not necessarily independent, data streams. A multiple testing framework is proposed, where each hypothesis corresponds to a different subset…

Statistics Theory · Mathematics 2022-07-04 Anamitra Chaudhuri , Georgios Fellouris

In the group testing problem we aim to identify a small number of infected individuals within a large population. We avail ourselves to a procedure that can test a group of multiple individuals, with the test result coming out positive iff…

Discrete Mathematics · Computer Science 2021-05-14 Amin Coja-Oghlan , Oliver Gebhard , Max Hahn-Klimroth , Philipp Loick

Two main approaches in simultaneous inference are intersection-union tests and union-intersection tests. For intersection-union hypotheses, the classical IUT based on marginal p-values and the all-in-alternative UIT are compared. Depending…

Methodology · Statistics 2021-11-17 Ludwig A. Hothorn

Recent work by Gao et al. (JASA 2022) has laid the foundations for post-clustering inference, establishing a theoretical framework allowing to test for differences between means of estimated clusters. Additionally, they studied the…

Methodology · Statistics 2025-08-15 Javier González-Delgado , Mathis Deronzier , Juan Cortés , Pierre Neuvial