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We develop a method to solve, theoretically and numerically, general optimal stopping problems. Our general setting allows for multiple exercise rights, i.e., optimal multiple stopping, for a robust evaluation that accounts for model…

Machine learning applications frequently come with multiple diverse objectives and constraints that can change over time. Accordingly, trained models can be tuned with sets of hyper-parameters that affect their predictive behavior (e.g.,…

Machine Learning · Computer Science 2022-10-17 Bracha Laufer-Goldshtein , Adam Fisch , Regina Barzilay , Tommi Jaakkola

We connect the power of Confidence Intervals in different Frequentist methods to their reliability. We show that in the case of a bounded parameter a biased method which near the boundary has large power in testing the parameter against…

High Energy Physics - Experiment · Physics 2007-05-23 C. Giunti , M. Laveder

When permutation methods are used in practice, often a limited number of random permutations are used to decrease the computational burden. However, most theoretical literature assumes that the whole permutation group is used, and methods…

Statistics Theory · Mathematics 2018-08-20 Jesse Hemerik , Jelle Goeman

PURPOSE Providing rapid answers and early acces to patients to innovative treatments without randomized clinical trial (RCT) is growing, with benefit estimated from single-arm trials. This has become common in oncology, impacting the…

While theories postulating a dual cognitive system take hold, quantitative confirmations are still needed to understand and identify interactions between the two systems or conflict events. Eye movements are among the most direct markers of…

Neurons and Cognition · Quantitative Biology 2020-02-27 Alessandro Rossi , Sara Ermini , Dario Bernabini , Dario Zanca , Marino Todisco , Alessandro Genovese , Antonio Rizzo

In the evaluation of treatment effects, it is of major policy interest to know if the treatment is beneficial for some and harmful for others, a phenomenon known as qualitative interaction. We formulate this question as a multiple testing…

Methodology · Statistics 2017-08-29 Qingyuan Zhao , Dylan S. Small , Weijie Su

Various methodological options exist on evaluating differences in both subgroups and the overall population. Most desirable is the simultaneous study of multiple endpoints in several populations. We investigate a newer method using multiple…

Applications · Statistics 2020-07-23 Charlotte Vogel , Frank Schaarschmidt , Christian Ritz , Franz Koenig , Ludwig A. Hothorn

The higher criticism of a family of tests starts with the individual uncorrected p-values of each test. It then requires a procedure for deciding whether the collection of p-values indicates the presence of a real effect and if possible…

Nonlinear, adaptive, or otherwise complex control techniques are increasingly relied upon to ensure the safety of systems operating in uncertain environments. However, the nonlinearity of the resulting closed-loop system complicates…

Systems and Control · Computer Science 2018-01-17 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

Adaptive experiments are used extensively in online platforms, healthcare and biotechnology, and a variety of other settings. In many of these applications, the main goal is not to precisely estimate a treatment effect, but to demonstrate…

Statistics Theory · Mathematics 2026-03-10 Guido Imbens , Lorenzo Masoero , Alexander Rakhlin , Thomas S. Richardson , Suhas Vijaykumar

Self-testing refers to a method with which a classical user can certify the state and measurements of quantum systems in a device-independent way. Especially, the self-testing of entangled states is of great importance in quantum…

This work proposes a novel procedure to test for common structures across two high-dimensional factor models. The introduced test allows to uncover whether two factor models are driven by the same loading matrix up to some linear…

Methodology · Statistics 2026-03-17 Marie-Christine Düker , Vladas Pipiras

In this paper we explore the behaviour of dependent test statistics for testing of multiple hypothesis . To keep simplicity, we have considered a mixture normal model with equicorrelated correlation set up. With a simple linear…

Statistics Theory · Mathematics 2020-01-09 Rahul Roy , Subir Kumar Bhandari

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

The Globaltest is a powerful test for the global null hypothesis that there is no association between a group of features and a response of interest, which is popular in pathway testing in metabolomics. Evaluating multiple pathways,…

Methodology · Statistics 2021-02-05 Ningning Xu , Aldo Solari , Jelle Goeman

Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…

Probability · Mathematics 2019-01-29 E. Hashorva , S. Kobelkov , V. I. Piterbarg

Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics…

Machine Learning · Computer Science 2016-04-01 Ian Dewancker , Michael McCourt , Scott Clark , Patrick Hayes , Alexandra Johnson , George Ke

Sequential Multiple Assignment Randomized Trials (SMARTs) are considered the gold standard for estimation and evaluation of treatment regimes. SMARTs are typically sized to ensure sufficient power for a simple comparison, e.g., the…

Self-testing allows classical referees to verify the quantum behaviour of some untrusted devices. Recently we developed a framework for building large self-tests by repeating a smaller self-test many times in parallel. However, the…

Quantum Physics · Physics 2017-02-13 Matthew McKague