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We propose a new nonparametric test for the supposition of independence between two continuous random variables. The test is based on the size of the longest increasing subsequence of a random permutation. We identified the independence…

Methodology · Statistics 2015-03-13 Jesus E. Garcia , Veronica A. Gonzalez-Lopez

We develop a monitoring procedure to detect changes in a large approximate factor model. Letting $r$ be the number of common factors, we base our statistics on the fact that the $\left( r+1\right) $-th eigenvalue of the sample covariance…

Methodology · Statistics 2022-02-03 Matteo Barigozzi , Lorenzo Trapani

Estimation frameworks for statistical inference are preferred to hypothesis testing when quantifying uncertainty and precise estimation are more valuable than binary decisions about statistical significance. Study design for…

Methodology · Statistics 2025-10-29 Luke Hagar , Nathaniel T. Stevens

In standardized educational testing, test items are reused in multiple test administrations. To ensure the validity of test scores, the psychometric properties of items should remain unchanged over time. In this paper, we consider the…

Applications · Statistics 2021-10-26 Yunxiao Chen , Yi-Hsuan Lee , Xiaoou Li

Conventional multiple hypothesis tests use step-up, step-down, or closed testing methods to control the overall error rates. We will discuss marrying these methods with adaptive multistage sampling rules and stopping rules to perform…

Methodology · Statistics 2011-07-12 Jay Bartroff , Tze Leung Lai

We revisit outlier hypothesis testing, propose exponentially consistent low complexity fixed-length and sequential tests and show that our tests achieve better tradeoff between detection performance and computational complexity than…

Information Theory · Computer Science 2026-01-09 Jun Diao , Jingjing Wang , Lin Zhou

The runs test is a well-known test that is used for checking independence between elements of a sample data sequence. Some of runs tests are based on the longest run and others based on the total runs. In this paper, we consider order…

Methodology · Statistics 2014-10-31 Mohammad Reza Kazemi , Ali Akbar Jafari

To design Bayesian studies, criteria for the operating characteristics of posterior analyses - such as power and the type I error rate - are often assessed by estimating sampling distributions of posterior probabilities via simulation. In…

Methodology · Statistics 2025-03-17 Luke Hagar , Nathaniel T. Stevens

In cluster randomized trials, the average treatment effect among individuals (i-ATE) can be different from the cluster average treatment effect (c-ATE) when informative cluster size is present, i.e., when treatment effects or participant…

Methodology · Statistics 2025-10-02 Bryan S. Blette , Zhe Chen , Brennan C. Kahan , Andrew Forbes , Michael O. Harhay , Fan Li

We consider the problem of sequential evaluation, in which an evaluator observes candidates in a sequence and assigns scores to these candidates in an online, irrevocable fashion. Motivated by the psychology literature that has studied…

Machine Learning · Statistics 2023-11-20 Jingyan Wang , Ashwin Pananjady

We propose a general framework for constructing powerful, sequential hypothesis tests for a large class of nonparametric testing problems. The null hypothesis for these problems is defined in an abstract form using the action of two known…

Machine Learning · Statistics 2023-10-31 Teodora Pandeva , Patrick Forré , Aaditya Ramdas , Shubhanshu Shekhar

Accurate detection of infected individuals is one of the critical steps in stopping any pandemic. When the underlying infection rate of the disease is low, testing people in groups, instead of testing each individual in the population, can…

Symmetry plays a central role in the sciences, machine learning, and statistics. For situations in which data are known to obey a symmetry, a multitude of methods that exploit symmetry have been developed. Statistical tests for the presence…

Methodology · Statistics 2024-12-24 Kenny Chiu , Benjamin Bloem-Reddy

We consider adaptive designs for a trial involving N individuals that we follow along T time steps. We allow for the variables of one individual to depend on its past and on the past of other individuals. Our goal is to learn a mean…

Statistics Theory · Mathematics 2021-01-20 Aurelien Bibaut , Maya Petersen , Nikos Vlassis , Maria Dimakopoulou , Mark van der Laan

This paper studies prototypical strategies to sequentially aggregate independent decisions. We consider a collection of agents, each performing binary hypothesis testing and each obtaining a decision over time. We assume the agents are…

Applications · Statistics 2010-08-30 Sandra H. Dandach , Ruggero Carli , Francesco Bullo

Many high-dimensional hypothesis tests aim to globally examine marginal or low-dimensional features of a high-dimensional joint distribution, such as testing of mean vectors, covariance matrices and regression coefficients. This paper…

Statistics Theory · Mathematics 2020-02-04 Yinqiu He , Gongjun Xu , Chong Wu , Wei Pan

In this paper, we propose algorithms that leverage a known community structure to make group testing more efficient. We consider a population organized in disjoint communities: each individual participates in a community, and its infection…

Information Theory · Computer Science 2021-03-18 Pavlos Nikolopoulos , Tao Guo , Sundara Rajan Srinivasavaradhan , Christina Fragouli , Suhas Diggavi

We consider the problem of conditional independence testing of $X$ and $Y$ given $Z$ where $X,Y$ and $Z$ are three real random variables and $Z$ is continuous. We focus on two main cases - when $X$ and $Y$ are both discrete, and when $X$…

Statistics Theory · Mathematics 2021-07-05 Matey Neykov , Sivaraman Balakrishnan , Larry Wasserman

In this work, we consider a binary hypothesis testing problem involving a group of human decision-makers. Due to the nature of human behavior, each human decision-maker observes the phenomenon of interest sequentially up to a random length…

Signal Processing · Electrical Eng. & Systems 2023-01-26 Nandan Sriranga , Baocheng Geng , Pramod K. Varshney

Given observations from a stationary time series, permutation tests allow one to construct exactly level $\alpha$ tests under the null hypothesis of an i.i.d. (or, more generally, exchangeable) distribution. On the other hand, when the null…

Statistics Theory · Mathematics 2020-09-09 Joseph P. Romano , Marius A. Tirlea