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We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…

Methodology · Statistics 2022-08-26 Paul B. Rohrbach , Robert L. Jack

Testing of hypotheses is a well studied topic in mathematical statistics. Recently, this issue has also been addressed in the context of Inverse Problems, where the quantity of interest is not directly accessible but only after the…

Statistics Theory · Mathematics 2024-04-09 Remo Kretschmann , Daniel Wachsmuth , Frank Werner

Platform trials offer a framework to study multiple interventions in a single trial with the opportunity of opening and closing arms. The use of a common control in platform trials can increase efficiency as compared to individual control…

Methodology · Statistics 2023-02-10 Quynh Nguyen , Katharina Hees , Benjamin Hofner

Many scientific analyses require simultaneous comparison of multiple functionals of an unknown signal at once, calling for multidimensional confidence regions with guaranteed simultaneous frequentist under structural constraints (e.g.,…

Statistics Theory · Mathematics 2025-10-14 Pau Batlle , Pratik Patil , Michael Stanley , Javier Ruiz Lupon , Houman Owhadi , Mikael Kuusela

The Gaussian Kinematic Formula (GKF) is a powerful and computationally efficient tool to perform statistical inference on random fields and became a well-established tool in the analysis of neuroimaging data. Using realistic error models,…

Methodology · Statistics 2024-04-17 Fabian JE Telschow , Samuel Davenport

We consider a mean-field model of coupled phase oscillators with quenched disorder in the coupling strengths and natural frequencies. When these two kinds of disorder are uncorrelated (and when the positive and negative couplings are equal…

Statistical Mechanics · Physics 2016-03-02 Hyunsuk Hong , Kevin P. O'Keeffe , Steven H. Strogatz

This paper revisits the following open question in simultaneous testing of multivariate normal means against two-sided alternatives: Can the method of Benjamini and Hochberg (BH, 1995) control the false discovery rate (FDR) without imposing…

Statistics Theory · Mathematics 2023-04-12 Sanat K. Sarkar

Historically, applications of RFT in fMRI have relied on assumptions of smoothness, stationarity and Gaussianity. The first two assumptions have been addressed in Part 1 of this article series. Here we address the severe non-Gaussianity of…

Applications · Statistics 2023-12-19 Samuel Davenport , Armin Schwartzman , Thomas E. Nichols , Fabian J. E. Telschow

Many psychologists do not realize that exploratory use of the popular multiway analysis of variance (ANOVA) harbors a multiple comparison problem. In the case of two factors, three separate null hypotheses are subject to test (i.e., two…

Statistical methods for automatically identifying dependent word pairs (i.e. dependent bigrams) in a corpus of natural language text have traditionally been performed using asymptotic tests of significance. This paper suggests that Fisher's…

cmp-lg · Computer Science 2008-02-03 Ted Pedersen

In a one-way analysis-of-variance (ANOVA) model, the number of all pairwise comparisons can be large even when there are only a moderate number of groups. Motivated by this, we consider a regime with a growing number of groups, and prove…

Statistics Theory · Mathematics 2023-12-12 Weidong Liu , Dennis Leung , Qiman Shao

This paper considers the problem of regression analysis with random covariance matrix as outcome and Euclidean covariates in the framework of Fr\'echet regression on the Bures-Wasserstein manifold. Such regression problems have many…

Methodology · Statistics 2024-09-17 Haoshu Xu , Hongzhe Li

False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However, for functional test statistics, which are discretized into…

Methodology · Statistics 2024-12-03 Tomáš Mrkvička , Mari Myllymäki

By representing the range of fair betting odds according to a pair of confidence set estimators, dual probability measures on parameter space called frequentist posteriors secure the coherence of subjective inference without any prior…

Statistics Theory · Mathematics 2012-05-02 David R. Bickel

We propose a functional accelerated failure time model to characterize effects of both functional and scalar covariates on the time to event of interest, and provide regularity conditions to guarantee model identifiability. For efficient…

Methodology · Statistics 2024-02-09 Changyu Liu , Wen Su , Kin-Yat Liu , Guosheng Yin , Xingqiu Zhao

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 any parametric inference problem, the robustness of the procedure is a real concern. A procedure which retains a high degree of efficiency under the model and simultaneously provides stable inference under data contamination is…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

The Fourier-Entropy Influence (FEI) Conjecture states that for any Boolean function $f:\{+1,-1\}^n \to \{+1,-1\}$, the Fourier entropy of $f$ is at most its influence up to a universal constant factor. While the FEI conjecture has been…

Computational Complexity · Computer Science 2019-03-29 Sourav Chakraborty , Sushrut Karmalkar , Srijita Kundu , Satyanarayana V. Lokam , Nitin Saurabh

We consider the problem of quickly detecting a signal in a sensor network when the subset of sensors in which signal may be present is completely unknown. We formulate this problem as a sequential hypothesis testing problem with a simple…

Statistics Theory · Mathematics 2013-11-12 Georgios Fellouris , Alexander Tartakovsky

We want to select the best systems out of a given set of systems (or rank them) with respect to their expected performance. The systems allow random observations only and we assume that the joint observation of the systems has a…

Methodology · Statistics 2017-01-23 Björn Görder , Michael Kolonko