Related papers: 3-stage and 4-stage tests with deterministic stage…
When dealing with the problem of simultaneously testing a large number of null hypotheses, a natural testing strategy is to first reduce the number of tested hypotheses by some selection (screening or filtering) process, and then to…
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…
In group sequential designs, where several data looks are conducted for early stopping, we generally assume the vector of test statistics from the sequential analyses follows (at least approximately or asymptotially) a multivariate normal…
We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…
We consider sequences-indexed by time (discrete stages)-of families of multistage stochastic optimization problems. At each time, the optimization problems in a family are parameterized by some quantities (initial states, constraint…
The problem of multiple hypothesis testing with observation control is considered in both fixed sample size and sequential settings. In the fixed sample size setting, for binary hypothesis testing, the optimal exponent for the maximal error…
This paper proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work. In particular, we consider the correct…
We consider nonparametric testing in a non-asymptotic framework. Our statistical guarantees are exact in the sense that Type I and II errors are controlled for any finite sample size. Meanwhile, one proposed test is shown to achieve minimax…
This work analyzes the asymptotic performances of fully distributed sequential hypothesis testing procedures as the type-I and type-II error rates approach zero, in the context of a sensor network without a fusion center. In particular, the…
We study sequential multiple testing with independent data streams, where the goal is to identify an unknown subset of signals while controlling commonly used error metrics, including generalized familywise rates and false discovery and…
In multistage group testing, the tests within the same stage are considered nonadaptive, while those conducted across different stages are adaptive. Specifically, when the pools within the same stage are disjoint, meaning that the entire…
Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…
Consider $d$ dependent change point tests, each based on a CUSUM-statistic. We provide an asymptotic theory that allows us to deal with the maximum over all test statistics as both the sample size $n$ and $d$ tend to infinity. We achieve…
For general repeated measures designs the Wald-type statistic (WTS) is an asymptotically valid procedure allowing for unequal covariance matrices and possibly non-normal multivariate observations. The drawback of this procedure is the poor…
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.,…
There is a growing interest in the implementation of platform trials, which provide the flexibility to incorporate new treatment arms during the trial and the ability to halt treatments early based on lack of benefit or observed…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
This article demonstrates how recent developments in the theory of empirical processes allow us to construct a new family of asymptotically distribution-free smooth tests. Their distribution-free property is preserved even when the…
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution…
We study Probabilistic Group Testing of a set of N items each of which is defective with probability p. We focus on the double limit of small defect probability, p<<1, and large number of variables, N>>1, taking either p->0 after…