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In randomized experiments with noncompliance, tests may focus on compliers rather than on the overall sample. Rubin (1998) put forth such a method, and argued that testing for the complier average causal effect and averaging permutation…

Methodology · Statistics 2016-02-23 Laura Forastiere , Fabrizia Mealli , Luke Miratrix

We investigate sample average approximation (SAA) for two-stage stochastic programs without relatively complete recourse, i.e., for problems in which there are first-stage feasible solutions that are not guaranteed to have a feasible…

Optimization and Control · Mathematics 2022-04-05 Rui Chen , James Luedtke

Probability integral transforms (PITs) and empirical $p$-values are widely used to assess the calibration of predictive distributions. While exact PIT values are uniformly distributed under correct model specification, practical…

Methodology · Statistics 2026-05-18 Jakub Lis

This paper studies sequential methods for recovery of sparse signals in high dimensions. When compared to fixed sample size procedures, in the sparse setting, sequential methods can result in a large reduction in the number of samples…

Information Theory · Computer Science 2014-10-07 Matthew L. Malloy , Robert Nowak

Recent research has generated hope that inference scaling, such as resampling solutions until they pass verifiers like unit tests, could allow weaker models to match stronger ones. Beyond inference, this approach also enables training…

Machine Learning · Computer Science 2026-03-27 Benedikt Stroebl , Sayash Kapoor , Arvind Narayanan

If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…

Methodology · Statistics 2025-06-05 Huw Llewelyn

Randomized experiments are increasingly employed in two-sided markets, such as buyer--seller platforms, to evaluate the effects of marketplace interventions. These experiments must reflect the underlying two-sided market structure in their…

Methodology · Statistics 2026-03-30 Jizhou Liu , Azeem M. Shaikh , Panos Toulis

Randomization inference is a widely-used and appealing approach for analyzing treatment effects in randomized experiments, as it is finite-sample valid and does not require any distributional assumptions. However, naive application of…

Econometrics · Economics 2026-05-12 Xinran Li , Peizan Sheng , Zeyang Yu

We consider the problem of two-sample testing in a semi-supervised setting with abundant unlabeled covariate data. Standard two-sample tests neglect covariate information, which has the potential to significantly boost performance. However,…

Machine Learning · Statistics 2026-05-05 Gyumin Lee , Shubhanshu Shekhar , Ilmun Kim

This paper presents an improved result on the negative-binomial Monte Carlo technique analyzed in a previous paper for the estimation of an unknown probability p. Specifically, the confidence level associated to a relative interval…

Computation · Statistics 2008-09-25 Luis Mendo , Jose M. Hernando

Sensitivity analysis for measurement error can be applied in the absence of validation data by means of regression calibration and simulation-extrapolation. These have not been compared for this purpose. A simulation study was conducted…

Applications · Statistics 2021-06-09 Linda Nab , Rolf H. H. Groenwold

Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…

Machine Learning · Computer Science 2026-04-28 Yunpeng Xu , Wenge Guo , Zhi Wei

Public data repositories have enabled researchers to compare results across multiple genomic studies in order to replicate findings. A common approach is to first rank genes according to an hypothesis of interest within each study. Then,…

Applications · Statistics 2012-06-29 Loki Natarajan , Minya Pu , Karen Messer

When assessing the presence of an exposure causal effect on a given outcome, it is well known that classical measurement error of the exposure can reduce the power of a test of the null hypothesis in question, although its type I error rate…

Methodology · Statistics 2016-10-18 Caleb H. Miles , Joel Schwartz , Eric J. Tchetgen Tchetgen

We investigate the multiplicity model with m values of some test statistic independently drawn from a mixture of no effect (null) and positive effect (alternative), where we seek to identify, the alternative test results with a controlled…

Methodology · Statistics 2024-02-06 Zhiwen Jiang , Stephan Morgenthaler

p-hacking occurs when researchers conduct multiple significance tests (e.g., p1;H0,1 and p2;H0,2) and then selectively report tests that yield desirable (usually significant) results (e.g., p2 < 0.05;H0,2) without correcting for multiple…

Other Statistics · Statistics 2026-05-22 Mark Rubin

Studies accumulate over time and meta-analyses are mainly retrospective. These two characteristics introduce dependencies between the analysis time, at which a series of studies is up for meta-analysis, and results within the series.…

Methodology · Statistics 2019-10-21 Judith ter Schure , Peter D. Grünwald

Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…

Applications · Statistics 2020-12-07 Wolfgang Rolke

Modern social and biomedical scientific publications require the reporting of covariate balance tables with not only covariate means by treatment group but also the associated $p$-values from significance tests of their differences. The…

Methodology · Statistics 2023-06-06 Anqi Zhao , Peng Ding

Statistical inference is often simplified by sample-splitting. This simplification comes at the cost of the introduction of randomness not native to the data. We propose a simple procedure for sequentially aggregating statistics constructed…

Econometrics · Economics 2024-11-18 David M. Ritzwoller , Joseph P. Romano
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