Related papers: Multiple testing of composite null hypotheses for …
The problem of combining p-values is an old and fundamental one, and the classic assumption of independence is often violated or unverifiable in many applications. There are many well-known rules that can combine a set of arbitrarily…
When testing a set of data for randomness according to a probability distribution that depends on a parameter, access to this parameter can be considered as a computational resource. We call a randomness test Hippocratic if it is not…
P-hacking is prevalent in reality but absent from classical hypothesis testing theory. As a consequence, significant results are much more common than they are supposed to be when the null hypothesis is in fact true. In this paper, we build…
Handling multiplicity without losing much power has been a persistent challenge in various fields that often face the necessity of managing numerous statistical tests simultaneously. Recently, $p$-value combination methods based on…
In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null)…
The most popular multiple testing procedures are stepwise procedures based on $P$-values for individual test statistics. Included among these are the false discovery rate (FDR) controlling procedures of Benjamini--Hochberg [J. Roy. Statist.…
In traditional hypothesis testing one must pre-specify the significance level $\alpha$ to bound the `size' of the test: its probability to falsely reject the hypothesis. Indeed, a data-dependent selection of $\alpha$ would generally distort…
Multivariate statistics are often available as well as necessary in hypothesis tests. We study how to use such statistics to control not only false discovery rate (FDR) but also positive FDR (pFDR) with good power. We show that FDR can be…
We introduce a method for calculating \(p\)-values to test causal hypotheses in qualitative research \emph{a la} process tracing. As in an experiment, our \(p\)-value tells us how often one would make the same or more compelling…
The indirect effect of an exposure on an outcome through an intermediate variable can be identified by a product of two regression coefficients under certain causal and regression modeling assumptions. In this context, the null hypothesis…
Randomization tests deliver exact finite-sample Type 1 error control when the null satisfies the randomization hypothesis. In practice, achieving these guarantees often requires stronger conditions than the null hypothesis of primary…
We investigate the problem of testing the global null in the high-dimensional regression models when the feature dimension $p$ grows proportionally to the number of observations $n$. Despite a number of prior work studying this problem,…
We consider multiple testing means of many dependent Normal random variables that do not necessarily follow a joint Normal distribution. Under weak dependence, we show the uniform consistency of proportion estimators that are constructed as…
The following zero-sum game between nature and a statistician blends Bayesian methods with frequentist methods such as p-values and confidence intervals. Nature chooses a posterior distribution consistent with a set of possible priors. At…
We consider estimating the proportion of random variables for two types of composite null hypotheses: (i) the means or medians of the random variables belonging to a non-empty, bounded interval; (ii) the means or medians of the random…
Conformalized multiple testing offers a model-free way to control predictive uncertainty in decision-making. Existing methods typically use only part of the available data to build score functions tailored to specific settings. We propose a…
In the problem of composite hypothesis testing, identifying the potential uniformly most powerful (UMP) unbiased test is of great interest. Beyond typical hypothesis settings with exponential family, it is usually challenging to prove the…
Let $(X,Y)$ be a random variable consisting of an observed feature vector $X\in \mathcal{X}$ and an unobserved class label $Y\in \{1,2,...,L\}$ with unknown joint distribution. In addition, let $\mathcal{D}$ be a training data set…
We study how to combine p-values and e-values, and design multiple testing procedures where both p-values and e-values are available for every hypothesis. Our results provide a new perspective on multiple testing with data-driven weights:…
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…