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It is quite common in modern research, for a researcher to test many hypotheses. The statistical (frequentist) hypothesis testing framework, does not scale with the number of hypotheses in the sense that naively performing many hypothesis…

Methodology · Statistics 2013-06-26 Jonathan Rosenblatt

We are concerned with testing replicability hypotheses for many endpoints simultaneously. This constitutes a multiple test problem with composite null hypotheses. Traditional $p$-values, which are computed under least favourable parameter…

Methodology · Statistics 2020-02-26 Anh-Tuan Hoang , Thorsten Dickhaus

Statistical significance tests can provide evidence that the observed difference in performance between two methods is not due to chance. In Information Retrieval, some studies have examined the validity and suitability of such tests for…

Information Retrieval · Computer Science 2019-04-09 Javier Parapar , David E. Losada , Manuel A. Presedo-Quindimil , Alvaro Barreiro

The high fraction of published results that turn out to be incorrect is a major concern of today's science. This paper contributes to the understanding of this problem in two independent directions. First, Johnson's recent claim that…

Applications · Statistics 2014-11-07 Jean-Christophe Mourrat

Statistical significance of both the original and the replication study is a commonly used criterion to assess replication attempts, also known as the two-trials rule in drug development. However, replication studies are sometimes conducted…

Applications · Statistics 2024-05-31 Leonhard Held , Samuel Pawel , Charlotte Micheloud

Recently, it was shown that most popular IR measures are not interval-scaled, implying that decades of experimental IR research used potentially improper methods, which may have produced questionable results. However, it was unclear if and…

Information Retrieval · Computer Science 2021-01-08 Marco Ferrante , Nicola Ferro , Norbert Fuhr

The score test statistic using the observed information is easy to compute numerically. Its large sample distribution under the null hypothesis is well known and is equivalent to that of the score test based on the expected information, the…

Statistics Theory · Mathematics 2018-08-10 N. Karavarsamis , G. Guillera-Arroita , RM Huggins , B J T Morgan

The randomized $p$-value, (nonrandomized) mid-$p$-value and abstract randomized $p$-value have all been recommended for testing a null hypothesis whenever the test statistic has a discrete distribution. This paper provides a unifying…

Computation · Statistics 2014-12-02 Joshua D Habiger

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…

Econometrics · Economics 2026-04-03 Deniz Dutz , Xinyi Zhang

In this article, we present a nonparametric method for the general two-sample problem involving functional random variables modelled as elements of a separable Hilbert space ${\cal H}$. First, we present a general recipe based on linear…

Methodology · Statistics 2024-10-08 Bilol Banerjee

Distribution shifts remain a fundamental problem for the safe application of machine learning systems. If undetected, they may impact the real-world performance of such systems or will at least render original performance claims invalid. In…

Machine Learning · Computer Science 2023-03-10 Lisa M. Koch , Christian M. Schürch , Christian F. Baumgartner , Arthur Gretton , Philipp Berens

We study a statistical framework for replicability based on a recently proposed quantitative measure of replication success, the sceptical $p$-value. A recalibration is proposed to obtain exact overall Type-I error control if the effect is…

Methodology · Statistics 2023-11-10 Charlotte Micheloud , Fadoua Balabdaoui , Leonhard Held

We propose novel methodology for testing equality of model parameters between two high-dimensional populations. The technique is very general and applicable to a wide range of models. The method is based on sample splitting: the data is…

Methodology · Statistics 2013-01-17 Nicolas Städler , Sach Mukherjee

In multiple classification, one aims to determine whether a testing sequence is generated from the same distribution as one of the M training sequences or not. Unlike most of existing studies that focus on discrete-valued sequences with…

Machine Learning · Statistics 2024-10-30 Lina Zhu , Lin Zhou

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

We discuss the role that the null hypothesis should play in the construction of a test statistic used to make a decision about that hypothesis. To construct the test statistic for a point null hypothesis about a binomial proportion, a…

Other Statistics · Statistics 2022-07-14 Jennifer A. Sinnott , Steven N. MacEachern , Mario Peruggia

Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…

Methodology · Statistics 2012-03-06 David Shilane , Derek Bean

Two-sample tests evaluate whether two samples are realizations of the same distribution (the null hypothesis) or two different distributions (the alternative hypothesis). We consider a new setting for this problem where sample features are…

Machine Learning · Computer Science 2022-07-20 Weizhi Li , Gautam Dasarathy , Karthikeyan Natesan Ramamurthy , Visar Berisha

The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…

Statistics Theory · Mathematics 2018-01-12 Tatsushi Oka , Pierre Perron

We study the task of retrieving relevant experiments given a query experiment. By experiment, we mean a collection of measurements from a set of `covariates' and the associated `outcomes'. While similar experiments can be retrieved by…

Machine Learning · Statistics 2014-02-20 Sohan Seth , John Shawe-Taylor , Samuel Kaski