Related papers: Randomness and imprecision: from supermartingales …
In finite population causal inference exact randomization tests can be constructed for sharp null hypotheses, i.e. hypotheses which fully impute the missing potential outcomes. Oftentimes inference is instead desired for the weak null that…
We study algorithmic randomness properties for probability measures on Cantor space. We say that a measure $\mu$ on the space of infinite bit sequences is ML absolutely continuous if the non-ML-random bit sequences form a null set with…
We shall show in this paper that there are experiments which are Bernoulli trials with success probability p > 0.5, and which have the curious feature that it is possible to correctly predict the outcome with probability > p.
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
Certain countably and finitely additive measures can be associated to a given nonnegative supermartingale. Under weak assumptions on the underlying probability space, existence and (non)uniqueness results for such measures are proven.
The estimation of a probability p from repeated Bernoulli trials is considered in this paper. A sequential approach is followed, using a simple stopping rule. A closed-form expression and an upper bound are obtained for the mean absolute…
We investigate a possible definition of expectation and conditional expectation for random variables with values in a local field such as the $p$-adic numbers. We define the expectation by analogy with the observation that for real-valued…
Van Lambalgen's theorem states that a pair $(\alpha,\beta)$ of bitsequences is Martin-L\"of random if and only if $\alpha$ is Martin-L\"of random and $\beta$ is Martin-L\"of random relative to $\alpha$. In [Information and Computation 209.2…
Schnorr showed that a real is Martin-Loef random if and only if all of its initial segments are incompressible with respect to prefix-free complexity. Fortnow and independently Nies, Stephan and Terwijn noticed that this statement remains…
When permutation methods are used in practice, often a limited number of random permutations are used to decrease the computational burden. However, most theoretical literature assumes that the whole permutation group is used, and methods…
We show an invariance result for the L2-torsion of groups under uniform measure equivalence provided a measure-theoretic version of the determinant conjecture holds. The measure-theoretic determinant conjecture is discussed and, for…
In the paper, we introduce the notion of a local regular supermartingale relative to a convex set of equivalent measures and prove for it the necessary and sufficient conditions of optional Doob decomposition in the discrete case. This…
In the common nonparametric regression model the problem of testing for a specific parametric form of the variance function is considered. Recently Dette and Hetzler (2008) proposed a test statistic, which is based on an empirical process…
We develop a framework for certifying randomness from Bell-test trials based on directly estimating the probability of the measurement outcomes with adaptive test supermartingales. The number of trials need not be predetermined, and one can…
Statistical machine learning theory often tries to give generalization guarantees of machine learning models. Those models naturally underlie some fluctuation, as they are based on a data sample. If we were unlucky, and gathered a sample…
The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For…
We show that for each computable ordinal $\alpha>0$ it is possible to find in each Martin-L\"of random $\Delta^0_2$ degree a sequence $R$ of Cantor-Bendixson rank $\alpha$, while ensuring that the sequences that inductively witness $R$'s…
Every K-trivial set is computable from an incomplete Martin-L\"of random set, i.e., a Martin-L\"of random set that does not compute 0'.
In the paper, the martingales and super-martingales relative to a regular set of measures are systematically studied. The notion of local regular super-martingale relative to a set of equivalent measures is introduced and the necessary and…
A new notion of typicality for arbitrary probability measures on standard Borel spaces is proposed, which encompasses the classical notions of weak and strong typicality as special cases. Useful lemmas about strong typical sets, including…