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Recent likelihood theory produces $p$-values that have remarkable accuracy and wide applicability. The calculations use familiar tools such as maximum likelihood values (MLEs), observed information and parameter rescaling. The usual…

Methodology · Statistics 2008-02-08 M. Bédard , D. A. S. Fraser , A. Wong

This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are…

Methodology · Statistics 2024-03-12 Stephen Bates , Emmanuel Candès , Lihua Lei , Yaniv Romano , Matteo Sesia

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

This chapter demystifies P-values, hypothesis tests and significance tests, and introduces the concepts of local evidence and global error rates. The local evidence is embodied in \textit{this} data and concerns the hypotheses of interest…

Other Statistics · Statistics 2019-10-07 Michael J. Lew

Equivalence tests, otherwise known as parity or similarity tests, are frequently used in ``bioequivalence studies" to establish practical equivalence rather than the usual statistical significant difference. In this article, we propose an…

Methodology · Statistics 2025-07-29 Daniel Ochieng

After some general remarks about the interrelation between philosophical and statistical thinking, the discussion centres largely on significance tests. These are defined as the calculation of $p$-values rather than as formal procedures for…

Statistics Theory · Mathematics 2007-06-13 Deborah G. Mayo , D. R. Cox

Analysis of credibility is a reverse-Bayes technique that has been proposed by Matthews (2001) to overcome some of the shortcomings of significance tests. A significant result is deemed credible if current knowledge about the effect size is…

Methodology · Statistics 2017-12-11 Leonhard Held

The fundamental challenge of drawing causal inference is that counterfactual outcomes are not fully observed for any unit. Furthermore, in observational studies, treatment assignment is likely to be confounded. Many statistical methods have…

Methodology · Statistics 2022-08-01 Harsh Parikh , Carlos Varjao , Louise Xu , Eric Tchetgen Tchetgen

We use p-values as a discrepancy criterion for identifying the threshold value at which a regression function takes off from its baseline value -- a problem that is motivated by applications in omics experiments, systems engineering,…

Methodology · Statistics 2010-08-26 Bodhisattva Sen , Moulinath Banerjee , George Michialidis

Structural causal models are the basic modelling unit in Pearl's causal theory; in principle they allow us to solve counterfactuals, which are at the top rung of the ladder of causation. But they often contain latent variables that limit…

Artificial Intelligence · Computer Science 2021-11-23 Marco Zaffalon , Alessandro Antonucci , Rafael Cabañas

Observational data is often readily available in large quantities, but can lead to biased causal effect estimates due to the presence of unobserved confounding. Recent works attempt to remove this bias by supplementing observational data…

Causal inference is central to many areas of artificial intelligence, including complex reasoning, planning, knowledge-base construction, robotics, explanation, and fairness. An active community of researchers develops and enhances…

Artificial Intelligence · Computer Science 2019-11-05 Amanda Gentzel , Dan Garant , David Jensen

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…

Statistics Theory · Mathematics 2008-06-26 Lutz Duembgen , Bernd-Wolfgang Igl , Axel Munk

This paper develops likelihood-based methods for estimation, inference, model selection, and forecasting of continuous-time integer-valued trawl processes. The full likelihood of integer-valued trawl processes is, in general, highly…

Methodology · Statistics 2023-02-24 Mikkel Bennedsen , Asger Lunde , Neil Shephard , Almut E. D. Veraart

We describe the interface between measure theoretic probability and causal inference by constructing causal models on probability spaces within the potential outcomes framework. We find that measure theory provides a precise and instructive…

Statistics Theory · Mathematics 2019-07-04 Irineo Cabreros , John D. Storey

This paper proposes new formulas for the probabilities of causation difined by Pearl (2000). Tian and Pearl (2000a, 2000b) showed how to bound the quantities of the probabilities of causation from experimental and observational data, under…

Methodology · Statistics 2012-07-02 Manabu Kuroki , Zhihong Cai

In this paper, we address conditional testing problems through the conformal inference framework. We define the localized conformal p-values by inverting prediction intervals and prove their theoretical properties. These defined p-values…

Methodology · Statistics 2024-09-26 Xiaoyang Wu , Lin Lu , Zhaojun Wang , Changliang Zou

Computational analysis of time-course data with an underlying causal structure is needed in a variety of domains, including neural spike trains, stock price movements, and gene expression levels. However, it can be challenging to determine…

Artificial Intelligence · Computer Science 2012-05-14 Samantha Kleinberg , Bud Mishra

P-values are widely used in both the social and natural sciences to quantify the statistical significance of observed results. The recent surge of big data research has made the p-value an even more popular tool to test the significance of…

Applications · Statistics 2023-01-05 Bertie Vidgen , Taha Yasseri

Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing…

Methodology · Statistics 2020-02-10 Liuyi Yao , Zhixuan Chu , Sheng Li , Yaliang Li , Jing Gao , Aidong Zhang