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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

Hypothesis testing is an important problem with applications in target localization, clinical trials etc. Many active hypothesis testing strategies operate in two phases: an exploration phase and a verification phase. In the exploration…

Machine Learning · Statistics 2018-12-05 Dhruva Kartik , Ashutosh Nayyar , Urbashi Mitra

Estimating the dependences between random variables, and ranking them accordingly, is a prevalent problem in machine learning. Pursuing frequentist and information-theoretic approaches, we first show that the p-value and the mutual…

Machine Learning · Computer Science 2012-07-02 Harald Steck

Post-hoc interpretability methods are critical tools to explain neural-network results. Several post-hoc methods have emerged in recent years, but when applied to a given task, they produce different results, raising the question of which…

Machine Learning · Computer Science 2024-12-09 Hugues Turbé , Mina Bjelogrlic , Christian Lovis , Gianmarco Mengaldo

In multiple testing several criteria to control for type I errors exist. The false discovery rate, which evaluates the expected proportion of false discoveries among the rejected null hypotheses, has become the standard approach in this…

Methodology · Statistics 2023-11-03 Jacobo de Uña-Álvarez

For many economic questions, the empirical results are not interesting unless they are strong. For these questions, theorizing before the results are known is not always optimal. Instead, the optimal sequencing of theory and empirics trades…

Econometrics · Economics 2025-07-01 Andrew Y. Chen

In a recent simulation study, Goodman et al. (2019) compare several methods with regard to their type I and type II error rates in case of a thick null hypothesis that includes all values that are practically equivalent to the point null…

Methodology · Statistics 2022-06-07 Robin Tim Dreher , Leona Hoffmann , Arne Kramer-Sunderbrink , Peter Pütz , Robin Werner

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

Investigators often use the data to generate interesting hypotheses and then perform inference for the generated hypotheses. P-values and confidence intervals must account for this explorative data analysis. A fruitful method for doing so…

Methodology · Statistics 2018-02-06 Keli Liu , Jelena Markovic , Robert Tibshirani

The higher criticism of a family of tests starts with the individual uncorrected p-values of each test. It then requires a procedure for deciding whether the collection of p-values indicates the presence of a real effect and if possible…

The Full Bayesian Significance Test (FBST) for precise hypotheses was presented by Pereira and Stern (1999) as a Bayesian alternative instead of the traditional significance test based on p-value. The FBST uses the evidence in favor of the…

Methodology · Statistics 2018-08-31 Alejandra Estefanía Patiño Hoyos , Victor Fossaluza

Bayesian hypothesis testing via Bayes factors offers a principled alternative to classical p-value methods in meta-analysis, particularly suited to its cumulative and sequential nature. Unlike commonly reported p-values for standard null…

Methodology · Statistics 2026-04-22 Joris Mulder , Robbie C. M. van Aert

We are concerned with a situation in which we would like to test multiple hypotheses with tests whose p-values cannot be computed explicitly but can be approximated using Monte Carlo simulation. This scenario occurs widely in practice. We…

Methodology · Statistics 2018-10-17 Axel Gandy , Georg Hahn

This article addresses issues of model criticism and model comparison in Bayesian contexts, and focusses on the use of the so-called posterior predictive p-values (ppp values). These involve a general discrepancy or conflict measure and…

Methodology · Statistics 2026-05-26 Nils Lid Hjort , Fredrik A. Dahl , Gunnhildur Högnadóttir Steinbakk

Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional relationship between the dimension (say, $p$) and the sample size (say,…

Methodology · Statistics 2025-12-11 Ritabrata Karmakar , Joydeep Chowdhury , Subhajit Dutta , Marc G. Genton

$P$-values have been the focus of considerable criticism based on various considerations. Still, the $P$-value represents one of the most commonly used statistical tools. When assessing the suitability of a single hypothesized distribution,…

Statistics Theory · Mathematics 2010-01-13 Michael Evans , Gun Ho Jang

Permutation tests are a distribution free way of performing hypothesis tests. These tests rely on the condition that the observed data are exchangeable among the groups being tested under the null hypothesis. This assumption is easily…

Methodology · Statistics 2017-12-14 Daniell Toth

Particularly in genomics, but also in other fields, it has become commonplace to undertake highly multiple Student's $t$-tests based on relatively small sample sizes. The literature on this topic is continually expanding, but the main…

Statistics Theory · Mathematics 2010-10-11 Peter Hall , Qiying Wang

E-values have recently emerged as a robust and flexible alternative to p-values for hypothesis testing, especially under optional continuation, i.e., when additional data from further experiments are collected. In this work, we define…

Methodology · Statistics 2025-09-03 Francesca Giuffrida , Diego Garlaschelli , Peter Grünwald

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