Related papers: Peeking with PEAK: Sequential, Nonparametric Compo…
This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…
The widespread adoption of online randomized controlled experiments (A/B Tests) for decision-making has created ongoing capacity constraints which necessitate interim analyses. As a consequence, platform users are increasingly motivated to…
We propose a general framework for constructing powerful, sequential hypothesis tests for a large class of nonparametric testing problems. The null hypothesis for these problems is defined in an abstract form using the action of two known…
Machine learning systems deployed in the real world must operate under dynamic and often unpredictable distribution shifts. This challenges the validity of statistical safety assurances on the system's risk established beforehand. Common…
Independence testing is a classical statistical problem that has been extensively studied in the batch setting when one fixes the sample size before collecting data. However, practitioners often prefer procedures that adapt to the…
As deep learning continues to be driven by ever-larger datasets, understanding which examples are most important for generalization has become a critical question. While progress in data selection continues, emerging applications require…
Probabilistic error cancellation (PEC) is a leading quantum error mitigation method that provides an unbiased estimate, although it is known to have a large sampling overhead. In this work, we propose a new method to perform PEC, which…
We propose a new approach to sequential testing which is an adaptive (on-line) extension of the (off-line) framework developed in [10]. It relies upon testing of pairs of hypotheses in the case where each hypothesis states that the vector…
Cryptographic research takes software timing side channels seriously. Approaches to mitigate them include constant-time coding and techniques to enforce such practices. However, recent attacks like Meltdown [42], Spectre [37], and…
Quantum programs often produce probability distributions rather than deterministic outputs, making verification inherently statistical and increasingly costly on real hardware. In practice, developers still frequently rely on testing with…
The problem of detecting anomalies in multiple processes is considered. We consider a composite hypothesis case, in which the measurements drawn when observing a process follow a common distribution with an unknown parameter (vector), whose…
We consider statistical procedures for hypothesis testing of real valued functionals of matched pairs with missing values. In order to improve the accuracy of existing methods, we propose a novel multiplication combination procedure.…
We consider nonparametric or universal sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution. These algorithms are…
With the increasing size of today's data sets, finding the right parameter configuration in model selection via cross-validation can be an extremely time-consuming task. In this paper we propose an improved cross-validation procedure which…
We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We…
Epidemic surveillance is a challenging task, especially when crucial data is fragmented across institutions and data custodians are unable or unwilling to share it. This study aims to explore the feasibility of a simple federated…
Online evaluation of machine learning models is typically conducted through A/B experiments. Sequential statistical tests are valuable tools for analysing these experiments, as they enable researchers to stop data collection early without…
The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…
We study the problem of nonparametric dependence detection. Many existing methods may suffer severe power loss due to non-uniform consistency, which we illustrate with a paradox. To avoid such power loss, we approach the nonparametric test…
Consider $K$ processes, each generating a sequence of identical and independent random variables. The probability measures of these processes have random parameters that must be estimated. Specifically, they share a parameter $\theta$…