Related papers: Interpretation of local false discovery rates unde…
Consider a testing problem for the null hypothesis $H_0:\theta\in\Theta_0$. The standard frequentist practice is to reject the null hypothesis when the p-value is smaller than a threshold value $\alpha$, usually 0.05. We ask the question…
False discovery rates (FDR) are an essential component of statistical inference, representing the propensity for an observed result to be mistaken. FDR estimates should accompany observed results to help the user contextualize the relevance…
We describe a statistical hypothesis test for the presence of a signal. The test allows the researcher to fix the signal location and/or width a priori, or perform a search to find the signal region that maximizes the signal. The background…
Suppose $X_1,\dots, X_n$ is a random sample from a bounded and decreasing density $f_0$ on $[0,\infty)$. We are interested in estimating such $f_0$, with special interest in $f_0(0)$. This problem is encountered in various statistical…
The false discovery rate (FDR)---the expected fraction of spurious discoveries among all the discoveries---provides a popular statistical assessment of the reproducibility of scientific studies in various disciplines. In this work, we…
Relative efficiency (RE), the Pitman asymptotic relative efficiency (ARE) and efficacy are important relative performance measures of signal detection techniques. These measures allow comparing two detectors in terms of the relative sample…
False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However, for functional test statistics, which are discretized into…
The correlations that violate the CHSH inequality are known to have complementary contributions from signaling and local indeterminacy. This complementarity is shown to represent a strengthening of Bell's theorem, and can be used to certify…
We consider the problem of detecting whether or not, in a given sensor network, there is a cluster of sensors which exhibit an "unusual behavior." Formally, suppose we are given a set of nodes and attach a random variable to each node. We…
We define some appropriate statistical quantities that indicate the physical significance (reliability) of confidence intervals in the framework of both Frequentist and Bayesian statistical theories. We consider the expectation value of the…
Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…
We study the information loss of a class of inference strategies that is solely based on time averaging. For an array of independent binary sensors (e.g., receptors, single electron transistors) measuring a weak random signal (e.g., ligand…
This paper addresses the challenge of efficiently capturing a high proportion of true signals for subsequent data analyses when sample sizes are relatively limited with respect to data dimension. We propose the signal missing rate as a new…
The paper deals with the allocation of the probability of false alert within the advanced receiver integrity monitoring method. Namely, the stress is laid on the correct computation of the probability of false alert per sample under…
In this paper, we consider the problem of detecting signals in multiple, sequentially observed data streams. For each stream, the exact distribution is unknown, but characterized by a parameter that takes values in either of two disjoint…
Under standard assumptions including stationary and serially uncorrelated Gaussian gravitational wave stochastic background signal and noise distributions, as well as homogenous detector sensitivities, the standard cross-correlation…
The traditional approaches to false discovery rate (FDR) control in multiple hypothesis testing are usually based on the null distribution of a test statistic. However, all types of null distributions, including the theoretical,…
In a previous paper (gr-qc/0105100) we derived a set of near-optimal signal detection techniques for gravitational wave detectors whose noise probability distributions contain non-Gaussian tails. The methods modify standard methods by…
False positives are equally dangerous as false negatives. Ideally the false positive rate should remain 0 or very close to 0. Even a slightest increase in false positive rate is considered as undesirable. Although the specific methods…
The main contribution of this paper is a mathematical definition of statistical sparsity, which is expressed as a limiting property of a sequence of probability distributions. The limit is characterized by an exceedance measure~$H$ and a…