Related papers: PROTEST: Nonparametric Testing of Hypotheses Enhan…
Nested sampling is a promising tool for Bayesian statistical analysis because it simultaneously performs parameter estimation and facilitates model comparison. MultiNest is one of the most popular nested sampling implementations, and has…
While Null Hypothesis Significance Testing (NHST) remains a widely used statistical tool, it suffers from several shortcomings in its common usage, such as conflating statistical and practical significance, the formulation of inappropriate…
We propose a flexible and identifiable version of the two-groups model, motivated by hierarchical Bayes considerations, that features an empirical null and a semiparametric mixture model for the non-null cases. We use a computationally…
Testing between hypotheses, when independent sampling is possible, is a well developed subject. In this paper, we propose hypothesis tests that are applicable when the samples are obtained using Markov chain Monte Carlo. These tests are…
We propose the density ratio permutation test, a hypothesis test that assesses whether the ratio between two densities is proportional to a known function based on independent samples from each distribution. The test uses an efficient…
Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…
Many scientific applications involve testing theories that are only partially specified. This task often amounts to testing the goodness-of-fit of a candidate distribution while allowing for reasonable deviations from it. The tolerant…
We propose an empirical likelihood ratio test for nonparametric model selection, where the competing models may be nested, nonnested, overlapping, misspecified, or correctly specified. It compares the squared prediction errors of models…
In order to use psychometric instruments to assess a multidimensional construct, we may decompose it in dimensions and, in order to assess each dimension, develop a set of items, so one may assess the construct as a whole, by assessing its…
We investigate the nonparametric, composite hypothesis testing problem for arbitrary unknown distributions in the asymptotic regime where both the sample size and the number of hypotheses grow exponentially large. Such asymptotic analysis…
We consider the problem of testing for treatment effect heterogeneity in observational studies, and propose a nonparametric test based on multisample U-statistics. To account for potential confounders, we use reweighted data where the…
Fitting models to data is an important part of the practice of science. Advances in machine learning have made it possible to fit more -- and more complex -- models, but have also exacerbated a problem: when multiple models fit the data…
The simultaneous estimation of many parameters based on data collected from corresponding studies is a key research problem that has received renewed attention in the high-dimensional setting. Many practical situations involve heterogeneous…
The assumption of no unmeasured confounders is a critical but unverifiable assumption required for causal inference yet quantitative sensitivity analyses to assess robustness of real-world evidence remains underutilized. The lack of use is…
This paper addresses the multiple two-sample test problem in a graph-structured setting, which is a common scenario in fields such as Spatial Statistics and Neuroscience. Each node $v$ in fixed graph deals with a two-sample testing problem…
A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…
In astronomy, there is an opportunity to enhance the practice of validating models through statistical techniques, specifically to account for measurement error uncertainties. While models are commonly used to describe observations, there…
We introduce credal two-sample testing, a new hypothesis testing framework for comparing credal sets -- convex sets of probability measures where each element captures aleatoric uncertainty and the set itself represents epistemic…
The accurate representation of epistemic uncertainty is a challenging yet essential task in machine learning. A widely used representation corresponds to convex sets of probabilistic predictors, also known as credal sets. One popular way of…
In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…