Related papers: Combining exchangeable p-values
We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…
Several formulations have long existed in the literature in the form of continuous mixtures of normal variables where a mixing variable operates on the mean or on the variance or on both the mean and the variance of a multivariate normal…
The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…
In many high-dimensional problems,polynomial-time algorithms fall short of achieving the statistical limits attainable without computational constraints. A powerful approach to probe the limits of polynomial-time algorithms is to study the…
A new combinatorial-probabilistic diagnostic entropy has been introduced. It describes the pair-wise sum of probabilities of system conditions that have to be distinguished during the diagnosing process. The proposed measure describes the…
This work proposes a new exchangeability test for a random sequence through a martingale based approach. Its main contributions include: 1) an additive martingale which is more amenable for designing exchangeability tests by exploiting the…
This paper develops a method to obtain the optimal value for the regularization coefficient in a general mixed-integer problem (MIP). This approach eliminates the cross-validation performed in the existing penalty techniques to obtain a…
A collaborative distributed binary decision problem is considered. Two statisticians are required to declare the correct probability measure of two jointly distributed memoryless process, denoted by $X^n=(X_1,\dots,X_n)$ and…
We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…
In barter exchanges agents enter seeking to swap their items for other items on their wishlist. We consider a centralized barter exchange with a set of agents and items where each item has a positive value. The goal is to compute a…
To the best of our knowledge this paper is the first attempt to introduce and study polynomial interpolation of the polynomial data given on arbitrary varieties. In the first part of the paper we present results on the solvability of such…
Unnormalized probability distributions are frequently used in machine learning for modeling complex data generating processes. Though Markov chain Monte Carlo (MCMC) algorithms can approximately sample from unnormalized distributions,…
In this study, we propose a two-stage procedure for hypothesis testing, where the first stage is conventional hypothesis testing and the second is an equivalence testing procedure using an introduced Empirical Equivalence Bound. In 2016,…
This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by $p$, is possibly much larger than the sample size $n$. There is a variety of economic applications where solving this…
We study the problem of learning a good set of policies, so that when combined together, they can solve a wide variety of unseen reinforcement learning tasks with no or very little new data. Specifically, we consider the framework of…
Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events. Extreme-value copulas not only arise…
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…
This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two different Markov chains it is useful to couple them is such a way…
We study e-values for quantifying evidence against exchangeability and general invariance of a random variable under a compact group. We start by characterizing such e-values, and explaining how they nest traditional group invariance tests…
Many decision problems cannot be solved exactly and use several estimation algorithms that assign scores to the different available options. The estimation errors can have various correlations, from low (e.g. between two very different…