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We consider exact asymptotics of the minimax risk for global testing against sparse alternatives in the context of high dimensional linear regression. Our results characterize the leading order behavior of this minimax risk in several…

Statistics Theory · Mathematics 2020-03-03 Rajarshi Mukherjee , Subhabrata Sen

This paper considers the noisy group testing problem where among a large population of items some are defective. The goal is to identify all defective items by testing groups of items, with the minimum possible number of tests. The focus of…

Information Theory · Computer Science 2021-10-20 Esmaeil Karimi , Anoosheh Heidarzadeh , Krishna R. Narayanan , Alex Sprintson

In online multiple testing, an a priori unknown number of hypotheses are tested sequentially, i.e. at each time point a test decision for the current hypothesis has to be made using only the data available so far. Although many powerful…

Methodology · Statistics 2025-03-11 Vincent Jankovic , Lasse Fischer , Werner Brannath

This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…

Statistics Theory · Mathematics 2022-11-07 Zihao Li , Huangjun Zhu , Masahito Hayashi

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

In this paper we propose a new approach for sequential monitoring of a parameter of a $d$-dimensional time series, which can be estimated by approximately linear functionals of the empirical distribution function. We consider a…

Statistics Theory · Mathematics 2018-11-26 Holger Dette , Josua Gösmann

We present improved methods for calculating confidence intervals and $p$-values in situations where standard asymptotic approaches fail due to small sample sizes. We apply these techniques to a specific class of statistical model that can…

Data Analysis, Statistics and Probability · Physics 2024-01-11 Enzo Canonero , Alessandra Rosalba Brazzale , Glen Cowan

In the common time series model $X_{i,n} = \mu (i/n) + \varepsilon_{i,n}$ with non-stationary errors we consider the problem of detecting a significant deviation of the mean function $\mu$ from a benchmark $g (\mu )$ (such as the initial…

Statistics Theory · Mathematics 2020-05-25 Holger Dette , Florian Heinrichs

Although complete randomization ensures covariate balance on average, the chance for observing significant differences between treatment and control covariate distributions increases with many covariates. Rerandomization discards…

Statistics Theory · Mathematics 2017-08-15 Xinran Li , Peng Ding , Donald B. Rubin

Group testing has recently attracted significant attention from the research community due to its applications in diagnostic virology. An instance of the group testing problem includes a ground set of individuals which includes a small…

Information Theory · Computer Science 2022-02-25 Esmaeil Karimi , Anoosheh Heidarzadeh , Krishna R. Narayanan , Alex Sprintson

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…

Methodology · Statistics 2025-10-08 Alexey Kurennoy , Majed Dodin , Tural Gurbanov , Ana Peleteiro Ramallo

The asymptotic solution to the problem of comparing the means of two heteroscedastic populations, based on two random samples from the populations, hinges on the pivot underpinning the construction of the confidence interval and the test…

Statistics Theory · Mathematics 2017-10-30 Rajeshwari Majumdar , Suman Majumdar

We consider the problem of detecting the presence of a submatrix with larger-than-usual values in a large data matrix. This problem was considered in (Butucea and Ingster, 2013) under a one-parameter exponential family, and one of the test…

Statistics Theory · Mathematics 2016-04-27 Ery Arias-Castro , Yuchao Liu

Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…

Statistics Theory · Mathematics 2024-05-14 Rahul Singh , Neeraj Misra

Non-adaptive group testing refers to the problem of inferring a sparse set of defectives from a larger population using the minimum number of simultaneous pooled tests. Recent positive results for noiseless group testing have motivated the…

Information Theory · Computer Science 2021-07-16 Gabriel Arpino , Nicolò Grometto , Afonso S. Bandeira

Test statistics which are invariant under various subgroups of the orthogonal group are shown to provide tests whose powers are asymptotically equal to their level against the usual type of contiguous alternative in models where the number…

Statistics Theory · Mathematics 2016-08-23 Richard A Lockhart

The study in group testing aims to develop strategies to identify a small set of defective items among a large population using a few pooled tests. The established techniques have been highly beneficial in a broad spectrum of applications…

Information Theory · Computer Science 2025-01-23 Venkata Gandikota , Nikita Polyanskii , Haodong Yang

We consider the problem of testing whether a single coefficient is equal to zero in linear models when the dimension of covariates $p$ can be up to a constant fraction of sample size $n$. In this regime, an important topic is to propose…

Statistics Theory · Mathematics 2025-05-06 Kaiyue Wen , Tengyao Wang , Yuhao Wang

Detection of defective members of large populations has been widely studied in the statistics community under the name "group testing", a problem which dates back to World War II when it was suggested for syphilis screening. There the main…

Information Theory · Computer Science 2009-09-28 Mahdi Cheraghchi , Ali Hormati , Amin Karbasi , Martin Vetterli

Sequential monitoring in clinical trials is often employed to allow for early stopping and other interim decisions, while maintaining the type I error rate. However, sequential monitoring is typically described only in the context of a…

Statistics Theory · Mathematics 2012-05-29 Victoria Plamadeala , William F. Rosenberger
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