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We propose nonparametric open-end sequential testing procedures that can detect all types of changes in the contemporary distribution function of possibly multivariate observations. Their asymptotic properties are theoretically investigated…

Methodology · Statistics 2022-11-15 Mark Holmes , Ivan Kojadinovic , Alex Verhoijsen

Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…

Statistics Theory · Mathematics 2012-03-05 Pierre Del Moral , Arnaud Doucet , Ajay Jasra

A large class of problems in sciences and engineering can be formulated as the general problem of constructing random intervals with pre-specified coverage probabilities for the mean. Wee propose a general approach for statistical inference…

Statistics Theory · Mathematics 2013-06-11 Xinjia Chen

Functional data analysis is becoming increasingly popular to study data from real-valued random functions. Nevertheless, there is a lack of multiple testing procedures for such data. These are particularly important in factorial designs to…

Methodology · Statistics 2024-06-04 Merle Munko , Marc Ditzhaus , Markus Pauly , Łukasz Smaga

A family of variable stage size multistage tests of simple hypotheses is described, based on efficient multistage sampling procedures. Using a loss function that is a linear combination of sampling costs and error probabilities, these tests…

Statistics Theory · Mathematics 2009-09-29 Jay Bartroff

Conventional multiple hypothesis tests use step-up, step-down, or closed testing methods to control the overall error rates. We will discuss marrying these methods with adaptive multistage sampling rules and stopping rules to perform…

Methodology · Statistics 2011-07-12 Jay Bartroff , Tze Leung Lai

We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…

Signal Processing · Electrical Eng. & Systems 2020-03-04 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

In this paper, we introduce a variation of the group testing problem capturing the idea that a positive test requires a combination of multiple ``types'' of item. Specifically, we assume that there are multiple disjoint \emph{semi-defective…

Information Theory · Computer Science 2024-05-10 Thach V. Bui , Jonathan Scarlett

Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…

Statistics Theory · Mathematics 2017-02-14 Yanglei Song , Georgios Fellouris

In oncological clinical trials, overall survival (OS) is the gold-standard endpoint, but long follow-up and treatment switching can delay or dilute detectable effects. Progression-free survival (PFS) often provides earlier evidence and is…

Methodology · Statistics 2025-12-10 Moritz Fabian Danzer , Kaspar Rufibach , Jan Beyersmann , René Schmidt

We propose approaches for testing implementations of Markov Chain Monte Carlo methods as well as of general Monte Carlo methods. Based on statistical hypothesis tests, these approaches can be used in a unit testing framework to, for…

Methodology · Statistics 2021-09-21 Axel Gandy , James Scott

AB testing aids business operators with their decision making, and is considered the gold standard method for learning from data to improve digital user experiences. However, there is usually a gap between the requirements of practitioners,…

Machine Learning · Computer Science 2023-07-28 Srivas Chennu , Andrew Maher , Christian Pangerl , Subash Prabanantham , Jae Hyeon Bae , Jamie Martin , Bud Goswami

A change in the number of motor units that operate a particular muscle is an important indicator for the progress of a neuromuscular disease and the efficacy of a therapy. Inference for realistic statistical models of the typical data…

Methodology · Statistics 2018-04-12 Simon Taylor , Chris Sherlock , Gareth Ridall , Paul Fearnhead

We consider the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution. This problem is investigated in a sequential setup under mild assumptions on the underlying random process. The…

Signal Processing · Electrical Eng. & Systems 2021-05-07 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

When a subgroup is identified from the data, it must be evaluated in a replicable way. The usual in-sample approach, which evaluates the post-hoc identified subgroup as predefined, might suffer from selection bias. This issue of in-sample…

Methodology · Statistics 2026-05-06 Shuoxun Xu , Xinzhou Guo

Researchers faced with a sequence of candidate model specifications must often choose the best specification that does not violate a testable identification assumption. One option in this scenario is sequential specification tests:…

Methodology · Statistics 2023-07-25 Adam C. Sales

In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…

Statistics Theory · Mathematics 2013-02-28 Gabriela Ciuperca

A computer code can simulate a system's propagation of variation from random inputs to output measures of quality. Our aim here is to estimate a critical output tail probability or quantile without a large Monte Carlo experiment. Instead,…

Machine Learning · Statistics 2019-08-16 Hao Chen , William J. Welch

Cluster randomization trials commonly employ multiple endpoints. When a single summary of treatment effects across endpoints is of primary interest, global hypothesis testing/effect estimation methods represent a common analysis strategy.…

Methodology · Statistics 2025-05-19 E. Davies Smith , V. Jairath , G. Zou

We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…

Machine Learning · Statistics 2023-07-21 Aleksandr Podkopaev , Aaditya Ramdas
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