Related papers: Can expected error costs justify testing a hypothe…

This paper studies average-cost Markov decision processes with semi-uniform Feller transition probabilities. This class of MDPs was recently introduced by the authors to study MDPs with incomplete information. This paper studies the…

Large-scale multiple testing is a fundamental problem in high dimensional statistical inference. It is increasingly common that various types of auxiliary information, reflecting the structural relationship among the hypotheses, are…

Many studies on the cost-sensitive learning assumed that a unique cost matrix is known for a problem. However, this assumption may not hold for many real-world problems. For example, a classifier might need to be applied in several…

An important aspect of multiple hypothesis testing is controlling the significance level, or the level of Type I error. When the test statistics are not independent it can be particularly challenging to deal with this problem, without…

Given independent samples from P and Q, two-sample permutation tests allow one to construct exact level tests when the null hypothesis is P=Q. On the other hand, when comparing or testing particular parameters $\theta$ of P and Q, such as…

A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

In this paper, we study a fault-tolerant control for systems consisting of multiple homogeneous components such as parallel processing machines. This type of system is often more robust to uncertainty compared to those with a single…

We apply multiple testing procedures to the validation of estimated default probabilities in credit rating systems. The goal is to identify rating classes for which the probability of default is estimated inaccurately, while still…

We propose new, optimal methods for analyzing randomized trials, when it is suspected that treatment effects may differ in two predefined subpopulations. Such sub-populations could be defined by a biomarker or risk factor measured at…

In this paper we use e-values in the context of multiple hypothesis testing assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies and theoretical considerations suggest that, under…

Primarily motivated by the drug development process, several publications have now presented methodology for the design of multi-arm multi-stage experiments with normally distributed outcome variables of known variance. Here, we extend…

With medical tests becoming increasingly available, concerns about over-testing and over-treatment dramatically increase. Hence, it is important to understand the influence of testing on treatment selection in general practice. Most…

Empirical research in the social and medical sciences frequently involves testing multiple hypotheses simultaneously, increasing the risk of false positives due to chance. Classical multiple testing procedures, such as the Bonferroni…

We describe group sequential tests which efficiently incorporate information from multiple endpoints allowing for early stopping at pre-planned interim analyses. We formulate a testing procedure where several outcomes are examined, and…

Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…

This paper considers multiple binary hypothesis tests with adaptive allocation of sensing resources from a shared budget over a small number of stages. A Bayesian formulation is provided for the multistage allocation problem of minimizing…

Comparing competing mathematical models of complex natural processes is a shared goal among many branches of science. The Bayesian probabilistic framework offers a principled way to perform model comparison and extract useful metrics for…

We consider the problem of inference on the signs of $n>1$ parameters. We aim to provide $1-\alpha$ post-hoc confidence bounds on the number of positive and negative (or non-positive) parameters. The guarantee is simultaneous, for all…

In this work, we address the question of how to enhance signal-agnostic searches by leveraging multiple testing strategies. Specifically, we consider hypothesis tests relying on machine learning, where model selection can introduce a bias…