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It is observed that for testing between simple hypotheses where the cost of Type I and Type II errors can be quantified, it is better to let the optimization choose the test size.

Statistics Theory · Mathematics 2015-02-05 Michele Pavon

Is perfect error correction always worth the trouble? A framework is presented for the analysis of error detection and correction in multi-level systems of communication that takes into account degrees of freedom attended and ignored by…

Information Theory · Computer Science 2020-01-15 Tom Sgouros

We point out that the Neyman-Pearson lemma applies to Bayes factors if we consider expected type-1 and type-2 error rates. That is, the Bayes factor is the test statistic that maximises the expected power for a fixed expected type-1 error…

Statistics Theory · Mathematics 2021-11-29 Andrew Fowlie

A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…

Machine Learning · Computer Science 2024-07-01 Weizhi Li , Prad Kadambi , Pouria Saidi , Karthikeyan Natesan Ramamurthy , Gautam Dasarathy , Visar Berisha

The min-cost matching problem suffers from being very sensitive to small changes of the input. Even in a simple setting, e.g., when the costs come from the metric on the line, adding two nodes to the input might change the optimal solution…

Discrete Mathematics · Computer Science 2019-04-30 Jannik Matuschke , Ulrike Schmidt-Kraepelin , José Verschae

Scheduling with testing falls under the umbrella of the research on optimization with explorable uncertainty. In this model, each job has an upper limit on its processing time that can be decreased to a lower limit (possibly unknown) by…

Data Structures and Algorithms · Computer Science 2023-06-28 Christoph Damerius , Peter Kling , Minming Li , Chenyang Xu , Ruilong Zhang

Hypothesis tests under order restrictions arise in a wide range of scientific applications. By exploiting inequality constraints, such tests can achieve substantial gains in power and interpretability. However, these gains come at a cost:…

Methodology · Statistics 2026-02-18 Ori Davidov

We relate models based on costs of switching beliefs (e.g. due to inattention) to hypothesis tests. Specifically, for an inference problem with a penalty for mistakes and for switching the inferred value, a band of inaction is optimal. We…

General Economics · Economics 2018-08-30 Samuel N. Cohen , Timo Henckel , Gordon D. Menzies , Johannes Muhle-Karbe , Daniel J. Zizzo

Large Language Models (LLMs) have shown impressive abilities in many applications. When a concrete and precise answer is desired, it is important to have a quantitative estimation of the potential error rate. However, this can be…

Computation and Language · Computer Science 2024-12-20 Theodore Zhao , Mu Wei , J. Samuel Preston , Hoifung Poon

The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…

Methodology · Statistics 2023-04-21 Yiming Xing , Georgios Fellouris

Scientific theories can often be formulated using equality and order constraints on the relative effects in a linear regression model. For example, it may be expected that the effect of the first predictor is larger than the effect of the…

Methodology · Statistics 2019-05-01 Joris Mulder , Anton Olsson-Collentine

In this paper, we have developed new multistage tests which guarantee prescribed level of power and are more efficient than previous tests in terms of average sampling number and the number of sampling operations. Without truncation, the…

Statistics Theory · Mathematics 2011-06-14 Xinjia Chen

We revisit the problem of simultaneously testing the means of $n$ independent normal observations under sparsity. We take a Bayesian approach to this problem by introducing a scale-mixture prior known as the normal-beta prime (NBP) prior.…

Methodology · Statistics 2020-07-29 Ray Bai , Malay Ghosh

The problem of zero-rate multiterminal hypothesis testing is revisited from the perspective of information-spectrum approach and finite blocklength analysis. A Neyman-Pearson-like test is proposed and its non-asymptotic performance is…

Information Theory · Computer Science 2017-08-17 Shun Watanabe

In this study, we introduce three distinct testing methods for testing alpha in high dimensional linear factor pricing model that deals with dependent data. The first method is a sum-type test procedure, which exhibits high performance when…

Methodology · Statistics 2024-01-26 Huifang Ma , Long Feng , Zhaojun Wang , Jigang Bao

Multivariate (average) equivalence testing is widely used to assess whether the means of two conditions of interest are `equivalent' for different outcomes simultaneously. The multivariate Two One-Sided Tests (TOST) procedure is typically…

We consider clinical trials with multiple, overlapping patient populations, that test multiple treatment policies specifically tailored to these populations. Such designs may lead to multiplicity issues, as false statements will affect…

Methodology · Statistics 2025-11-13 Remi Luschei , Werner Brannath

The problem of detecting a single anomalous process among multiple independent processes is considered. Under a constraint on the number of processes that can be probed simultaneously, the decision maker should decide which processes to…

Signal Processing · Electrical Eng. & Systems 2021-01-15 Fengfan Qin , Da Chen , Hui Feng , Qing Zhao , Tao Yang , Bo Hu

A central goal in designing clinical trials is to find the test that maximizes power (or equivalently minimizes required sample size) for finding a false null hypothesis subject to the constraint of type I error. When there is more than one…

Methodology · Statistics 2022-09-21 Ruth Heller , Abba Krieger , Saharon Rosset

Deep neural network training often involves stochastic optimization, meaning each run will produce a different model. This implies that hyperparameters of the training process, such as the random seed itself, can potentially have…

Machine Learning · Statistics 2025-04-17 Sinjini Banerjee , Tim Marrinan , Reilly Cannon , Tony Chiang , Anand D. Sarwate