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Correlated observations are ubiquitous phenomena in a plethora of scientific avenues. Tackling this dependence among test statistics has been one of the pertinent problems in simultaneous inference. However, very little literature exists…

Statistics Theory · Mathematics 2024-11-20 Monitirtha Dey

Two common concerns raised in analyses of randomized experiments are (i) appropriately handling issues of non-compliance, and (ii) appropriately adjusting for multiple tests (e.g., on multiple outcomes or subgroups). Although simple…

Methodology · Statistics 2016-05-25 Joseph J. Lee , Laura Forastiere , Luke Miratrix , Natesh S. Pillai

Often in sequential trials additional data become available after a stopping boundary has been reached. A method of incorporating such information from overrunning is developed, based on the ``adding weighted Zs'' method of combining…

Statistics Theory · Mathematics 2008-12-18 W. J. Hall , Keyue Ding

Online testing procedures aim to control the extent of false discoveries over a sequence of hypothesis tests, allowing for the possibility that early-stage test results influence the choice of hypotheses to be tested in later stages.…

Methodology · Statistics 2021-10-18 Aaron Fisher

Counterfactual explanations can be obtained by identifying the smallest change made to a feature vector to qualitatively influence a prediction; for example, from 'loan rejected' to 'awarded' or from 'high risk of cardiovascular disease' to…

Machine Learning · Computer Science 2020-05-05 Martin Pawelczyk , Johannes Haug , Klaus Broelemann , Gjergji Kasneci

We propose an optimal sequential methodology for obtaining confidence intervals for a binomial proportion $\theta$. Assuming that an i.i.d. random sequence of Benoulli($\theta$) trials is observed sequentially, we are interested in…

Methodology · Statistics 2017-11-21 Tony Yaacoub , George V. Moustakides , Yajun Mei

Studies accumulate over time and meta-analyses are mainly retrospective. These two characteristics introduce dependencies between the analysis time, at which a series of studies is up for meta-analysis, and results within the series.…

Methodology · Statistics 2019-10-21 Judith ter Schure , Peter D. Grünwald

The inflated beta regression model aims to enable the modeling of responses in the intervals $(0,1]$, $[0,1)$ or $[0,1]$. In this model, hypothesis testing is often performed based on the likelihood ratio statistic. The critical values are…

Methodology · Statistics 2017-02-03 Laís H. Loose , Fábio M. Bayer , Tarciana L. Pereira

We consider a model of unreliable or crowdsourced data where there is an underlying set of $n$ binary variables, each evaluator contributes a (possibly unreliable or adversarial) estimate of the values of some subset of $r$ of the…

Machine Learning · Computer Science 2017-08-10 Michela Meister , Gregory Valiant

In automated machine learning, scientific discovery, and other applications of Bayesian optimization, deciding when to stop evaluating expensive black-box functions in a cost-aware manner is an important but underexplored practical…

Machine Learning · Computer Science 2025-12-29 Qian Xie , Linda Cai , Alexander Terenin , Peter I. Frazier , Ziv Scully

Adaptive experiments use preliminary analyses of the data to inform further course of action and are commonly used in many disciplines including medical and social sciences. Because the null hypothesis and experimental design are…

Methodology · Statistics 2026-05-26 Tobias Freidling , Qingyuan Zhao , Zijun Gao

Quantifying uncertainty in detected changepoints is an important problem. However it is challenging as the naive approach would use the data twice, first to detect the changes, and then to test them. This will bias the test, and can lead to…

Methodology · Statistics 2026-05-11 Rachel Carrington , Paul Fearnhead

We introduce a simple, yet novel entropy-based framework to drive token efficiency in large language models during reasoning tasks. Our approach uses Shannon entropy from token-level logprobs as a confidence signal to enable early stopping,…

Machine Learning · Computer Science 2025-10-29 Aman Sharma , Paras Chopra

Multiple hypothesis testing is a significant problem in nearly all neuroimaging studies. In order to correct for this phenomena, we require a reliable estimate of the Family-Wise Error Rate (FWER). The well known Bonferroni correction…

Computation · Statistics 2015-02-17 Chris Hinrichs , Vamsi K Ithapu , Qinyuan Sun , Sterling C Johnson , Vikas Singh

Given a predictor of outcome derived from a high-dimensional dataset, pre-validation is a useful technique for comparing it to competing predictors on the same dataset. For microarray data, it allows one to compare a newly derived predictor…

Applications · Statistics 2008-07-28 Holger Höfling , Robert Tibshirani

Consider the problem of testing multiple null hypotheses. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($FWER$), the probability of even one…

Statistics Theory · Mathematics 2007-06-13 Joseph P. Romano , Azeem M. Shaikh

Parameter estimates in misspecified models converge to pseudo-true parameter values, which minimize a population objective function. Pseudo-true values often differ from quantities of economic interest, raising questions of how, if at all,…

Econometrics · Economics 2026-04-20 Isaiah Andrews , Harvey Barnhard , Jacob Carlson

We introduce the concept of forward rank-dependent performance processes, extending the original notion to forward criteria that incorporate probability distortions. A fundamental challenge is how to reconcile the time-consistent nature of…

Mathematical Finance · Quantitative Finance 2019-04-04 Xue Dong He , Moris S. Strub , Thaleia Zariphopoulou

We consider the Last-Success-Problem with $n$ independent Bernoulli random variables with parameters $p_i>0$. We improve the lower bound provided by F.T. Bruss for the probability of winning and provide an alternative proof to the one given…

Probability · Mathematics 2020-12-21 J. M. Grau Ribas

It is suggested that some shortcomings of Null Hypothesis Significance Testing (NHST), viewed from the perspective of Bayesian statistics, turn benign once the traditional threshold p value of .05 is substituted by a sufficiently smaller…

Other Statistics · Statistics 2016-06-30 David Navon , Yoav Cohen