Related papers: Improved thresholds for e-values
We study --both in theory and practice-- the use of momentum motions in classic iterative hard thresholding (IHT) methods. By simply modifying plain IHT, we investigate its convergence behavior on convex optimization criteria with…
We show that a simple modification of the surface code can exhibit an enormous gain in the error correction threshold for a noise model in which Pauli Z errors occur more frequently than X or Y errors. Such biased noise, where dephasing…
Foundation models often generate unreliable answers, while heuristic uncertainty estimators fail to fully distinguish correct from incorrect outputs, causing users to accept erroneous answers without any statistical guarantee. We address…
A tunable measure for information leakage called \textit{maximal $\alpha$-leakage} is introduced. This measure quantifies the maximal gain of an adversary in refining a tilted version of its prior belief of any (potentially random) function…
We investigate adaptive single-trial error/erasure decoding of binary codes whose decoder is able to correct e errors and t erasures if le+t<=d-1. Thereby, d is the minimum Hamming distance of the code and 1<l<=2 is the tradeoff parameter…
Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…
We propose a family of variational approximations to Bayesian posterior distributions, called $\alpha$-VB, with provable statistical guarantees. The standard variational approximation is a special case of $\alpha$-VB with $\alpha=1$. When…
In threshold-based anomaly detection, we want to tune the threshold of a detector to achieve an acceptable false alarm rate. However, tuning the threshold is often a non-trivial task due to unknown detector output distributions. A detector…
Verifying that a statistically significant result is scientifically meaningful is not only good scientific practice, it is a natural way to control the Type I error rate. Here we introduce a novel extension of the p-value - a…
We put forward an adaptive alpha (Type I Error) that decreases as the information grows, for hypothesis tests in which nested linear models are compared. A less elaborate adaptation was already presented in \citet{PP2014} for comparing…
Value-based reinforcement-learning algorithms have shown strong results in games, robotics, and other real-world applications. Overestimation bias is a known threat to those algorithms and can sometimes lead to dramatic performance…
Designs conditions for marine structures are typically informed by threshold-based extreme value analyses of oceanographic variables, in which excesses of a high threshold are modelled by a generalized Pareto (GP) distribution. Too low a…
An unknown vector f in R^n can be recovered from corrupted measurements y = Af + e where A^(m*n)(m>n) is the coding matrix if the unknown error vector e is sparse. We investigate the relationship of the fraction of errors and the recovering…
Iterative thresholding algorithms seek to optimize a differentiable objective function over a sparsity or rank constraint by alternating between gradient steps that reduce the objective, and thresholding steps that enforce the constraint.…
Sequential tests and their implied confidence sequences, which are valid at arbitrary stopping times, promise flexible statistical inference and on-the-fly decision making. However, strong guarantees are limited to parametric sequential…
We propose the use of a simple intuitive principle for measuring algorithmic classification bias: the significance of the differences in a classifier's error rates across the various demographics is inversely commensurate with the sample…
E-variables are nonnegative random variables with expected value at most one under any distribution from a given null hypothesis. Every nonasymptotically valid test can be obtained by thresholding some e-variable. As such, e-variables arise…
In this paper we consider estimation of sparse covariance matrices and propose a thresholding procedure which is adaptive to the variability of individual entries. The estimators are fully data driven and enjoy excellent performance both…
In distributed detection systems, energy-efficient ordered transmission (EEOT) schemes are able to reduce the number of transmissions required to make a final decision. In this work, we investigate the effect of data falsification attacks…
The classical theory for the meta-analysis of $p$-values is based on the assumption that if the overall null hypothesis is true, then all $p$-values used in a chosen combined test statistic are genuine, i.e., are observations from…