Related papers: Improved thresholds for e-values
Testing between hypotheses, when independent sampling is possible, is a well developed subject. In this paper, we propose hypothesis tests that are applicable when the samples are obtained using Markov chain Monte Carlo. These tests are…
For estimating the proportion of false null hypotheses in multiple testing, a family of estimators by Storey (2002) is widely used in the applied and statistical literature, with many methods suggested for selecting the parameter $\lambda$.…
We define the information threshold as the point of maximum curvature in the prior vs. posterior Bayesian curve, both of which are described as a function of the true positive and negative rates of the classification system in question. The…
In the online multiple testing problem, p-values corresponding to different null hypotheses are observed one by one, and the decision of whether or not to reject the current hypothesis must be made immediately, after which the next p-value…
We consider two-stage recourse models in which the second-stage problem has integer decision variables and uncertainty in the second-stage cost vector, technology matrix, and the right-hand side vector. Such mixed-integer recourse models…
We consider a univariate semimartingale model for (the logarithm of) an asset price, containing jumps having possibly infinite activity (IA). The nonparametric threshold estimator of the integrated variance IV proposed in Mancini 2009 is…
Online multiple hypothesis testing has attracted a lot of attention in many applications, e.g., anomaly status detection and stock market price monitoring. The state-of-the-art generalized $\alpha$-investing (GAI) algorithms can control…
Thresholding based iterative algorithms have the trade-off between effectiveness and optimality. Some are effective but involving sub-matrix inversions in every step of iterations. For systems of large sizes, such algorithms can be…
This article gives a survey of the e-value, a statistical significance measure a.k.a. the evidence rendered by observational data, X, in support of a statistical hypothesis, H, or, the other way around, the epistemic value of H given X. The…
Platform trials evaluate multiple experimental treatments under a single master protocol, where new treatment arms are added to the trial over time. Given the multiple treatment comparisons, there is the potential for inflation of the…
The characterization of errors in a quantum system is a fundamental step for two important goals. First, learning about specific sources of error is essential for optimizing experimental design and error correction methods. Second,…
The so-called "threshold" theorem says that, once the error rate per qubit per gate is below a certain value, indefinitely long quantum computation becomes feasible, even if all of the qubits involved are subject to relaxation processes,…
We show that the probability distribution of the error exponent in i.i.d. code ensembles over classical-quantum (CQ) channels with arbitrary output states accumulates above a threshold that is strictly larger than the CQ random coding…
Kundu and Gupta (2007, Metrika, 65, 159 - 170) provided the analysis of Type-I hybrid censored competing risks data, when the lifetime distribution of the competing causes of failures follow exponential distribution. In this paper we…
The goal of eQTL studies is to identify the genetic variants that influence the expression levels of the genes in an organism. High throughput technology has made such studies possible: in a given tissue sample, it enables us to quantify…
Wavelet thresholding generally assumes independent, identically distributed normal errors when estimating functions in a nonparametric regression setting. VisuShrink and SureShrink are just two of the many common thresholding methods based…
Information Value (IV) is a widely used technique for feature selection prior to the modeling phase, particularly in credit scoring and related domains. However, conventional IV-based practices rely on fixed empirical thresholds, which lack…
We propose an information-theoretic alternative to the popular Cronbach alpha coefficient of reliability. Particularly suitable for contexts in which instruments are scored on a strictly nonnumeric scale, our proposed index is based on…
Threshold theorems for fault-tolerant quantum computing assume that errors are of certain types. But how would one detect whether errors of the "wrong" type occur in one's experiment, especially if one does not even know what type of error…
In this paper, we propose a simple yet effective method to deal with the violation of the Closed-World Assumption for a classifier. Previous works tend to apply a threshold either on the classification scores or the loss function to reject…