Related papers: Huber-robust likelihood ratio tests for composite …
This study develops a framework for testing hypotheses on structural parameters in incomplete models. Such models make set-valued predictions and hence do not generally yield a unique likelihood function. The model structure, however,…
We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…
The minimax robust hypothesis testing problem for the case where the nominal probability distributions are subject to both modeling errors and outliers is studied in twofold. First, a robust hypothesis testing scheme based on a relative…
We study the sample complexity of robust binary hypothesis testing under three standard contamination models: $\varepsilon$-additive (Huber), $\varepsilon$-subtractive, and $\varepsilon$-total variation (TV), denoted by…
Testing composite null hypotheses arises in various applications, such as mediation and replicability analyses. The problem becomes more challenging in high-throughput experiments where tens of thousands of features are examined…
This article proposes an alternative to the Hosmer-Lemeshow (HL) test for evaluating the calibration of probability forecasts for binary events. The approach is based on e-values, a new tool for hypothesis testing. An e-value is a random…
$P$-values that are derived from continuously distributed test statistics are typically uniformly distributed on $(0,1)$ under least favorable parameter configurations (LFCs) in the null hypothesis. Conservativeness of a $p$-value $P$…
Identifying signals that replicate across multiple studies is essential for establishing robust scientific evidence, yet existing methods for high-dimensional replicability analysis either rely on restrictive modeling assumptions, are…
A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…
This paper revisits the classical problem of interval estimation of a binomial proportion under Huber contamination. Our main result derives the rate of optimal interval length when the contamination proportion is unknown under a local…
Given a composite null $ \mathcal P$ and composite alternative $ \mathcal Q$, when and how can we construct a p-value whose distribution is exactly uniform under the null, and stochastically smaller than uniform under the alternative?…
This paper develops a robust dynamic mode decomposition (RDMD) method endowed with statistical and numerical robustness. Statistical robustness ensures estimation efficiency at the Gaussian and non-Gaussian probability distributions,…
We introduce one-sided versions of Huber's contamination model, in which corrupted samples tend to take larger values than uncorrupted ones. Two intertwined problems are addressed: estimation of the mean of uncorrupted samples (minimum…
Universal hypothesis testing refers to the problem of deciding whether samples come from a nominal distribution or an unknown distribution that is different from the nominal distribution. Hoeffding's test, whose test statistic is equivalent…
Given a positive random variable $X$, $X\ge0$ a.s., a null hypothesis $H_0:E(X)\le\mu$ and a random sample of infinite size of $X$, we construct test supermartingales for $H_0$, i.e. positive processes that are supermartingale if the null…
We provide a general condition under which e-variables in the form of a simple-vs.-simple likelihood ratio exist when the null hypothesis is a composite, multivariate exponential family. Such `simple' e-variables are easy to compute and…
This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for independent but non-homogeneous observations based on the robust…
We are concerned with multiple test problems with composite null hypotheses and the estimation of the proportion $\pi_{0}$ of true null hypotheses. The Schweder-Spj\o tvoll estimator $\hat{\pi}_0$ utilizes marginal $p$-values and only works…
We propose a general method for constructing robust permutation tests under data corruption. The proposed tests effectively control the non-asymptotic type I error under data corruption, and we prove their consistency in power under minimal…
Multiple hypothesis testing often involves composite nulls, i.e., nulls that are associated with two or more distributions. In many cases, it is reasonable to assume that there is a prior distribution on the distributions despite it is…