Related papers: Sequential stratified inference for the mean
A new unequal probability sampling method is proposed. This method is sequential. The decision to select or not each unit is made based on the order in which the units appear. A variant of this method allows selecting a sample from a…
Sum-based global tests are highly popular in multiple hypothesis testing. In this paper we propose a general closed testing procedure for sum tests, which provides lower confidence bounds for the proportion of true discoveries (TDP),…
Recently, methodology was presented to facilitate the incorporation of interim analyses in stepped-wedge (SW) cluster randomised trials (CRTs). Here, we extend this previous discussion. We detail how the stopping boundaries, allocation…
We extend methods for finite-sample inference about the average treatment effect (ATE) in randomized experiments with binary outcomes to accommodate stratification (blocking). We present three valid methods that differ in their…
This paper proposes self-normalized tests for multistep conditional predictive ability in forecast comparison. By normalizing the sample mean of the transformed loss differential using functionals of its cumulative sum (CUSUM) process,…
In this paper, we propose a computer-oriented method of construction of optimal group sequential hypothesis tests with variable group sizes. In particular, for independent and identically distributed observations we obtain the form of…
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…
In finite population causal inference exact randomization tests can be constructed for sharp null hypotheses, i.e. hypotheses which fully impute the missing potential outcomes. Oftentimes inference is instead desired for the weak null that…
Sign-Perturbed Sum (SPS) is a powerful finite-sample system identification algorithm which can construct confidence regions for the true data generating system with exact coverage probabilities, for any finite sample size. SPS was developed…
We propose a simple, statistically principled, and theoretically justified method to improve supervised learning when the training set is not representative, a situation known as covariate shift. We build upon a well-established methodology…
This paper aims to test the number of spikes in a generalized spiked covariance matrix, the spiked eigenvalues of which may be extremely larger or smaller than the non-spiked ones. For a high-dimensional problem, we first propose a general…
This article is concerned with decentralized sequential testing of a normal mean $\mu$ with two-sided alternatives. It is assumed that in a single-sensor network system with limited local memory, i.i.d. normal raw observations are observed…
The Central Limit Theorem (CLT) is one of the most fundamental results in statistics. It states that the standardized sample mean of a sequence of $n$ mutually independent and identically distributed random variables with finite first and…
An inductive probabilistic classification rule must generally obey the principles of Bayesian predictive inference, such that all observed and unobserved stochastic quantities are jointly modeled and the parameter uncertainty is fully…
This paper establishes a combinatorial central limit theorem for stratified randomization, which holds under a Lindeberg-type condition. The theorem allows for an arbitrary number or sizes of strata, with the sole requirement being that…
A confidence sequence (CS) is a sequence of confidence intervals that is valid at arbitrary data-dependent stopping times. These are useful in applications like A/B testing, multi-armed bandits, off-policy evaluation, election auditing,…
Stratified sampling is a fast and simple method to generate point sets with uniform distribution in hypercubes. However, for the most common paraxial stratfication it has the prominent drawback that the number of sampled points in n…
In this paper, we develop a simple approach for testing multiple statistical hypotheses based on the observations of a number of probability ratios enumerated consecutively with respect to the index of hypotheses. Explicit and tight bounds…
Post-randomization events, also known as intercurrent events, such as treatment noncompliance and censoring due to a terminal event, are common in clinical trials. Principal stratification is a framework for causal inference in the presence…
We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…