Related papers: Multiple Testing in Generalized Universal Inferenc…

We consider the multiple hypothesis testing (MHT) problem over the joint domain formed by a graph and a measure space. On each sample point of this joint domain, we assign a hypothesis test and a corresponding $p$-value. The goal is to make…

In the sparse sequence model, we consider a popular Bayesian multiple testing procedure and investigate for the first time its behaviour from the frequentist point of view. Given a spike-and-slab prior on the high-dimensional sparse unknown…

As machine learning models grow increasingly competent, their predictions can supplement scarce or expensive data in various important domains. In support of this paradigm, algorithms have emerged to combine a small amount of high-fidelity…

We propose a general framework for constructing powerful, sequential hypothesis tests for a large class of nonparametric testing problems. The null hypothesis for these problems is defined in an abstract form using the action of two known…

In this paper, we propose a test for the equality of multiple distributions based on kernel mean embeddings. Our framework provides a flexible way to handle multivariate or even high-dimensional data by virtue of kernel methods and allows…

Rigorous guarantees about the performance of predictive algorithms are necessary in order to ensure their responsible use. Previous work has largely focused on bounding the expected loss of a predictor, but this is not sufficient in many…

Bayesian and frequentist methods differ in many aspects, but share some basic optimality properties. In practice, there are situations in which one of the methods is more preferred by some criteria. We consider the case of inference about a…

We propose a distributed method for simultaneous inference for datasets with sample size much larger than the number of covariates, i.e., N >> p, in the generalized linear models framework. When such datasets are too big to be analyzed…

In multiple classification, one aims to determine whether a testing sequence is generated from the same distribution as one of the M training sequences or not. Unlike most of existing studies that focus on discrete-valued sequences with…

Thanks to its favorable properties, the multivariate normal distribution is still largely employed for modeling phenomena in various scientific fields. However, when the number of components $p$ is of the same asymptotic order as the sample…

Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable…

Replicability is central to scientific progress, and the partial conjunction (PC) hypothesis testing framework provides an objective tool to quantify it across disciplines. Existing PC methods assume independent studies. Yet many modern…

The notion of p-value is a fundamental concept in statistical inference and has been widely used for reporting outcomes of hypothesis tests. However, p-value is often misinterpreted, misused or miscommunicated in practice. Part of the issue…

Boolean formulae compactly encode huge, constrained search spaces. Thus, variability-intensive systems are often encoded with Boolean formulae. The search space of a variability-intensive system is usually too large to explore without…

We consider universal inference in variance components models, focusing on settings where the parameter is near or at the boundary of the parameter set. Two cases, which are not handled by existing state-of-the-art methods, are of…

Explainable boosting machines (EBMs) are popular "glass-box" models that learn a set of univariate functions using boosting trees. These achieve explainability through visualizations of each feature's effect. However, unlike linear model…

In applied settings, tests of hypothesis where a nuisance parameter is only identifiable under the alternative often reduces into one of Testing One Hypothesis Multiple times (TOHM). Specifically, a fine discretization of the space of the…

The key for effective interaction in many multiagent applications is to reason explicitly about the behaviour of other agents, in the form of a hypothesised behaviour. While there exist several methods for the construction of a behavioural…

Conformal inference provides a general distribution-free method to rigorously calibrate the output of any machine learning algorithm for novelty detection. While this approach has many strengths, it has the limitation of being randomized,…

In sequential anytime-valid inference, any admissible procedure must be based on e-processes: generalizations of test martingales that quantify the accumulated evidence against a composite null hypothesis at any stopping time. This paper…