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The issue of model selection in applied research is of vital importance. Since the true model in such research is not known, which model should be used from among various potential ones is an empirical question. There might exist several…

Econometrics · Economics 2018-05-24 R. Scott Hacker , Abdulnasser Hatemi-J

A cornerstone of machine learning evaluation is the (often hidden) assumption that model and human responses are reliable enough to evaluate models against unitary, authoritative, ``gold standard'' data, via simple metrics such as accuracy,…

Machine Learning · Computer Science 2026-01-30 Christopher Homan , Flip Korn , Deepak Pandita , Chris Welty

Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…

Methodology · Statistics 2018-10-15 Sairam Rayaprolu , Zhiyi Chi

Consider testing multiple hypotheses using tests that can only be evaluated by simulation, such as permutation tests or bootstrap tests. This article introduces MMCTest, a sequential algorithm which gives, with arbitrarily high probability,…

Methodology · Statistics 2018-10-17 Axel Gandy , Georg Hahn

In this article, we propose a novel Bayesian multiple testing formulation for model and variable selection in inverse setups, judiciously embedding the idea of inverse reference distributions proposed by Bhattacharya (2013) in a mixture…

Statistics Theory · Mathematics 2020-07-16 Debashis Chatterjee , Sourabh Bhattacharya

In evaluation campaigns, participants often explore variations of popular, state-of-the-art baselines as a low-risk strategy to achieve competitive results. While effective, this can lead to local "hill climbing" rather than more radical…

Information Retrieval · Computer Science 2023-01-31 Mehmet Deniz Türkmen , Matthew Lease , Mucahid Kutlu

The standard paradigm for confirmatory clinical trials is to compare experimental treatments with a control, for example the standard of care or a placebo. However, it is not always the case that a suitable control exists. Efficient…

Methodology · Statistics 2024-10-29 Thomas Burnett , Thomas Jaki

Multiple hypothesis testing (MHT) frequently arises in scientific inquiries, and concurrent testing of multiple hypotheses inflates the risk of Type-I errors or false positives, rendering MHT corrections essential. This paper addresses MHT…

Multiple hypothesis testing is a central topic in statistics, but despite abundant work on the false discovery rate (FDR) and the corresponding Type-II error concept known as the false non-discovery rate (FNR), a fine-grained understanding…

Statistics Theory · Mathematics 2017-05-17 Maxim Rabinovich , Aaditya Ramdas , Michael I. Jordan , Martin J. Wainwright

The propensity of Large Language Models (LLMs) to generate hallucinations and non-factual content undermines their reliability in high-stakes domains, where rigorous control over Type I errors (the conditional probability of incorrectly…

Computation and Language · Computer Science 2024-11-08 Fan Nie , Xiaotian Hou , Shuhang Lin , James Zou , Huaxiu Yao , Linjun Zhang

Simultaneous tests of superiority and non-inferiority hypotheses on multiple endpoints are often performed in clinical trials to demonstrate that a new treatment is superior over a control on at least one endpoint and non-inferior on the…

Methodology · Statistics 2023-10-02 Wenfeng Chen , Naiqing Zhao , Guoyou Qin , Jie Chen

Hypothesis testing in the linear regression model is a fundamental statistical problem. We consider linear regression in the high-dimensional regime where the number of parameters exceeds the number of samples ($p> n$). In order to make…

Statistics Theory · Mathematics 2019-09-24 Adel Javanmard , Jason D. Lee

Several tasks in information retrieval (IR) rely on assumptions regarding the distribution of some property (such as term frequency) in the data being processed. This thesis argues that such distributional assumptions can lead to incorrect…

Information Retrieval · Computer Science 2019-04-02 Casper Petersen

Statistical significance testing is used in natural language processing (NLP) to determine whether the results of a study or experiment are likely to be due to chance or if they reflect a genuine relationship. A key step in significance…

Computation and Language · Computer Science 2024-01-01 Palash Goyal , Qian Hu , Rahul Gupta

Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…

Data Analysis, Statistics and Probability · Physics 2024-08-02 Jeremy J. H. Wilkinson , Christopher G. Lester

Multiple testing problems are a staple of modern statistical analysis. The fundamental objective of multiple testing procedures is to reject as many false null hypotheses as possible (that is, maximize some notion of power), subject to…

Methodology · Statistics 2020-11-30 Saharon Rosset , Ruth Heller , Amichai Painsky , Ehud Aharoni

We develop a new rank-based approach for univariate two-sample testing in the presence of missing data which makes no assumptions about the missingness mechanism. This approach is a theoretical extension of the Wilcoxon-Mann-Whitney test…

Methodology · Statistics 2024-03-25 Yijin Zeng , Niall M. Adams , Dean A. Bodenham

We introduce a new procedure for testing the significance of a set of regression coefficients in a Gaussian linear model with $n \geq d$. Our method, the $L$-test, provides the same statistical validity guarantee as the classical $F$-test,…

Methodology · Statistics 2025-12-01 Danielle Paulson , Souhardya Sengupta , Lucas Janson

In high-dimensional linear models, the sparsity assumption is typically made, stating that most of the parameters are equal to zero. Under the sparsity assumption, estimation and, recently, inference have been well studied. However, in…

Methodology · Statistics 2019-07-09 Yinchu Zhu , Jelena Bradic

The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…

Probability · Mathematics 2022-02-08 Vladimir Vovk