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Motivated by some common-change point tests, we investigate the asymptotic distribution of the U-statistic process $U_n(t)=\sum_{i=1}^{[nt]}\sum_{j=[nt]+1}^n h(X_i,X_j)$, $0\leq t\leq 1$, when the underlying data are long-range dependent.…

Probability · Mathematics 2014-04-03 Herold Dehling , Aeneas Rooch , Martin Wendler

Randomized benchmarking and variants thereof, which we collectively call RB+, are widely used to characterize the performance of quantum computers because they are simple, scalable, and robust to state-preparation and measurement errors.…

Quantum Physics · Physics 2019-06-05 Robin Harper , Ian Hincks , Chris Ferrie , Steven T. Flammia , Joel J. Wallman

Simulation offers a simple and flexible way to estimate the power of a clinical trial when analytic formulae are not available. The computational burden of using simulation has, however, restricted its application to only the simplest of…

In the industrial practice of machine learning and statistical modeling, practitioners often work under the assumption of accessible, static, labeled data for evaluation and training. However, this assumption often deviates from reality,…

Machine Learning · Computer Science 2024-10-14 Kevin Slote , Elaine Lee

Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

Methodology · Statistics 2024-09-05 F. Richard Guo , Rajen D. Shah

Tech companies (e.g., Google or Facebook) often use randomized online experiments and/or A/B testing primarily based on the average treatment effects to compare their new product with an old one. However, it is also critically important to…

Methodology · Statistics 2021-11-09 Chengchun Shi , Shikai Luo , Hongtu Zhu , Rui Song

We revisit the fundamental question of simple-versus-simple hypothesis testing with an eye towards computational complexity, as the statistically optimal likelihood ratio test is often computationally intractable in high-dimensional…

Statistics Theory · Mathematics 2025-05-05 Ankur Moitra , Alexander S. Wein

The need for accurate SQL progress estimation in the context of decision support administration has led to a number of techniques proposed for this task. Unfortunately, no single one of these progress estimators behaves robustly across the…

Databases · Computer Science 2012-01-04 Arnd Christian König , Bolin Ding , Surajit Chaudhuri , Vivek Narasayya

Modern application of A/B tests is challenging due to its large scale in various dimensions, which demands flexibility to deal with multiple testing sequentially. The state-of-the-art practice first reduces the observed data stream to…

Methodology · Statistics 2022-09-14 Hui Xu , Weinan Wang

Online controlled experiments, or A/B tests, are large-scale randomized trials in digital environments. This paper investigates the estimands of the difference-in-means estimator in these experiments, focusing on scenarios with repeated…

Methodology · Statistics 2024-11-12 Sebastian Ankargren , Mattias Frånberg , Mårten Schultzberg

Statistics comes in two main flavors: frequentist and Bayesian. For historical and technical reasons, frequentist statistics has dominated data analysis in the past; but Bayesian statistics is making a comeback at the forefront of science.…

Software Engineering · Computer Science 2016-08-30 Carlo A. Furia

Online experiments are a fundamental component of the development of web-facing products. Given their large user-bases, even small product improvements can have a large impact on user engagement or profits on an absolute scale. As a result,…

Methodology · Statistics 2019-08-23 Jacopo Soriano

A number of biomedical problems require performing many hypothesis tests, with an attendant need to apply stringent thresholds. Often the data take the form of a series of predictor vectors, each of which must be compared with a single…

Methodology · Statistics 2014-05-13 Yi-Hui Zhou , Fred Wright

Online controlled experiments are the primary tool for measuring the causal impact of product changes in digital businesses. It is increasingly common for digital products and services to interact with customers in a personalised way. Using…

Methodology · Statistics 2021-07-02 C. H. Bryan Liu , Benjamin Paul Chamberlain

As the most important tool to provide high-level evidence-based medicine, researchers can statistically summarize and combine data from multiple studies by conducting meta-analysis. In meta-analysis, mean differences are frequently used…

Methodology · Statistics 2018-01-30 Dehui Luo , Xiang Wan , Jiming Liu , Tiejun Tong

Approximate Bayesian Computation (ABC) methods rely on asymptotic arguments, implying that parameter inference can be systematically biased even when sufficient statistics are available. We propose to construct the ABC accept/reject step…

Methodology · Statistics 2014-01-24 Oliver Ratmann , Anton Camacho , Adam Meijer , Gé Donker

Recently, Tibshirani et al. (2016) proposed a method for making inferences about parameters defined by model selection, in a typical regression setting with normally distributed errors. Here, we study the large sample properties of this…

Statistics Theory · Mathematics 2017-08-10 Ryan J. Tibshirani , Alessandro Rinaldo , Robert Tibshirani , Larry Wasserman

A/B tests have been widely adopted across industries as the golden rule that guides decision making. However, the long-term true north metrics we ultimately want to drive through A/B test may take a long time to mature. In these situations,…

Applications · Statistics 2021-06-04 Weitao Duan , Shan Ba , Chunzhe Zhang

In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain…

Methodology · Statistics 2021-07-14 Ting Ye , Jun Shao , Yanyao Yi , Qingyuan Zhao

Provider profiling has the goal of identifying healthcare providers with exceptional patient outcomes. When evaluating providers, adjustment is necessary to control for differences in case-mix between different providers. Direct and…

Methodology · Statistics 2024-10-28 Herbert Susmann , Yiting Li , Mara A. McAdams-DeMarco , Iván Díaz , Wenbo Wu