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In the need for low assumption inferential methods in infinite-dimensional settings, Bayesian adaptive estimation via a prior distribution that does not depend on the regularity of the function to be estimated nor on the sample size is…
In experimental design, we are given a large collection of vectors, each with a hidden response value that we assume derives from an underlying linear model, and we wish to pick a small subset of the vectors such that querying the…
Given samples from two non-negative random variables, we propose a family of tests for the null hypothesis that one random variable stochastically dominates the other at the second order. Test statistics are obtained as functionals of the…
In many scientific applications, the target probability distribution cannot be evaluated in closed form or sampled from directly. Instead, it can often be decomposed into multiple components, some of which are accessible only through…
The Adaptive Multilevel Splitting algorithm is a very powerful and versatile iterative method to estimate the probability of rare events, based on an interacting particle systems. In an other article, in a so-called idealized setting, the…
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…
Achieving ultimate bounds in estimation processes is the main objective of quantum metrology. In this context, several problems require measurement of multiple parameters by employing only a limited amount of resources. To this end,…
Joint models for longitudinal and survival data have gained a lot of attention in recent years, with the development of myriad extensions to the basic model, including those which allow for multivariate longitudinal data, competing risks…
The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…
Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional condition on its rate of increase compared to the sample size. On the…
Integrating non-probability samples into finite-population inference typically requires modeling unknown selection probabilities under a missing-at-random (MAR) assumption that is difficult to verify. We propose a design-based alternative…
Estimation and inference in statistics pose significant challenges when data are collected adaptively. Even in linear models, the Ordinary Least Squares (OLS) estimator may fail to exhibit asymptotic normality for single coordinate…
In learning-phase clinical trials in drug development, adaptive designs can be efficient and highly informative when used appropriately. In this article, we extend the multiple comparison procedures with modeling techniques (MCP-Mod)…
Detecting weak, systematic distribution shifts and quantitatively modeling individual, heterogeneous responses to policies or incentives have found increasing empirical applications in social and economic sciences. Given two probability…
Squeezed light enables quantum-enhanced phase estimation, with crucial applications in both fundamental physics and emerging technologies. To fully exploit the advantage provided by this approach, estimation protocols must remain optimal…
We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…
In this paper, we investigate the adequacy testing problem of high-dimensional factor-augmented regression model. Existing test procedures perform not well under dense alternatives. To address this critical issue, we introduce a novel…
In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…
For indications where only unstable reference treatments are available and use of placebo is ethically justified, three-arm `gold standard' designs with an experimental, reference and placebo arm are recommended for non-inferiority trials.…
This article develops a continuous-time asymptotic framework for analyzing adaptive experiments -- settings in which data collection and treatment assignment evolve dynamically in response to incoming information. A key challenge in…