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In this paper, we deal with sequential testing of multiple hypotheses. In the general scheme of construction of optimal tests based on the backward induction, we propose a modification which provides a simplified (generally speaking,…

Methodology · Statistics 2024-06-04 Andrey Novikov

Comparing two population means of network data is of paramount importance in a wide range of scientific applications. Many existing network inference solutions focus on global testing of entire networks, without comparing individual network…

Methodology · Statistics 2019-10-10 Yin Xia , Lexin Li

The composite binary hypothesis testing problem within the Neyman-Pearson framework is considered. The goal is to maximize the expectation of a nonlinear function of the detection probability, integrated with respect to a given probability…

Statistics Theory · Mathematics 2025-05-26 Yanglei Song , Berkan Dulek , Sinan Gezici

Optimal control and sequential decision making are widely used in many complex tasks. Optimal control over a sequence of natural images is a first step towards understanding the role of vision in control. Here, we formalize this problem as…

Machine Learning · Computer Science 2026-05-07 Peter N. Loxley

Multiple hypothesis testing, a situation when we wish to consider many hypotheses, is a core problem in statistical inference that arises in almost every scientific field. In this setting, controlling the false discovery rate (FDR), which…

Statistics Theory · Mathematics 2019-03-19 Shiyun Chen , Shiva Kasiviswanathan

Empirical research in the social and medical sciences frequently involves testing multiple hypotheses simultaneously, increasing the risk of false positives due to chance. Classical multiple testing procedures, such as the Bonferroni…

Econometrics · Economics 2025-07-29 Sebastian Calonico , Sebastian Galiani

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

We propose a primal--dual technique that applies to infinite dimensional equality constrained problems, in particular those arising from optimal control. As an application of our general framework, we solve a control-constrained double…

Optimization and Control · Mathematics 2023-11-14 Regina S. Burachik , C. Yalçın Kaya , Xuemei Liu

Many mathematical imaging problems are posed as non-convex optimization problems. When numerically tractable global optimization procedures are not available, one is often interested in testing ex post facto whether or not a locally…

Signal Processing · Electrical Eng. & Systems 2020-07-13 Joel W. LeBlanc , Brian J. Thelen , Alfred O. Hero

Real-world problems typically require the simultaneous optimization of several, often conflicting objectives. Many of these multi-objective optimization problems are characterized by wide ranges of uncertainties in their decision variables…

Neural and Evolutionary Computing · Computer Science 2019-10-21 Faramarz Khosravi , Alexander Raß , Jürgen Teich

Consider the problem of testing multiple null hypotheses. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($FWER$), the probability of even one…

Statistics Theory · Mathematics 2007-06-13 Joseph P. Romano , Azeem M. Shaikh

This paper presents a survey on some recent advances for the type I error rate control in multiple testing methodology. We consider the problem of controlling the $k$-family-wise error rate (kFWER, probability to make $k$ false discoveries…

Methodology · Statistics 2011-03-15 Etienne Roquain

We discuss a general approach to handling "multiple hypotheses" testing in the case when a particular hypothesis states that the vector of parameters identifying the distribution of observations belongs to a convex compact set associated…

Statistics Theory · Mathematics 2016-02-24 A. Goldenshluger , A. Juditski , A. Nemirovski

We connect the power of Confidence Intervals in different Frequentist methods to their reliability. We show that in the case of a bounded parameter a biased method which near the boundary has large power in testing the parameter against…

High Energy Physics - Experiment · Physics 2007-05-23 C. Giunti , M. Laveder

In current clinical trial development, historical information is receiving more attention as it provides utility beyond sample size calculation. Meta-analytic-predictive (MAP) priors and robust MAP priors have been proposed for…

Methodology · Statistics 2022-08-03 Tianyu Zhan , Yiwang Zhou , Ziqian Geng , Yihua Gu , Jian Kang , Li Wang , Xiaohong Huang , Elizabeth H. Slate

We introduce a simple tool to control for false discoveries and identify individual signals in scenarios involving many tests, dependent test statistics, and potentially sparse signals. The tool applies the Cauchy combination test…

Econometrics · Economics 2023-06-02 Nabil Bouamara , Sébastien Laurent , Shuping Shi

The paper is concerned with a free boundary problem generated by the biharmonic operator and an obstacle. The main goal is to deduce a fully guaranteed upper bound of the difference between the exact minimizer u and any function…

Analysis of PDEs · Mathematics 2020-12-30 Darya E. Apushkinskaya , Sergey I. Repin

Testing large covariance matrices is of fundamental importance in statistical analysis with high-dimensional data. In the past decade, three types of test statistics have been studied in the literature: quadratic form statistics, maximum…

Statistics Theory · Mathematics 2020-06-02 Xiufan Yu , Danning Li , Lingzhou Xue

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the finite-sample theory of weighted-average power (WAP)…

Statistics Theory · Mathematics 2015-05-26 Humberto Moreira , Marcelo J. Moreira