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We use a new method via $p$-Wasserstein bounds to prove Cram\'er-type moderate deviations in (multivariate) normal approximations. In the classical setting that $W$ is a standardized sum of $n$ independent and identically distributed…

Probability · Mathematics 2022-05-27 Xiao Fang , Yuta Koike

Extant "fast" algorithms for Monte Carlo confidence sets are limited to univariate shift parameters for the one-sample and two-sample problems using the sample mean as the test statistic; moreover, some do not converge reliably and most do…

Computation · Statistics 2025-02-27 Amanda K. Glazer , Philip B. Stark

In this paper, we demonstrate that a new measure of evidence we developed called the Dempster-Shafer p-value which allow for insights and interpretations which retain most of the structure of the p-value while covering for some of the…

Methodology · Statistics 2024-02-28 Kentaro Hoffman , Kai Zhang , Tyler McCormick , Jan Hannig

Maximum pseudolikelihood (MPL) estimators are useful alternatives to maximum likelihood (ML) estimators when likelihood functions are more difficult to manipulate than their marginal and conditional components. Furthermore, MPL estimators…

Methodology · Statistics 2017-08-30 Hien D. Nguyen

This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are…

Methodology · Statistics 2024-03-12 Stephen Bates , Emmanuel Candès , Lihua Lei , Yaniv Romano , Matteo Sesia

The classical methods of multivariate analysis are based on the eigenvalues of one or two sample covariance matrices. In many applications of these methods, for example to high dimensional data, it is natural to consider alternative…

Statistics Theory · Mathematics 2014-06-17 Prathapasinghe Dharmawansa , Iain M. Johnstone

$\textbf{Motivation:}$ Small $p$-values are often required to be accurately estimated in large-scale genomic studies for the adjustment of multiple hypothesis tests and the ranking of genomic features based on their statistical…

Applications · Statistics 2023-08-29 Yang Shi , Mengqiao Wang , Weiping Shi , Ji-Hyun Lee , Huining Kang , Hui Jiang

In various practical situations, we encounter data from stochastic processes which can be efficiently modelled by an appropriate parametric model for subsequent statistical analyses. Unfortunately, the most common estimation and inference…

Methodology · Statistics 2022-04-12 Rohan Hore , Abhik Ghosh

In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…

Applications · Statistics 2018-07-04 Abhimanyu Singh Yadav , Hassan S. Bakouch , Sanjay Kumar Singh , Umesh Singh

This chapter demystifies P-values, hypothesis tests and significance tests, and introduces the concepts of local evidence and global error rates. The local evidence is embodied in \textit{this} data and concerns the hypotheses of interest…

Other Statistics · Statistics 2019-10-07 Michael J. Lew

We study exact confidence intervals and two-sided hypothesis tests for univariate parameters of stochastically increasing discrete distributions, such as the binomial and Poisson distributions. It is shown that several popular methods for…

Statistics Theory · Mathematics 2016-10-03 MÅns Thulin , Silvelyn Zwanzig

Permutation procedures are common practice in hypothesis testing when distributional assumptions about the test statistic are not met or unknown. With only few permutations, empirical p-values lie on a coarse grid and may even be zero when…

Multivariate meta-analysis of test accuracy studies when tests are evaluated in terms of sensitivity and specificity at more than one threshold represents an effective way to synthesize results by fully exploiting the data, if compared to…

Methodology · Statistics 2019-01-29 Annamaria Guolo , Duc Khanh To

The randomized midpoint method, proposed by [SL19], has emerged as an optimal discretization procedure for simulating the continuous time Langevin diffusions. Focusing on the case of strong-convex and smooth potentials, in this paper, we…

Machine Learning · Statistics 2021-09-14 Ye He , Krishnakumar Balasubramanian , Murat A. Erdogdu

Mendelian randomization (MR) considers using genetic variants as instrumental variables (IVs) to infer causal effects in observational studies. However, the validity of causal inference in MR can be compromised when the IVs are potentially…

Methodology · Statistics 2024-02-06 Ziya Xu , Sai Li

In the evaluation of treatment effects, it is of major policy interest to know if the treatment is beneficial for some and harmful for others, a phenomenon known as qualitative interaction. We formulate this question as a multiple testing…

Methodology · Statistics 2017-08-29 Qingyuan Zhao , Dylan S. Small , Weijie Su

In the realm of statistical exploration, the manipulation of pseudo-random values to discern their impact on data distribution presents a compelling avenue of inquiry. This article investigates the question: Is it possible to add…

Numerical Analysis · Mathematics 2024-02-09 Ergon Cugler de Moraes Silva

We study person-level differentially private (DP) mean estimation in the case where each person holds multiple samples. DP here requires the usual notion of distributional stability when $\textit{all}$ of a person's datapoints can be…

Data Structures and Algorithms · Computer Science 2024-07-22 Sushant Agarwal , Gautam Kamath , Mahbod Majid , Argyris Mouzakis , Rose Silver , Jonathan Ullman

Semisupervised methods are techniques for using labeled data $(X_1,Y_1),\ldots,(X_n,Y_n)$ together with unlabeled data $X_{n+1},\ldots,X_N$ to make predictions. These methods invoke some assumptions that link the marginal distribution $P_X$…

Statistics Theory · Mathematics 2013-05-27 Martin Azizyan , Aarti Singh , Larry Wasserman

Standard random-effects meta-analysis relies heavily on the assumption that the underlying true effects are normally distributed. In the social sciences, where evidence synthesis increasingly involves large, highly heterogeneous datasets,…

Methodology · Statistics 2026-05-01 Daihe Sui , Elizabeth Tipton
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