Related papers: Global Sequential Testing for Multi-Stream Auditin…
While many statistical procedures rely on a fixed sample size, sequential methods allow a decision-maker to adapt the sample size to achieve a given precision. In this way, sequential tests reduce the average number of observations required…
We present a unifying approach to multiple testing procedures for sequential (or streaming) data by giving sufficient conditions for a sequential multiple testing procedure to control the familywise error rate (FWER), extending to the…
We introduce the anytime-valid (AV) logrank test, a version of the logrank test that provides type-I error guarantees under optional stopping and optional continuation. The test is sequential without the need to specify a maximum sample…
We propose a new algorithmic framework for sequential hypothesis testing with i.i.d. data, which includes A/B testing, nonparametric two-sample testing, and independence testing as special cases. It is novel in several ways: (a) it takes…
We consider the problem of quickly detecting a signal in a sensor network when the subset of sensors in which signal may be present is completely unknown. We formulate this problem as a sequential hypothesis testing problem with a simple…
Sequential tests and their implied confidence sequences, which are valid at arbitrary stopping times, promise flexible statistical inference and on-the-fly decision making. However, strong guarantees are limited to parametric sequential…
Many machine learning problems can be framed in the context of estimating functions, and often these are time-dependent functions that are estimated in real-time as observations arrive. Gaussian processes (GPs) are an attractive choice for…
Two sequential camera source identification methods are proposed. Sequential tests implement a log-likelihood ratio test in an incremental way, thus enabling a reliable decision with a minimal number of observations. One of our methods…
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,…
The problem of joint sequential detection and isolation is considered in the context of multiple, not necessarily independent, data streams. A multiple testing framework is proposed, where each hypothesis corresponds to a different subset…
We consider the problem of detection of sparse anomalies when monitoring a large number of data streams continuously in time. This problem is addressed using anytime-valid tests. In the context of a normal-means model and for a fixed…
We consider adaptive designs for a trial involving N individuals that we follow along T time steps. We allow for the variables of one individual to depend on its past and on the past of other individuals. Our goal is to learn a mean…
We introduce sequential analysis in quantum information processing, by focusing on the fundamental task of quantum hypothesis testing. In particular our goal is to discriminate between two arbitrary quantum states with a prescribed error…
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…
In the classic sequential testing problem, we are given a system with several components each of which fails with some independent probability. The goal is to identify whether or not some component has failed. When the test costs are…
The global testing problem studied in this paper is to seek a definite answer to whether a system of concurrent black-boxes has an observable behavior in a given finite (but could be huge) set "Bad". We introduce a novel approach to solve…
In a split conformal framework with $K$ classes, a calibration sample of $n$ labeled examples is observed for inference on the label of a new unlabeled example. We explore the setting where a `batch' of $m$ independent such unlabeled…
Sequential inspection is a technique employed to monitor product quality during the production process. For smaller batch sizes, the Acceptable Quality Limit(AQL) inspection theory is typically applied, whereas for larger batch sizes, the…
When dealing with the problem of simultaneously testing a large number of null hypotheses, a natural testing strategy is to first reduce the number of tested hypotheses by some selection (screening or filtering) process, and then to…
In this paper, we address the problem of detecting the moment when an ongoing asynchronous parallel iterative process can be terminated to provide a sufficiently precise solution to a fixed-point problem being solved. Formulating the…