Related papers: Nobody Puts Bonferroni in a Corner
We study an online forecasting setting in which, over $T$ rounds, $N$ strategic experts each report a forecast to a mechanism, the mechanism selects one forecast, and then the outcome is revealed. In any given round, each expert has a…
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…
Partial conjunction (PC) hypothesis testing is widely used to assess the replicability of scientific findings across multiple comparable studies. In high-throughput meta-analyses, testing a large number of PC hypotheses with k-family-wise…
In many applications, hypothesis testing is based on an asymptotic distribution of statistics. The aim of this paper is to clarify and extend multiple correction procedures when the statistics are asymptotically Gaussian. We propose a…
In the design of stellarators, energetic particle confinement is a critical point of concern which remains challenging to study from a numerical point of view. Standard Monte Carlo analyses are highly expensive because a large number of…
Design of process control scheme is critical for quality assurance to reduce variations in manufacturing systems. Taking semiconductor manufacturing as an example, extensive literature focuses on control optimization based on certain…
When many (m) null hypotheses are tested with a single dataset, the control of the number of false rejections is often the principal consideration. Two popular controlling rates are the probability of making at least one false discovery…
We propose a general framework for finding the ground state of many-body fermionic systems by using feed-forward neural networks. The anticommutation relation for fermions is usually implemented to a variational wave function by the Slater…
We introduce a general methodology for post hoc inference in a large-scale multiple testing framework. The approach is called "user-agnostic" in the sense that the statistical guarantee on the number of correct rejections holds for any set…
Phaseless auxiliary-field quantum Monte Carlo (ph-AFQMC) has emerged as a promising electronic structure method for correlated electronic systems. However, the quality of its predictions depends critically on the choice of trial…
Recently, much work has been done on extending the scope of online learning and incremental stochastic optimization algorithms. In this paper we contribute to this effort in two ways: First, based on a new regret decomposition and a…
This letter studies the performance of a single gateway LoRa system in the presence of different interference considering the imperfect orthogonality effect. It utilizes concepts of stochastic geometry to present a low-complexity…
We investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate ($\mathsf{FDR}$). The $\mathsf{FDR}$ is the expected False Discovery Proportion ($\mathsf{FDP}$), that is, the…
We investigate the computational issues related to the memory size in the estimation of quadratic covariation, taking into account the specifics of financial ultra-high-frequency data. In multivariate price processes, we consider both…
Simultaneously testing $K$ hypotheses while controlling the family-wise error rate is a fundamental problem in statistics. Existing procedures (Bonferroni, Holm, Hochberg, Hommel) provide valid control but sacrifice power, increasingly so…
In interferometry, sub-Heisenberg strategies claim to achieve a phase estimation error smaller than the inverse of the mean number of photons employed (Heisenberg bound). Here we show that one can achieve a comparable precision without…
Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…
The frequency response function (FRF) is a typical way to describe the outcome of experiments where posture control is perturbed with an external stimulus. The FRF is an empirical transfer function between an input stimulus and the induced…
We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent…
Four-fermion processes with a particle lost in the beam pipe are studied at LEP to perform precision tests of the electroweak theory. Leading higher-order QED corrections to such processes are analyzed within the framework of the Structure…