Related papers: Weighted Holm Procedures: Theory, Properties, and …
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)…
The problem of multiple hypothesis testing arises when there are more than one hypothesis to be tested simultaneously for statistical significance. This is a very common situation in many data mining applications. For instance, assessing…
We investigate methods for partitioning datasets into subgroups that maximize diversity within each subgroup while minimizing dissimilarity across subgroups. We introduce a novel partitioning method called the $\textit{Wasserstein…
False discovery rate (FDR) control in structured hypotheses testing is an important topic in simultaneous inference. Most existing methods that aim to utilize group structure among hypotheses either employ the groupwise mixture model or…
Inverse probability weighting (IPW) is widely used in many areas when data are subject to unrepresentativeness, missingness, or selection bias. An inevitable challenge with the use of IPW is that the IPW estimator can be remarkably unstable…
Histograms with weighted entries are used to estimate probability density functions. Computer simulation is the main application of this type of histograms. A review on chi-square tests for comparing weighted histograms is presented in this…
Reliable causal effect estimation from observational data requires adjustment for confounding and sufficient overlap in covariate distributions between treatment groups. However, in high-dimensional settings, lack of overlap often inflates…
The accelerated weight histogram (AWH) algorithm is an iterative extended ensemble algorithm, developed for statistical physics and computational biology applications. It is used to estimate free energy differences and expectations with…
Given a large set $U$ where each item $a\in U$ has weight $w(a)$, we want to estimate the total weight $W=\sum_{a\in U} w(a)$ to within factor of $1\pm\varepsilon$ with some constant probability $>1/2$. Since $n=|U|$ is large, we want to do…
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…
In applied settings, tests of hypothesis where a nuisance parameter is only identifiable under the alternative often reduces into one of Testing One Hypothesis Multiple times (TOHM). Specifically, a fine discretization of the space of the…
The weighted-Hamming metric generalizes the Hamming metric by assigning different weights to blocks of coordinates. It is well-suited for applications such as coding over independent parallel channels, each of which has a different level of…
There is a growing interest in estimating heterogeneous treatment effects across individuals using their high-dimensional feature attributes. Achieving high performance in such high-dimensional heterogeneous treatment effect estimation is…
We consider a setting where an agent's uncertainty is represented by a set of probability measures, rather than a single measure. Measure-by-measure updating of such a set of measures upon acquiring new information is well-known to suffer…
The propensity score analysis is one of the most widely used methods for studying the causal treatment effect in observational studies. This paper studies treatment effect estimation with the method of matching weights. This method…
An overview of current debates and contemporary research devoted to the modeling of decision making processes and their facilitation directs attention to the Analytic Hierarchy Process (AHP). At the core of the AHP are various…
Stepped wedge cluster randomized trials (SW-CRTs) have become increasingly popular and are used for a variety of interventions and outcomes, often chosen for their feasibility advantages. SW-CRTs must account for time trends in the outcome…
We study the asymptotic behaviour of modified weighted power variations of the Hermite process of arbitrary order. By selecting suitable "good" increments and exploiting their decomposition into dominant independent components, we establish…
Consider the multiple testing problem of testing null hypotheses $H_1,...,H_s$. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($\mathit{FWER}$),…
The full-potential linearized augmented-plane wave (FP-LAPW) method is well known to enable most accurate calculations of the electronic structure and magnetic properties of crystals and surfaces. The implementation of atomic forces has…