Related papers: Higher criticism for detecting sparse heterogeneou…
Nonparametric two sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is…
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…
Meta-analyses are commonly performed based on random-effects models, while in certain cases one might also argue in favour of a common-effect model. One such case may be given by the example of two "study twins" that are performed according…
We consider the problem of testing means from samples of two populations for which the labels are not defined with certainty. We show that this problem is connected to another one that is testing expected values of components of…
We introduce a novel approach to finite sample robustness that avoids the pessimism of traditional breakdown analyses. We define the threshold breakdown point, the smallest contamination fraction needed to induce a prescribed deviation, and…
After variable selection, standard inferential procedures for regression parameters may not be uniformly valid; there is no finite-sample size at which a standard test is guaranteed to approximately attain its nominal size. This problem is…
We propose an adjusted likelihood ratio test of two-factor separability (Kronecker product structure) for unbalanced multivariate repeated measures data. Here we address the particular case where the within subject correlation is believed…
Fisherian randomization inference is often dismissed as testing an uninteresting and implausible hypothesis: the sharp null of no effects whatsoever. We show that this view is overly narrow. Many randomization tests are also valid under a…
Given a heterogeneous Gaussian sequence model with unknown mean $\theta \in \mathbb R^d$ and known covariance matrix $\Sigma = \operatorname{diag}(\sigma_1^2,\dots, \sigma_d^2)$, we study the signal detection problem against sparse…
A mixture with varying concentrations is a modification of a finite mixture model in which the mixing probabilities (concentrations of mixture components) may be different for different observations. In the paper, we assume that the…
We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…
For measuring the strength of visually-observed subpopulation differences, the Population Difference Criterion is proposed to assess the statistical significance of visually observed subpopulation differences. It addresses the following…
We consider the problems of hypothesis testing on a probability measure of independent sample, on solution of ill-posed problem, on deconvolution problem and on Poisson mean measure. For all these setups necessary conditions and sufficient…
We consider the problem of testing for the presence (or detection) of an unknown sparse signal in additive white noise. Given a fixed measurement budget, much smaller than the dimension of the signal, we consider the general problem of…
This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…
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…
Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be…
A massive dataset often consists of a growing number of (potentially) heterogeneous sub-populations. This paper is concerned about testing various forms of heterogeneity arising from massive data. In a general nonparametric framework, a set…
Testing for the equality of two high-dimensional distributions is a challenging problem, and this becomes even more challenging when the sample size is small. Over the last few decades, several graph-based two-sample tests have been…
Ranking institutions such as medical centers or universities is based on an indicator accompanied with an uncertainty measure such as a standard deviation, and confidence intervals should be calculated to assess the quality of these ranks.…