Related papers: Weighted Hypothesis Testing
Genetic investigations often involve the testing of vast numbers of related hypotheses simultaneously. To control the overall error rate, a substantial penalty is required, making it difficult to detect signals of moderate strength. To…
We study how to combine p-values and e-values, and design multiple testing procedures where both p-values and e-values are available for every hypothesis. Our results provide a new perspective on multiple testing with data-driven weights:…
A fundamental task in the analysis of datasets with many variables is screening for associations. This can be cast as a multiple testing task, where the objective is achieving high detection power while controlling type I error. We consider…
The large-scale multiple testing inherent to high throughput biological data necessitates very high statistical stringency and thus true effects in data are difficult to detect unless they have high effect sizes. One solution to this…
Genome-wide association analysis has generated much discussion about how to preserve power to detect signals despite the detrimental effect of multiple testing on power. We develop a weighted multiple testing procedure that facilitates the…
The use of weights provides an effective strategy to incorporate prior domain knowledge in large-scale inference. This paper studies weighted multiple testing in a decision-theoretic framework. We develop oracle and data-driven procedures…
We describe a general framework for weighted parametric multiple test procedures based on the closure principle. We utilize general weighting strategies that can reflect complex study objectives and include many procedures in the literature…
The (relevance) weighted likelihood was introduced to formally embrace a variety of statistical procedures that trade bias for precision. Unlike its classical counterpart, the weighted likelihood combines all relevant information while…
We develop a new method for frequentist multiple testing with Bayesian prior information. Our procedure finds a new set of optimal p-value weights called the Bayes weights. Prior information is relevant to many multiple testing problems.…
Weighting the p-values is a well-established strategy that improves the power of multiple testing procedures while dealing with heterogeneous data. However, how to achieve this task in an optimal way is rarely considered in the literature.…
When the experimental objective is expressed by a set of estimable functions, and any eigenvalue-based optimality criterion is selected, we prove the equivalence of the recently introduced weighted optimality and the 'standard' optimality…
In nonstandard testing environments, researchers often derive ad hoc tests with correct (asymptotic) size, but their optimality properties are typically unknown a priori and difficult to assess. This paper develops a numerical framework for…
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtain robust estimates. The weight, attached to each score contribution, is evaluated by comparing the statistical data depth at the model…
In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…
Multiple testing of a single hypothesis and testing multiple hypotheses are usually done in terms of p-values. In this paper we replace p-values with their natural competitor, e-values, which are closely related to betting, Bayes factors,…
Often the rows (cases, objects) of a dataset have weights. For instance, the weight of a case may reflect the number of times it has been observed, or its reliability. For analyzing such data many rowwise weighted techniques are available,…
The p-values are often implicitly used as a measure of evidence for the hypotheses of the tests. This practice has been analyzed with different approaches. It is generally accepted for the one-sided hypothesis problem, but it is often…
Scholars frequently use covariate balance tests to test the validity of natural experiments and related designs. Unfortunately, when measured covariates are unrelated to potential outcomes, balance is uninformative about key identification…
We study the detection capability of the weak-value amplification on the basis of the statistical hypothesis testing. We propose a reasonable testing method in the physical and statistical senses to find that the weak measurement with the…
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…