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Related papers: Hypotheses Testing: Poisson Versus Self-correcting

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Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…

Methodology · Statistics 2018-10-15 Sairam Rayaprolu , Zhiyi Chi

A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…

Applications · Statistics 2014-09-01 Issac Shams , Saeede Ajorlou , Kai Yang

In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…

Statistics Theory · Mathematics 2019-01-14 Anupam Kundu , Subir Kumar Bhandari

Despite the wide usage of parametric point processes in theory and applications, a sound goodness-of-fit procedure to test whether a given parametric model is appropriate for data coming from a self-exciting point processes has been missing…

Statistics Theory · Mathematics 2024-07-15 José C. F. Kling , Mathias Vetter

Modelling the first-order intensity function is one of the main aims in point process theory, and it has been approached so far from different perspectives. One appealing model describes the intensity as a function of a spatial covariate.…

Methodology · Statistics 2018-07-03 M. I. Borrajo , W. González-Manteiga , M. D. Martínez-Miranda

The goal of this paper is to analyse the asymptotic behavior of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens…

Probability · Mathematics 2011-05-13 Ashkan Nikeghbali , Dirk Zeindler

It is quite common in modern research, for a researcher to test many hypotheses. The statistical (frequentist) hypothesis testing framework, does not scale with the number of hypotheses in the sense that naively performing many hypothesis…

Methodology · Statistics 2013-06-26 Jonathan Rosenblatt

Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…

Probability · Mathematics 2016-08-16 André Dabrowski , Gail Ivanoof , Rafal Kulik

Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter…

Statistics Theory · Mathematics 2018-08-28 Hedibert F. Lopes , Nicholas G. Polson

A number of biomedical problems require performing many hypothesis tests, with an attendant need to apply stringent thresholds. Often the data take the form of a series of predictor vectors, each of which must be compared with a single…

Methodology · Statistics 2014-05-13 Yi-Hui Zhou , Fred Wright

The problem of hypothesis testing is examined from both the historical and Bayesian points of view in the case that sampling is from an underlying joint probability distribution and the hypotheses tested for are those of independence and…

comp-gas · Physics 2008-02-03 David Wolf

In any parametric inference problem, the robustness of the procedure is a real concern. A procedure which retains a high degree of efficiency under the model and simultaneously provides stable inference under data contamination is…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate $n^{-1/2}$, $n$ being the sample…

Statistics Theory · Mathematics 2015-03-17 Artur Lemonte , Silvia Ferrari

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

We present a general framework for hypothesis testing on distributions of sets of individual examples. Sets may represent many common data sources such as groups of observations in time series, collections of words in text or a batch of…

Methodology · Statistics 2021-02-03 Alexis Bellot , Mihaela van der Schaar

There is currently a gap in theory for point patterns that lie on the surface of objects, with researchers focusing on patterns that lie in a Euclidean space, typically planar and spatial data. Methodology for planar and spatial data thus…

Statistics Theory · Mathematics 2020-02-11 Scott Ward , Edward A. K. Cohen , Niall Adams

Self-normalized processes are basic to many probabilistic and statistical studies. They arise naturally in the the study of stochastic integrals, martingale inequalities and limit theorems, likelihood-based methods in hypothesis testing and…

Probability · Mathematics 2009-09-29 Victor H. de la Peña , Michael J. Klass , Tze Leung Lai

In this paper, after a discussion of general properties of statistical tests, we present the construction of the most powerful hypothesis test for determining the existence of a new phenomenon in counting-type experiments where the observed…

Data Analysis, Statistics and Probability · Physics 2007-05-23 L. Fleysher , R. Fleysher , T. J. Haines , A. I. Mincer , P. Nemethy

We consider a quantum system that is being continuously monitored, giving rise to a measurement signal. From such a stream of data, information needs to be inferred about the underlying system's dynamics. Here we focus on hypothesis testing…

Quantum Physics · Physics 2024-03-27 Giulio Gasbarri , Matias Bilkis , Elisabet Roda-Salichs , John Calsamiglia

Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…

Computation · Statistics 2014-08-01 Manuela Cattelan , Nicola Sartori