Related papers: On the Benjamini--Hochberg method
A central problem in Binary Hypothesis Testing (BHT) is to determine the optimal tradeoff between the Type I error (referred to as false alarm) and Type II (referred to as miss) error. In this context, the exponential rate of convergence of…
In an empirical Bayesian setting, we provide a new multiple testing method, useful when an additional covariate is available, that influences the probability of each null hypothesis being true. We measure the posterior significance of each…
Empirical researchers often use slope-homogeneity tests to assess whether slopes can be treated as common across units. A key difficulty is that heterogeneity may be concentrated in a small number of units, so that a failure to reject…
We consider the problem of discriminating between two different states of a finite quantum system in the setting of large numbers of copies, and find a closed form expression for the asymptotic exponential rate at which the specified error…
We propose of an improved version of the ubiquitous symmetrization inequality making use of the Wasserstein distance between a measure and its reflection in order to quantify the symmetry of the given measure. An empirical bound on this…
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…
The recent e-Benjamini-Hochberg (e-BH) procedure for multiple hypothesis testing is known to control the false discovery rate (FDR) under arbitrary dependence between the input e-values. This paper points out an important subtlety when…
Suppose that we are interested in the comparison of two independent categorical variables. Suppose also that the population is divided into subpopulations or groups. Notice that the distribution of the target variable may vary across…
In number theory, great efforts have been undertaken to study the Cohen-Lenstra probability measure on the set of all finite abelian $p$-groups. On the other hand, group theorists have studied a probability measure on the set of all…
The Hardy test of nonlocality can be seen as a particular case of the Bell tests based on the Clauser-Horne (CH) inequality. Here we stress this connection when we analyze the relation between the CH-inequality violation, its threshold…
Statistical tests are needed to determine experimentally whether a hypothetical theory based on local realism can be an acceptable alternative to quantum mechanics. It is impossible to rule out local realism by a single test, as often…
When dealing with the problem of simultaneously testing a large number of null hypotheses, a natural testing strategy is to first reduce the number of tested hypotheses by some selection (screening or filtering) process, and then to…
In order to adapt the Wasserstein distance to the large sample multivariate non-parametric two-sample problem, making its application computationally feasible, permutation tests based on the Sinkhorn divergence between probability vectors…
This work concerns controlling the false discovery rate (FDR) in networks under communication constraints. We present sample-and-forward, a flexible and communication-efficient version of the Benjamini-Hochberg (BH) procedure for multihop…
We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…
Bayes factors, in many cases, have been proven to bridge the classic -value based significance testing and bayesian analysis of posterior odds. This paper discusses this phenomena within the binomial A/B testing setup (applicable for…
In this work, we address the question of how to enhance signal-agnostic searches by leveraging multiple testing strategies. Specifically, we consider hypothesis tests relying on machine learning, where model selection can introduce a bias…
We consider measures supported on the bi-circle and review the recurrence relations satisfied by the orthogonal polynomials associated with these measures constructed using the lexicographical or reverse lexicographical ordering. New…
We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…
The resonances of many-body Stark Hamiltonians are characterized by the complex absorbing potential method. Namely, the resonances are shown to be the limit points of complex discrete eigenvalues of many-body Stark Hamiltonians with…