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Information theory has been very successful in obtaining performance limits for various problems such as communication, compression and hypothesis testing. Likewise, stochastic control theory provides a characterization of optimal policies…

信息论 · 计算机科学 2018-10-15 Dhruva Kartik , Ekraam Sabir , Urbashi Mitra , Prem Natarajan

Standard tests of the "no-treatment-effect" hypothesis for a comparative experiment include permutation tests, the Wilcoxon rank sum test, two-sample $t$ tests, and Fisher-type randomization tests. Practitioners are aware that these…

统计方法学 · 统计学 2015-09-11 Joseph B. Lang

Recent years have seen tremendous advances in the theory and application of sequential experiments. While these experiments are not always designed with hypothesis testing in mind, researchers may still be interested in performing tests…

计量经济学 · 经济学 2023-06-29 Karun Adusumilli

Nonparametric two-sample testing is a classical problem in inferential statistics. While modern two-sample tests, such as the edge count test and its variants, can handle multivariate and non-Euclidean data, contemporary gargantuan datasets…

统计方法学 · 统计学 2023-04-28 Trambak Banerjee , Bhaswar B. Bhattacharya , Gourab Mukherjee

Failures are challenging for learning to control physical systems since they risk damage, time-consuming resets, and often provide little gradient information. Adding safety constraints to exploration typically requires a lot of prior…

机器学习 · 计算机科学 2019-10-08 Steve Heim , Alexander von Rohr , Sebastian Trimpe , Alexander Badri-Spröwitz

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We…

统计理论 · 数学 2009-03-27 Serguei Dachian , Yury A. Kutoyants

Large-scale computer experiments are becoming increasingly important in science. A multi-step procedure is introduced to statisticians for modeling such experiments, which builds an accurate interpolator in multiple steps. In practice, the…

统计理论 · 数学 2012-03-13 Ben Haaland , Peter Z. G. Qian

Heterogeneous treatment effects can be very important in the analysis of randomized clinical trials. Heightened risks or enhanced benefits may exist for particular subsets of study subjects. When the heterogeneous treatment effects are…

统计方法学 · 统计学 2025-07-25 Richard A. Berk , Matthew Olson , Andreas Buja , Aurelie Ouss

An experimental comparison of several operational phase concepts is presented. In particular, it is shown that statistically motivated evaluation of experimental data may lead to a significant improvement in phase fitting upon the…

量子物理 · 物理学 2015-06-26 J. Rehacek , Z. Hradil , M. Dusek , O. Haderka , M. Hendrych

We address the challenge of causal inference status and the dose-response effects with a semi-continuous exposure. A two-stage approach is proposed using estimating equation for multiple outcomes with large sample properties derived for the…

Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…

统计理论 · 数学 2024-02-14 Xiaoou Li , Hongru Zhao

Future neutrino-oscillation experiments are expected to bring definite answers to the questions of neutrino-mass hierarchy and violation of charge-parity symmetry in the lepton sector. To realize this ambitious program it is necessary to…

高能物理 - 唯象学 · 物理学 2017-05-15 Artur M Ankowski , Camillo Mariani

We formulate and analyze a stochastic threshold group testing problem motivated by biological applications. Here a set of $n$ items contains a subset of $d \ll n$ defective items. Subsets (pools) of the $n$ items are tested -- the test…

信息论 · 计算机科学 2013-04-25 Chun Lam Chan , Sheng Cai , Mayank Bakshi , Sidharth Jaggi , Venkatesh Saligrama

We develop randomization-based tests for heterogeneous treatment effects in the presence of network interference. Leveraging the exposure mapping framework, we study a broad class of null hypotheses that represent various forms of constant…

计量经济学 · 经济学 2025-06-25 Julius Owusu

We develop a monitoring procedure to detect changes in a large approximate factor model. Letting $r$ be the number of common factors, we base our statistics on the fact that the $\left( r+1\right) $-th eigenvalue of the sample covariance…

统计方法学 · 统计学 2022-02-03 Matteo Barigozzi , Lorenzo Trapani

We investigate the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution in a sequential setup. The aim is to jointly infer the true hypothesis and the true parameter while using on…

信号处理 · 电气工程与系统科学 2024-02-02 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…

计量经济学 · 经济学 2019-08-26 Michael Zimmert , Michael Lechner

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…

统计方法学 · 统计学 2016-03-22 Jiaying Gu , Roger Koenker , Stanislav Volgushev

In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…

统计理论 · 数学 2013-02-28 Gabriela Ciuperca

Instrumenting programs for performing run-time checking of properties, such as regular shapes, is a common and useful technique that helps programmers detect incorrect program behaviors. This is specially true in dynamic languages such as…

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