相关论文: Adjusting for selection bias in testing multiple f…
Many classification applications require accurate probability estimates in addition to good class separation but often classifiers are designed focusing only on the latter. Calibration is the process of improving probability estimates by…
We consider the problem of testing for a difference in means between clusters of observations identified via k-means clustering. In this setting, classical hypothesis tests lead to an inflated Type I error rate. To overcome this problem, we…
In empirical work it is common to estimate parameters of models and report associated standard errors that account for "clustering" of units, where clusters are defined by factors such as geography. Clustering adjustments are typically…
A general approach to selective inference is considered for hypothesis testing of the null hypothesis represented as an arbitrary shaped region in the parameter space of multivariate normal model. This approach is useful for hierarchical…
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…
The closure and the partitioning principles have been used to build various multiple testing procedures in the past three decades. The essence of these two principles is based on parameter space partitioning. In this article, we propose a…
Estimating the prevalence of a category in a population using imperfect measurement devices (diagnostic tests, classifiers, or large language models) is fundamental to science, public health, and online trust and safety. Standard approaches…
Context: Conducting experiments is central to research machine learning research to benchmark, evaluate and compare learning algorithms. Consequently it is important we conduct reliable, trustworthy experiments. Objective: We investigate…
In machine learning, a bias occurs whenever training sets are not representative for the test data, which results in unreliable models. The most common biases in data are arguably class imbalance and covariate shift. In this work, we aim to…
Model misspecification is a long-standing enigma of the Bayesian inference framework as posteriors tend to get overly concentrated on ill-informed parameter values towards the large sample limit. Tempering of the likelihood has been…
We study the scaling of classification error rates with respect to the size of the training dataset. In contrast to classical results where rates are minimax optimal for a problem class, this work starts with the empirical observation that,…
If the same data is used for both clustering and for testing a null hypothesis that is formulated in terms of the estimated clusters, then the traditional hypothesis testing framework often fails to control the Type I error. Gao et al.…
We consider Bayesian multiple hypothesis problem with independent and identically distributed observations. The classical, Sanov's theorem-based, analysis of the error probability allows one to characterize the best achievable error…
Gene set analysis, a popular approach for analysing high-throughput gene expression data, aims to identify sets of genes that show enriched expression patterns between two conditions. In addition to the multitude of methods available for…
We apply multiple testing procedures to the validation of estimated default probabilities in credit rating systems. The goal is to identify rating classes for which the probability of default is estimated inaccurately, while still…
Conjoint analysis is a popular experimental design used to measure multidimensional preferences. Researchers examine how varying a factor of interest, while controlling for other relevant factors, influences decision-making. Currently,…
Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…
Applied researchers often find themselves making statistical inferences in settings that would seem to require multiple comparisons adjustments. We challenge the Type I error paradigm that underlies these corrections. Moreover we posit that…
Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of…
We study the problem of multiple hypothesis testing for multidimensional data when inter-correlations are present. The problem of multiple comparisons is common in many applications. When the data is multivariate and correlated, existing…