相关论文: Exact Power of the Rank-Sum Test for a Continuous …

Hypothesis tests calibrated by (re)sampling methods (such as permutation, rank and bootstrap tests) are useful tools for statistical analysis, at the computational cost of requiring Monte-Carlo sampling for calibration. It is common and…

We study the $p$-R\'{e}nyi entropy power inequality with a weight factor $t$ on two independent continuous random variables $X$ and $Y$. The extension essentially relies on a modulation on the sharp Young's inequality due to Bobkov and…

In many scientific problems, researchers try to relate a response variable $Y$ to a set of potential explanatory variables $X = (X_1,\dots,X_p)$, and start by trying to identify variables that contribute to this relationship. In statistical…

When permutation methods are used in practice, often a limited number of random permutations are used to decrease the computational burden. However, most theoretical literature assumes that the whole permutation group is used, and methods…

Bayesian sample size calculations in clinical trials usually rely on complex Monte Carlo simulations in practice. Obtaining bounds on Bayesian notions of the false-positive rate and power often lack closed-form or approximate numerical…

What proportion of treated units actually benefited from an experimental intervention? What is the median or the largest individual treatment effect? This paper develops methods for answering such questions about the distribution of…

This paper examines the precision of estimators of Quantile-Based Risk Measures (Value at Risk, Expected Shortfall, Spectral Risk Measures). It first addresses the question of how to estimate the precision of these estimators, and proposes…

The fields of particle and nuclear physics have undertaken extensive programs to search for evidence of physics beyond that explained by current theories. The observation of the Higgs boson at the Large Hadron Collider completed the set of…

We consider the problem of testing for a dose-related effect based on a candidate set of (typically nonlinear) dose-response models using likelihood-ratio tests. For the considered models this reduces to assessing whether the slope…

Replicated regular two-level factorial experiments are very useful for industry. The goal of these experiments is to identify active effects that affect the mean and variance of the response. Hypothesis testing procedures are widely used…

In MT evaluation, pairwise comparisons are conducted to identify the better system. In conducting the comparison, the experimenter must allocate a budget to collect Direct Assessment (DA) judgments. We provide a cost effective way to spend…

High statistical precision is critical for Monte Carlo (MC) samples in high energy physics and is degraded by negatively weighted events. This paper investigates a procedure to learn the relationship between the negative and positive weight…

Large-scale replication studies like the Reproducibility Project: Psychology (RP:P) provide invaluable systematic data on scientific replicability, but most analyses and interpretations of the data fail to agree on the definition of…

We describe Monte Carlo methods for estimating lower envelopes of expectations of real random variables. We prove that the estimation bias is negative and that its absolute value shrinks with increasing sample size. We discuss fairly…

In this work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we verify convergence in probability as well as almost sure…

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…

The efficiency of a Markov chain Monte Carlo algorithm might be measured by the cost of generating one independent sample, or equivalently, the total cost divided by the effective sample size, defined in terms of the integrated…

The rank envelope test (Myllym\"aki et al., Global envelope tests for spatial processes, arXiv:1307.0239 [stat.ME]) is proposed as a solution to multiple testing problem for Monte Carlo tests. Three different situations are recognized: 1) a…

We consider conditional exact tests of factor effects in designed experiments for discrete response variables. Similarly to the analysis of contingency tables, a Markov chain Monte Carlo method can be used for performing exact tests, when…

In this paper, we develop an approach for the exact determination of the minimum sample size for the estimation of a Poisson parameter with prescribed margin of error and confidence level. The exact computation is made possible by reducing…