相关论文: Testing exchangeability in the batch mode with e-v…

We propose the density ratio permutation test, a hypothesis test that assesses whether the ratio between two densities is proportional to a known function based on independent samples from each distribution. The test uses an efficient…

The e-value is swiftly rising in prominence in many applications of hypothesis testing and multiple testing, yet its relationship to classical testing theory remains elusive. We unify e-values and classical testing into a single 'continuous…

We introduce a new model for sums of exchangeable binary random variables. The proposed distribution is an approximation to the exact distributional form, and relies on the theory of completely monotone functions and the Laplace transform…

We investigate permutation-invariant continuous variable quantum states and their covariance matrices. We provide a complete characterization of the latter with respect to permutation-invariance, exchangeability and representing convex…

The notion of an e-value has been recently proposed as a possible alternative to critical regions and p-values in statistical hypothesis testing. In this paper we consider testing the nonparametric hypothesis of symmetry, introduce…

Computing the probability of evidence even with known error bounds is NP-hard. In this paper we address this hard problem by settling on an easier problem. We propose an approximation which provides high confidence lower bounds on…

We describe an exact test of the null hypothesis that a Markov chain is nth order versus the alternate hypothesis that it is $(n+1)$-th order. The procedure does not rely on asymptotic properties, but instead builds up the test statistic…

The rejection threshold used for e-values and e-processes is by default set to $1/\alpha$ for a guaranteed type-I error control at $\alpha$, based on Markov's and Ville's inequalities. This threshold can be wasteful in practical…

We are concerned with testing replicability hypotheses for many endpoints simultaneously. This constitutes a multiple test problem with composite null hypotheses. Traditional $p$-values, which are computed under least favourable parameter…

Markov cohort state-transition models have been the standard approach for simulating the prognosis of patients or, more generally, the life trajectories of individuals over a time period. Current approaches for estimating the variance of a…

Spatio-temporal hidden Markov models are extremely difficult to estimate because their latent joint distributions are available only in trivial cases. In the estimation phase, these latent distributions are usually substituted with…

Given observations from a stationary time series, permutation tests allow one to construct exactly level $\alpha$ tests under the null hypothesis of an i.i.d. (or, more generally, exchangeable) distribution. On the other hand, when the null…

The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…

We address the problem of testing for the invariance of a probability measure under the action of a group of linear transformations. We propose a procedure based on consideration of one-dimensional projections, justified using a variant of…

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

In this paper we aim to improve existing empirical exchange rate models by accounting for uncertainty with respect to the underlying structural representation. Within a flexible Bayesian non-linear time series framework, our modeling…

We develop the theory of hypothesis testing based on the e-value, a notion of evidence that, unlike the p-value, allows for effortlessly combining results from several studies in the common scenario where the decision to perform a new study…

E-values have recently emerged as a robust and flexible alternative to p-values for hypothesis testing, especially under optional continuation, i.e., when additional data from further experiments are collected. In this work, we define…

Exchangeability is a central notion in statistics and probability theory. The assumption that an infinite sequence of data points is exchangeable is at the core of Bayesian statistics. However, finite exchangeability as a statistical…