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

We provide a general condition under which e-variables in the form of a simple-vs.-simple likelihood ratio exist when the null hypothesis is a composite, multivariate exponential family. Such `simple' e-variables are easy to compute and…

We consider conditional tests for non-negative discrete exponential families. We develop two Markov Chain Monte Carlo (MCMC) algorithms which allow us to sample from the conditional space and to perform approximated tests. The first…

We introduce the E-measure: a measure-like generalization of the E-value to a class of hypotheses. Unlike classical measures, E-measures are closed under infimums instead of addition. They arise from a compatibility axiom with logical…

This paper proposes a family of weighted batch means variance estimators, which are computationally efficient and can be conveniently applied in practice. The focus is on Markov chain Monte Carlo simulations and estimation of the asymptotic…

A martingale framework for concept change detection based on testing data exchangeability was recently proposed (Ho, 2005). In this paper, we describe the proposed change-detection test based on the Doob's Maximal Inequality and show that…

Hypothesis tests based on linear models are widely accepted by organizations that regulate clinical trials. These tests are derived using strong assumptions about the data-generating process so that the resulting inference can be based on…

There has been much interest in the nonparametric testing of conditional independence in the econometric and statistical literature, but the simplest and potentially most useful method, based on the sample partial correlation, seems to have…

Model-based mutation testing uses altered test models to derive test cases that are able to reveal whether a modelled fault has been implemented. This requires conformance checking between the original and the mutated model. This paper…

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

The basic motivation and primary goal of this paper is a qualitative evaluation of the performance of a new weighted statistic for a nonparametric test for stochastic dominance based on two samples, which was introduced in Ledwina and…

The beta-negative binomial process (BNBP), an integer-valued stochastic process, is employed to partition a count vector into a latent random count matrix. As the marginal probability distribution of the BNBP that governs the exchangeable…

We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…

In this paper, we propose a class of efficient, accurate, and general methods for solving state-estimation problems with equality and inequality constraints. The methods are based on recent developments in variable splitting and partially…

In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…

The gold standard for identifying causal relationships is a randomized controlled experiment. In many applications in the social sciences and medicine, the researcher does not control the assignment mechanism and instead may rely upon…

We argue for the use of separate exchangeability as a modeling principle in Bayesian nonparametric (BNP) inference. Separate exchangeability is de facto widely applied in the Bayesian parametric case, e.g., it naturally arises in simple…

Mean time to failure in age replacement evaluates the performance and effectiveness of the age replacement policy. In this paper, we propose a test for exponentiality against a trend change in mean time to failure in age replacement. We…

We propose an e-value based framework for testing arbitrary composite nulls against composite alternatives, when an $\epsilon$ fraction of the data can be arbitrarily corrupted. Our tests are inherently sequential, being valid at arbitrary…

Let $\Om$ be a Borel subset of $S^\Bbb N$ where $S$ is countable. A measure is called exchangeable on $\Om$, if it is supported on $\Om$ and is invariant under every Borel automorphism of $\Om$ which permutes at most finitely many…

Permutation tests date back nearly a century to Fisher's randomized experiments, and remain an immensely popular statistical tool, used for testing hypotheses of independence between variables and other common inferential questions. Much of…