相关论文: Frequentist Hypothesis Testing with Background Unc…
Bayes Factors, the Bayesian tool for hypothesis testing, are receiving increasing attention in the literature. Compared to their frequentist rivals ($p$-values or test statistics), Bayes Factors have the conceptual advantage of providing…
Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…
Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…
The problem of composite hypothesis testing is considered in the context of Bayesian detection of weak target signals in cluttered backgrounds. (A specific example is the detection of sub-pixel targets in multispectral imagery.) In this…
Bayesian inferences in high energy physics often use uniform prior distributions for parameters about which little or no information is available before data are collected. The resulting posterior distributions are therefore sensitive to…
Accurate comparisons between theoretical models and experimental data are critical for scientific progress. However, inferred physical model parameters can vary significantly with the chosen physics model, highlighting the importance of…
Inference and hypothesis testing are typically constructed on the basis that a specific model holds for the data. To determine the veracity of conclusions drawn from such data analyses, one must be able to identify the presence of the…
With the growing number of gravitational-wave detections, particularly from binary black hole mergers, there is increasing anticipation that an astrophysical background, formed by an ensemble of faint, high-redshift events, will be observed…
Bayesian, classical, and extended maximum likelihood approaches to estimation of upper limits in experiments with small numbers of signal events are surveyed. The discussion covers only experiments whose outcomes are well described by a…
We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…
Hypothesis testing plays a central role in statistical inference, and is used in many settings where privacy concerns are paramount. This work answers a basic question about privately testing simple hypotheses: given two distributions $P$…
The plausibility of uncommon events and miracles based on testimony of such an event has been much discussed. When analyzing the probabilities involved, it has mostly been assumed that the common events can be taken as data in the…
The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…
Invariance-based randomization tests -- such as permutation tests, rotation tests, or sign changes -- are an important and widely used class of statistical methods. They allow drawing inferences under weak assumptions on the data…
We consider the problems of hypothesis testing on a probability measure of independent sample, on solution of ill-posed problem, on deconvolution problem and on Poisson mean measure. For all these setups necessary conditions and sufficient…
Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…
While gravitational waves have not yet been measured directly, data analysis from detection experiments commonly includes an upper limit statement. Such upper limits may be derived via a frequentist or Bayesian approach; the theoretical…
This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…
This study explores various data-driven methods for performing background-model selection, and for assigning uncertainty on the signal-strength estimator that arises due to the choice of background model. The performance of these methods is…
We marshall the arguments for preferring Bayesian hypothesis testing and confidence sets to frequentist ones. We define admissible solutions to inference problems, noting that Bayesian solutions are admissible. We give seven weaker…