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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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48 results for frequentist hypothesis testing

DBPA assesses LLM perturbations using frequentist hypothesis testing.

problem Quantifying input perturbation impacts on LLM outputs.
method DBPA reformulates perturbation analysis as frequentist hypothesis testing, using Monte Carlo sampling for empirical null and alternative distributions.
result DBPA provides interpretable p-values and scalar effect sizes for LLM perturbations.

Unified Bayesian framework improves clinical trial hypothesis testing.

problem Lack of transparency and inability to quantify evidence in traditional P-values.
method Interval null hypothesis framework combined with Bayes factor-based tests.
result Bayesian interval hypothesis testing ensures frequentist error control and interpretability.

Proposes dynamic borrowing method for historical data in clinical trials.

problem Insufficient statistical power in rare and pediatric disease clinical trials.
method Dynamic borrowing method based on frequentist approach using similarity measures.
result Demonstrates usefulness of dynamic borrowing in reanalyzing clinical trial data.

The upsilon distribution, the sum of independent chi random variates and a normal, is introduced. As a special case, the upsilon distribution includes Lecoutre's lambda-prime distribution. The upsilon distribution finds application in Frequentist inference on the Sharpe ratio, including hypothesis tests on independent …

2015-05-04abs ↗pdf ↗

With recent advances in high throughput technology, researchers often find themselves running a large number of hypothesis tests (thousands+) and esti- mating a large number of effect-sizes. Generally there is particular interest in those effects estimated to be most extreme. Unfortunately naive estimates of these effe…

2013-11-15abs ↗pdf ↗

Proposes a new method to control FDR using frequentist-assisted horseshoe for high-dimensional testing.

problem Designing tests with frequentist false discovery rate control using horseshoe prior.
method Frequentist-assisted horseshoe procedure for high-dimensional normal means testing.
result Consistently achieves robust finite-sample FDR control in various sparse cases.

Proposes a semi-Bayesian nonparametric estimator for MMD in GOF tests and GANs.

problem Challenges in goodness-of-fit testing for intractable models.
method Semi-Bayesian nonparametric estimator of MMD.
result Outperforms frequentist MMD-based methods in false rejection and acceptance rates.

EFI automates statistical inference for big data.

problem Statistical inference for model parameters based on observations.
method EFI uses stochastic gradient Markov chain Monte Carlo and sparse deep neural networks.
result EFI provides higher fidelity in parameter estimation and automates the inference process.

A framework for hypothesis testing on attributed graphs using sampling.

problem Statistical testing on graph data, especially large attributed graphs.
method Sampling-based framework with PHASE and PHASEopt for accurate and efficient hypothesis testing.
result PHASE and PHASEopt improve accuracy and efficiency of hypothesis testing in attributed graphs.

The paper sets thresholds for testing correlation in hypergraphs, distinguishing between independent and correlated states.

problem Testing correlation between two hypergraphs under different models.
method Derives sharp information-theoretic thresholds for distinguishing between null and alternative hypotheses.
result The testing threshold decreases as the hypergraph's uniformity (m) increases, making correlation testing easier for higher uniformity.

Study robust hypothesis testing under Hellinger distance, proving lower bounds and providing tests.

problem Testing close variants of specified distributions robustly to Hellinger distance.
method Lower bound on slack factor, testing with Hellinger balls, symmetric chi-squared distance analysis.
result Lower bound on slack factor quantifies robustness under misspecification.

Paper resolves open problems on sample complexity in binary hypothesis testing.

problem Open problems in distributed simple binary hypothesis testing under information constraints.
method One-shot lower bound on Bayes error, streamlined sample complexity formula, reverse data-processing inequality.
result Optimally tight sample complexity bounds for communication-constrained simple binary hypothesis testing.

Study hypothesis testing under quantized samples with communication constraints, achieving near-optimal sample complexity.

problem Optimizing hypothesis testing with quantized samples and communication constraints.
method Developed a polynomial-time algorithm achieving near-optimal sample complexity under communication constraints.
result Achieved near-optimal sample complexity under communication constraints, with a logarithmic factor increase over unconstrained setting.

New private algorithm for sequential hypothesis testing with privacy and error rate guarantees.

problem Privacy protection in sequential hypothesis testing for sensitive data.
method Renyi differential privacy, Wald's Sequential Probability Ratio Test (SPRT).
result Private algorithm with strong privacy guarantees and theoretical performance analysis.

Robust test for distributions under Hellinger distance, simpler than optimal tests.

problem Testing and estimating distributions robustly under Hellinger distance.
method Simple robust hypothesis test with optimal sample complexity, robust to Hellinger distance perturbations.
result Empirically demonstrated robustness and power of the test on canonical distributions.

The problem of multiple hypothesis testing arises when there are more than one hypothesis to be tested simultaneously for statistical significance. This is a very common situation in many data mining applications. For instance, assessing simultaneously the significance of all frequent itemsets of a single dataset entai…

2009-06-29abs ↗pdf ↗

Develops GLRT for defending against adversarial attacks in hypothesis testing.

problem Adversarial attacks on machine learning models causing misclassification.
method Generalized likelihood ratio test applied to composite hypothesis testing problem.
result GLRT approach yields competitive robustness-accuracy tradeoff under various attacks.

Proposes a new model for testing causal structural priors and synthesizing data.

problem Testing and synthesizing causal structural priors using nonparametric knowledge and neural networks.
method Causal Structural Hypothesis Testing (C-SHT) and Causal Structural Variational Hypothesis Testing (C-SVHT) using deep neural networks.
result Demonstrates out-of-distribution generalization error as a proxy for causal structural prior hypothesis testing.

Formula derived for sample complexity in binary hypothesis testing.

problem Determine the minimum number of samples to distinguish between two distributions.
method Developed a formula for sample complexity in both prior-free and Bayesian settings, using Jensen-Shannon and Hellinger divergences.
result Formula characterizes sample complexity for a wide range of error parameters, up to multiplicative constants.

Hypothesis testing is an important problem with applications in target localization, clinical trials etc. Many active hypothesis testing strategies operate in two phases: an exploration phase and a verification phase. In the exploration phase, selection of experiments is such that a moderate level of confidence on the …

2018-12-04abs ↗pdf ↗

Develops a hypothesis testing framework for generalized Thurstone models.

problem Determining whether pairwise comparison data fits a generalized Thurstone model.
method Introduces separation distance and derives upper and lower bounds for testing.
result Critical threshold for testing depends on observation graph topology and scales as Θ((nk)1/2)Θ((nk)^{-1/2}) for complete graphs.

Markov regime switching models have been used in numerous empirical studies in economics and finance. However, the asymptotic distribution of the likelihood ratio test statistic for testing the number of regimes in Markov regime switching models has been an unresolved problem. This paper derives the asymptotic distribu…

2018-01-21abs ↗pdf ↗

K-fold CV improves machine learning model selection but faces challenges with small datasets.

problem Challenges in validating machine learning models, especially with small datasets.
method K-fold cross-validation with K-fold CUBV (Upper Bound of the actual risk) and Upper Bound of the actual risk for linear classifiers.
result K-fold CUBV is a robust criterion for detecting effects and validating accuracy values from machine learning models.

We propose a methodology for testing linear hypothesis in high-dimensional linear models. The proposed test does not impose any restriction on the size of the model, i.e. model sparsity or the loading vector representing the hypothesis. Providing asymptotically valid methods for testing general linear functions of the …

2016-10-10abs ↗pdf ↗

Improved hypothesis testing and change-point detection using diffusion-based methods.

problem Limited power of score-based hypothesis tests and change-point detection.
method Extending score-based Fisher divergence to diffusion-divergence by multiplying score functions with a matrix-valued function or weight matrix.
result Theoretical quantification and demonstration of optimal performance of diffusion-based algorithms.

New tests for binary classification regression functions without distribution assumptions.

problem Testing regression functions in binary classification without distributional assumptions.
method Conditional kernel mean embeddings and resampling-based framework.
result Distribution-free hypothesis tests with exact type I error control.

The paper explores the information-theoretic nature of excess risk in machine learning.

problem Understanding the excess risk in machine learning models.
method Formulates the minimax excess risk as a zero-sum game and modifies it to allow swapping of the order of play.
result Proves that under certain conditions, the duality gap is zero, allowing for the application of Bayesian results to provide bounds on minimax excess risk.

Deep-learning method improves hypothesis testing for independence.

problem Improving hypothesis testing for independence using deep learning.
method Proposes deep-testing, a novel procedure that uses a deep neural network to distinguish between data generated under and outside a given statistical model.
result Deep-testing achieves the highest overall power against nineteen competing methods across various dependence structures.

The two-sample hypothesis testing problem is studied for the challenging scenario of high dimensional data sets with small sample sizes. We show that the two-sample hypothesis testing problem can be posed as a one-class set classification problem. In the set classification problem the goal is to classify a set of data …

2017-06-18abs ↗pdf ↗