We present an efficient algorithm for simultaneously training sparse generalized linear models across many related problems, which may arise from bootstrapping, cross-validation and nonparametric permutation testing. Our approach leverages the redundancies across problems to obtain significant computational improvement…
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48 results for “simultaneous tests”
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…
Due to the increasing availability of high-dimensional empirical applications in many research disciplines, valid simultaneous inference becomes more and more important. For instance, high-dimensional settings might arise in economic studies due to very rich data sets with many potential covariates or in the analysis o…
Unified framework for large-scale hypothesis testing with confounders.
problem Bias in large-scale hypothesis testing due to unmeasured confounders.
method Unified statistical estimation and inference framework that disentangles confounding effects and jointly estimates latent and primary effects.
result Effective Type-I error control and power in hypothesis testing.
Financial econometrics has become an increasingly popular research field. In this paper we review a few parametric and nonparametric models and methods used in this area. After introducing several widely used continuous-time and discrete-time models, we study in detail dependence structures of discrete samples, includi…
Statistical tests that compare classification algorithms are univariate and use a single performance measure, e.g., misclassification error, measure, AUC, and so on. In multivariate tests, comparison is done using multiple measures simultaneously. For example, error is the sum of false positives and false negatives…
New classifiers converge under large data, simplifying complex models.
problem Complex predictive models under large datasets.
method Convergence of simultaneous and marginal classifiers under partition exchangeability.
result Asymptotic convergence of classifiers with large data reduces computational complexity.
Max-rank improves multiple testing in conformal prediction.
problem Simultaneous testing of multiple hypotheses in scientific inquiries.
method Introduces max-rank, a novel correction for positive dependencies in simultaneous testing.
result Max-rank efficiently controls family-wise error rate and improves predictive uncertainty estimates.
This article studies local and global inference for smoothing spline estimation in a unified asymptotic framework. We first introduce a new technical tool called functional Bahadur representation, which significantly generalizes the traditional Bahadur representation in parametric models, that is, Bahadur [Ann. Inst. S…
Pareto Testing optimizes model performance under multiple constraints.
problem Optimizing machine learning models with multiple conflicting objectives.
method Two-stage process combining optimization and statistical testing.
result Models can be configured to satisfy multiple statistical guarantees and objectives.
New method identifies structural parameters without assuming uncorrelated errors.
problem Identifying structural parameters in simultaneous equation models.
method Exploits higher-order cumulant restrictions, not requiring uncorrelated errors.
result Simple diagonality condition on th-order cumulants identifies structural parameter matrix.
Paper proposes a new framework for hypothesis testing in imaging.
problem Challenges in hypothesis testing for imaging data.
method Combines self-supervised imaging, vision-language models, and non-parametric hypothesis testing.
result Demonstrates improved power and robust error control in image-based phenotyping.
We propose two nonparametric statistical tests of goodness of fit for conditional distributions: given a conditional probability density function and a joint sample, decide whether the sample is drawn from for some density . Our tests, formulated with a Stein operator, can be applied to any…
Two statistical tasks are shown to have equivalent sample complexity.
problem Determining if a function depends on only a few variables and identifying those variables.
method Proved statistical equivalence of feature selection and junta testing through sample complexity analysis.
result Brute-force algorithm is sample-optimal for both tasks with optimal sample size.
Efficiently estimates marginal posteriors for complex simulations.
problem Bayesian inference in high-dimensional, intractable likelihood scenarios.
method Simulates and estimates low-dimensional marginal posteriors, using truncated indicators.
result Simulator efficiency and robustness testing of inference results.
The paper provides high-probability bounds on false discovery proportions in conformal inference.
problem Existing methods fail to provide high-probability bounds on the realized false discovery proportion.
method Constructing a high-probability envelope for the empirical distribution function of null conformal p-values by sampling from their joint distribution.
result Establishes finite-sample, distribution-free upper bounds on the FDP that hold simultaneously over all possible rejection thresholds.
New attacks show ML models can be compromised even when targeting one concept.
problem Vulnerability of ML models to multi-concept attacks.
method Developed novel multi-concept attack techniques for deep learning.
result Successfully attacked one set of classifiers without impacting others.
QC-ST and CoCo methods correct batch effects in metabolomics data.
problem Batch effects in metabolomics data obscure biological variations.
method QC-ST for simultaneous detection of QC samples' mean vectors and covariance matrices, CoCo for covariance correction.
result QC-ST and CoCo improve batch effect correction in metabolomics datasets.
We consider a process , which is observed on a finite time interval , at discrete times This process is an Itô semimartingale with stochastic volatility . Assuming that has jumps on , we derive tests to decide whether the volatility process has jumps occurring simultan…
A distributed bootstrap method for high-dimensional data reduces communication rounds efficiently.
problem Simultaneous inference on massive, high-dimensional data stored across many machines.
method Distributed bootstrap based on de-biased lasso with efficient cross-validation tuning.
result Theoretical lower bound on communication rounds for statistical accuracy and efficiency.
Unified data representation learning improves non-parametric two-sample testing.
problem Improving non-parametric two-sample testing accuracy.
method Proposes RL-TST framework combining IRs and DRs for better test power.
result RL-TST outperforms existing methods by leveraging both IRs and DRs.
A new witness two-sample test improves data efficiency and power.
problem Nonparametric two-sample testing.
method Optimizes kernel and defines weights and basis points using training data.
result The new test is consistent, has well-controlled type-I error, and has comparable or higher power.
There is a significant literature on methods for incorporating knowledge into multiple testing procedures so as to improve their power and precision. Some common forms of prior knowledge include (a) beliefs about which hypotheses are null, modeled by non-uniform prior weights; (b) differing importances of hypotheses, m…
Current statistical inference problems in areas like astronomy, genomics, and marketing routinely involve the simultaneous testing of thousands -- even millions -- of null hypotheses. For high-dimensional multivariate distributions, these hypotheses may concern a wide range of parameters, with complex and unknown depen…
New PAC-Bayes bound controls multiple error types simultaneously.
problem Current PAC-Bayes bounds are limited to scalar metrics.
method Bounding KL divergence between empirical and true probabilities of multiple error types.
result First PAC-Bayes bound for rich information-rich certificates.
Free adversarial training reduces the generalization gap compared to vanilla method.
problem Improving generalization in adversarial training.
method Analysis of algorithmic stability in free adversarial training.
result Free adversarial training shows a lower generalization gap.
Consider the online testing of a stream of hypotheses where a real--time decision must be made before the next data point arrives. The error rate is required to be controlled at {all} decision points. Conventional \emph{simultaneous testing rules} are no longer applicable due to the more stringent error constraints and…
Develops model selection for bandits balancing adversarial and stochastic guarantees.
problem Model selection in bandit scenarios with simultaneous adversarial and stochastic high-probability regret.
method Nested policy classes, balanced candidate regret bounds, mis-specification tests.
result Best of both world guarantees in linear bandits with simultaneous adversarial and stochastic environments.
New exact tests detect changepoints in binary and count data, especially when normal approximations fail.
problem Detecting changepoints in multichannel binary and count data.
method Exact tests combining two-sample conditional tests with multiplicity correction.
result Exact tests are much more powerful than asymptotic tests in various settings.
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis testing: the statistical properties of the empirical time series are tested again…
Proposes a method to calibrate data for more accurate linear correlation testing.
problem Inaccurate Pearson's correlation coefficient due to sample size and data non-normality.
method Predictive data calibration using machine learning to condition data on expected linear relationship.
result Calibrated Pearson's correlation coefficient yields a calibrated p-value and r estimate for posterior probability interpretation.
Paper models cloud outages for cyber insurance stress-testing.
problem Cyber insurance portfolios' vulnerability to simultaneous cloud outages.
method Modeling and calibrating cloud-outage scenarios, measuring diversification.
result Cloud-outage diversification can protect against accumulation risk.
The use of deep networks to extract embeddings for speaker recognition has proven successfully. However, such embeddings are susceptible to performance degradation due to the mismatches among the training, enrollment, and test conditions. In this work, we propose an adversarial speaker verification (ASV) scheme to lear…
System tackles indeterminacies in automated audio captioning.
problem Word selection and sentence length indeterminacies in automated audio captioning.
method Solves caption generation and sub-indeterminacy problems through multi-task learning to estimate keywords and sentence length.
result Model achieved 20.7 SPIDEr score, significantly outperforming baseline.
Implicit models can match or exceed explicit models with more test-time compute.
problem Understanding the expressive power and scaling of implicit models.
method Nonparametric analysis of expressive power, mathematical characterization of implicit operators, and test-time scaling experiments.
result Implicit models can progressively express more complex mappings through iteration, matching a richer function class with test-time compute.
A goodness-of-fit test for DCSBM improves scalability and power for large sparse networks.
problem Testing goodness-of-fit for degree-corrected stochastic block models (DCSBM) in large sparse networks.
method Proposes an adjusted chi-square test statistic for multinomial distributions, adjusted for degree-corrected networks, and applies it to compressed adjacency matrices.
result The test statistic converges in distribution under null, and is consistent in recovering the number of communities.
We present a generalization of the Simultaneous Long-Short (SLS) trading strategy described in recent control literature wherein we allow for different parameters across the short and long sides of the controller; we refer to this new strategy as Generalized SLS (GSLS). Furthermore, we investigate the conditions under …
Framework calibrates ML models for risk control in various tasks.
problem Achieving statistical guarantees for model predictions.
method Reframing risk control as multiple hypothesis testing, applying statistical techniques.
result New calibration methods for multi-label classification, instance segmentation, outlier detection, and confidence set coverage.
Under the Fundamental Review of the Trading Book (FRTB) capital charges for the trading book are based on the coherent expected shortfall (ES) risk measure, which show greater sensitivity to tail risk. In this paper it is argued that backtesting of expected shortfall - or the trading book model from which it is calcula…
A PID-based feedback-control system improves multiple KPIs in RTB display advertising.
problem Challenges in simultaneously improving multiple KPIs in RTB campaigns.
method Sequential Control using PID-based feedback and importance metrics.
result Effective in simultaneously controlling multiple KPIs in both simulations and live traffic.
Regression-via-Classification (RvC) is the process of converting a regression problem to a classification one. Current approaches for RvC use ad-hoc discretization strategies and are suboptimal. We propose a neural regression tree model for RvC. In this model, we employ a joint optimization framework where we learn opt…
Paper debiases multiple word embedding biases simultaneously.
problem Reduction of multiple biases in word embeddings.
method Joint multiclass debiasing approach using Word Embeddings Association Test (WEAT).
result Demonstrates reduction or complete elimination of bias in word embeddings.
A method for rank verification in multivariate Gaussian data, improving on existing approaches.
problem Determining the top means in multivariate Gaussian data with any covariance structure.
method Selective inference tools to generalize the two-sided difference-of-means test for any and covariance structure.
result The method provides a generalization for rank verification in multivariate Gaussian data with any covariance structure.
This paper studies the problem of learning with augmented classes (LAC), where augmented classes unobserved in the training data might emerge in the testing phase. Previous studies generally attempt to discover augmented classes by exploiting geometric properties, achieving inspiring empirical performance yet lacking t…
Transformer RL optimizes A/B testing for time series experiments.
problem Challenges in applying A/B testing to time series experiments, especially with limited history and strong assumptions.
method Transformer reinforcement learning approach that conditions allocation on full history and optimizes MSE without restrictive assumptions.
result Consistently outperforms existing designs in synthetic, simulator, and real-world data.
A Supervised Neural Autoregressive Topic Model for Simultaneous Image Classification and Annotationcs.CV
Topic modeling based on latent Dirichlet allocation (LDA) has been a framework of choice to perform scene recognition and annotation. Recently, a new type of topic model called the Document Neural Autoregressive Distribution Estimator (DocNADE) was proposed and demonstrated state-of-the-art performance for document mod…
The continually increasing number of complex datasets each year necessitates ever improving machine learning methods for robust and accurate categorization of these data. This paper introduces Random Multimodel Deep Learning (RMDL): a new ensemble, deep learning approach for classification. Deep learning models have ac…
Adaptive auditing improves AI robustness testing with anytime-valid guarantees.
problem Cost and time of annotation limit rigorous AI failure mode characterization.
method Introduces hypothesis testing framework for adaptive audits using SAVI.
result Proves anytime-valid type-I error control and robustness certification.