惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

云风的 BLOG
云风的 BLOG
The GitHub Blog
The GitHub Blog
A
About on SuperTechFans
P
Proofpoint News Feed
G
Google Developers Blog
Stack Overflow Blog
Stack Overflow Blog
IT之家
IT之家
Microsoft Security Blog
Microsoft Security Blog
F
Fortinet All Blogs
人人都是产品经理
人人都是产品经理
博客园 - 叶小钗
C
Check Point Blog
Microsoft Azure Blog
Microsoft Azure Blog
aimingoo的专栏
aimingoo的专栏
月光博客
月光博客
美团技术团队
D
Docker
博客园 - Franky
Y
Y Combinator Blog
大猫的无限游戏
大猫的无限游戏
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
博客园 - 【当耐特】
罗磊的独立博客
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Thresholding the higher criticism test statistics for opt...
Hock Peng Chan · 2023-11-07 · via math.ST updates on arXiv.org

Donoho and Kipnis (2022) showed that the the higher criticism (HC) test statistic has a non-Gaussian phase transition but remarked that it is probably not optimal, in the detection of sparse differences between two large frequency tables when the counts are low. The setting can be considered to be heterogeneous, with cells containing larger total counts more able to detect smaller differences. We provide a general study here of sparse detection arising from such heterogeneous settings, and showed that optimality of the HC test statistic requires thresholding, for example in the case of frequency table comparison, to restrict to p-values of cells with total counts exceeding a threshold. The use of thresholding also leads to optimality of the HC test statistic when it is applied on the sparse Poisson means model of Arias-Castro and Wang (2015). The phase transitions we consider here are non-Gaussian, and involve an interplay between the rate functions of the response and sample size distributions. We also showed, both theoretically and in a numerical study, that applying thresholding to the Bonferroni test statistic results in better sparse mixture detection in heterogeneous settings.