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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
Flexible Bayesian Multiple Comparison Adjustment Using Di...
Don van den Bergh, Fabian Dablander · 2022-08-15 · via math.ST updates on arXiv.org

Researchers frequently wish to assess the equality or inequality of groups, but this poses the challenge of adequately adjusting for multiple comparisons. Statistically, all possible configurations of equality and inequality constraints can be uniquely represented as partitions of groups, where any number of groups are equal if they are in the same subset of the partition. In a Bayesian framework, one can adjust for multiple comparisons by constructing a suitable prior distribution over all possible partitions. Inspired by work on variable selection in regression, we propose a class of flexible beta-binomial priors for multiple comparison adjustment. We compare this prior setup to the Dirichlet process prior suggested by Gopalan and Berry (1998) and multiple comparison adjustment methods that do not specify a prior over partitions directly. Our approach not only allows researchers to assess pairwise equality constraints but simultaneously all possible equalities among all groups. Since the space of possible partitions grows rapidly -- for ten groups, there are already 115,975 possible partitions -- we use a stochastic search algorithm to efficiently explore the space. Our method is implemented in the Julia package EqualitySampler, and we illustrate it on examples related to the comparison of means, standard deviations, and proportions.