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

IT之家
IT之家
Recent Announcements
Recent Announcements
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
The GitHub Blog
The GitHub Blog
MyScale Blog
MyScale Blog
爱范儿
爱范儿
GbyAI
GbyAI
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
美团技术团队
Y
Y Combinator Blog
博客园 - 叶小钗
Apple Machine Learning Research
Apple Machine Learning Research
Martin Fowler
Martin Fowler
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
罗磊的独立博客
M
MIT News - Artificial intelligence
博客园 - Franky
V
Visual Studio Blog
I
InfoQ
V
V2EX
Hugging Face - Blog
Hugging Face - Blog
腾讯CDC
博客园 - 司徒正美
L
LangChain Blog

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
Generalizing Simes' test and Hochberg's stepup procedure
Sanat K. Sarkar · 2008-03-13 · via math.ST updates on arXiv.org

In a multiple testing problem where one is willing to tolerate a few false rejections, procedure controlling the familywise error rate (FWER) can potentially be improved in terms of its ability to detect false null hypotheses by generalizing it to control the $k$-FWER, the probability of falsely rejecting at least $k$ null hypotheses, for some fixed $k>1$. Simes' test for testing the intersection null hypothesis is generalized to control the $k$-FWER weakly, that is, under the intersection null hypothesis, and Hochberg's stepup procedure for simultaneous testing of the individual null hypotheses is generalized to control the $k$-FWER strongly, that is, under any configuration of the true and false null hypotheses. The proposed generalizations are developed utilizing joint null distributions of the $k$-dimensional subsets of the $p$-values, assumed to be identical. The generalized Simes' test is proved to control the $k$-FWER weakly under the multivariate totally positive of order two (MTP$_2$) condition [J. Multivariate Analysis 10 (1980) 467--498] of the joint null distribution of the $p$-values by generalizing the original Simes' inequality. It is more powerful to detect $k$ or more false null hypotheses than the original Simes' test when the $p$-values are independent. A stepdown procedure strongly controlling the $k$-FWER, a version of generalized Holm's procedure that is different from and more powerful than [Ann. Statist. 33 (2005) 1138--1154] with independent $p$-values, is derived before proposing the generalized Hochberg's procedure. The strong control of the $k$-FWER for the generalized Hochberg's procedure is established in situations where the generalized Simes' test is known to control its $k$-FWER weakly.