From the 1 of 12 linked papers with an AI index.
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Elementary proofs of several results on false discovery rate
Ruodu Wang
We collect self-contained elementary proofs of four results in the literature on the false discovery rate of the Benjamini-Hochberg (BH) procedure for independent or positive-regre…
On the existence of powerful p-values and e-values for composite hypotheses
Zhenyuan Zhang, Aaditya Ramdas, Ruodu Wang
Given a composite null and composite alternative , when and how can we construct a p-value whose distribution is exactly uniform under the null, and stoc…
Testing mean and variance by e-processes
Yixuan Fan, Zhanyi Jiao, Ruodu Wang
We address the problem of testing conditional mean and conditional variance for non-stationary data. We build e-values and p-values for four types of non-parametric composite hypot…
Invariant correlation under marginal transforms
Takaaki Koike, Liyuan Lin, Ruodu Wang
A useful property of independent samples is that their correlation remains the same after applying marginal transforms. This invariance property plays a fundamental role in statist…
Multiple testing under negative dependence
Ziyu Chi, Aaditya Ramdas, Ruodu Wang
The multiple testing literature has primarily dealt with three types of dependence assumptions between p-values: independence, positive regression dependence, and arbitrary depende…