6 papers
Priority-preserving augmentation of goodness-of-fit tests by conditional calibration
Roman Guchenko
An omnibus goodness-of-fit statistic can fail to exploit simple diagnostic evidence efficiently. For example, under a standard normal null, an exceptionally large observation is di…
Goodness of Fit Tests Based on Joint Densities of Multiple Sample Statistics
Roman Guchenko
We propose goodness-of-fit tests based on simulated confidence sets for joint distributions of multiple sample statistics, focusing on absolutely continuous null distributions with…
Statistical Modelling for Improving Efficiency of Online Advertising
Irina Scherbakova, Andrey Pepelyshev, Yuri Staroselskiy +2
Real-time bidding has transformed the digital advertising landscape, allowing companies to buy website advertising space in a matter of milliseconds in the time it takes a webpage…
Optimal discrimination designs for semi-parametric models
Holger Dette, Roman Guchenko, Viatcheslav Melas +1
Much of the work in the literature on optimal discrimination designs assumes that the models of interest are fully specified, apart from unknown parameters in some models. Recent w…
Efficient computation of Bayesian optimal discriminating designs
Holger Dette, Roman Guchenko, Viatcheslav B. Melas
An efficient algorithm for the determination of Bayesian optimal discriminating designs for competing regression models is developed, where the main focus is on models with general…
Bayesian T-optimal discriminating designs
Holger Dette, Viatcheslav B. Melas, Roman Guchenko
The problem of constructing Bayesian optimal discriminating designs for a class of regression models with respect to the T-optimality criterion introduced by Atkinson and Fedorov (…