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math.ST2026
Power of masking methods for adaptive testing in a multivariate normal means problem
Abhinav Chakraborty, Junu Lee, Eugene Katsevich
Many large-scale testing procedures learn signal structure from the data to boost power. Direct data reuse can inflate Type-I error ("double dipping"), so a common remedy is maskin…
math.ST2025
The saddlepoint approximation for averages of conditionally independent random variables
Ziang Niu, Jyotishka Ray Choudhury, Eugene Katsevich
Motivated by the application of saddlepoint approximations to resampling-based statistical tests, we prove that the Lugannani-Rice formula has vanishing relative error when applied…