AI & ML
Global Testing of Gaussian Means by Combining Marginal and Conditional Evidence
arXiv stat.TH0 views
arXiv:2610.40899v1 Announce Type: cross Abstract: We propose a test of the global null hypothesis of zero means in correlated multivariate Gaussian data by combining marginal and conditional evidence at each coordinate. The conditional tests are based on the distribution of each coordinate given the remaining coordinates. At each coordinate, the corresponding two-sided $p$-values are combined using the Simes method, followed by a Bonferroni correction across coordinates. Because conditioning can either strengthen or weaken evidence against the null, neither marginal nor conditional testing is uniformly preferable. The proposed procedure adapts to their relative strengths while retaining the simplicity of minimum-type global testing. We establish finite-sample control of the global Type-I error under both known covariance and covariance estimated from an independent sample. The latter setting requires a careful analysis of the dependence between studentized marginal and conditional statistics. We evaluate the power of the proposed test through simulations, compare its performance with existing global tests, and illustrate its practical utility using a TCGA carcinoma dataset.
Source:https://arxiv.org/abs/2610.40899PreviousThe Geometry of Multitask Learning: Sharp Rates for Shared Subspace EstimationNextTruthful and Admissible Principal--Agent Testing with Nuisance Parameters
Related posts
How to Disable the Co-Authored-By Trailer in Claude Code
0dev.to Git
Three Tauri bugs I found by not trusting a green build
0dev.to Rust
Lead deduplication'ı kodla kurmak: Blocking key, telefon normalizasyonu, eşik ve kişi grafı
0dev.to Database
Frontier LLM prices sat flat all October. Then two cheaper flagships took seats, and one doubles on December 1
0dev.to WebDev
The specification comes first
0dev.to WebDev
Rotating the Phone Mid-Round: What Actually Breaks
0dev.to WebDev