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 statistical hypothesis testing


StatWhy: Formal Verification Tool for Statistical Hypothesis Testing Programs

arXiv.org Artificial Intelligence

Statistical methods have been widely misused and misinterpreted in various scientific fields, raising significant concerns about the integrity of scientific research. To develop techniques to mitigate this problem, we propose a new method for formally specifying and automatically verifying the correctness of statistical programs. In this method, programmers are reminded to check the requirements for statistical methods by annotating their source code. Then, a software tool called StatWhy automatically checks whether the programmers have properly specified the requirements for the statistical methods. This tool is implemented using the Why3 platform to verify the correctness of OCaml programs for statistical hypothesis testing. We demonstrate how StatWhy can be used to avoid common errors in a variety of popular hypothesis testing programs.


Towards Autonomous Hypothesis Verification via Language Models with Minimal Guidance

arXiv.org Artificial Intelligence

Research automation efforts usually employ AI as a tool to automate specific tasks within the research process. To create an AI that truly conduct research themselves, it must independently generate hypotheses, design verification plans, and execute verification. Therefore, we investigated if an AI itself could autonomously generate and verify hypothesis for a toy machine learning research problem. We prompted GPT-4 to generate hypotheses and Python code for hypothesis verification with limited methodological guidance. Our findings suggest that, in some instances, GPT-4 can autonomously generate and validate hypotheses without detailed guidance. While this is a promising result, we also found that none of the verifications were flawless, and there remain significant challenges in achieving autonomous, human-level research using only generic instructions. These findings underscore the need for continued exploration to develop a general and autonomous AI researcher.


Statistical Hypothesis Testing for Information Value (IV)

arXiv.org Machine Learning

Information value (IV) is a quite popular technique for features selection before the modeling phase. There are practical criteria, based on fixed thresholds for IV, but at the same time mysterious and lacking theoretical arguments, to decide if a predictor has sufficient predictive power to be considered in the modeling phase. However, the mathematical development and statistical inference methods for this technique are almost nonexistent in the literature. In this paper we present a theoretical framework for IV, and at the same time, we propose a non-parametric hypothesis test to evaluate the predictive power of features contemplated in a data set. Due to its relationship with divergence measures developed in the Information Theory, we call our proposal the J - Divergence test. We show how to efficiently compute our test statistic and we study its performance on simulated data. In various scenarios, particularly in unbalanced data sets, we show its superiority over conventional criteria based on fixed thresholds. Furthermore, we apply our test on fraud identification data and provide an open-source Python library, called "statistical-iv"(https://pypi.org/project/statistical-iv/), where we implement our main results.


A fuzzy take on the logical issues of statistical hypothesis testing

arXiv.org Artificial Intelligence

Statistical Hypothesis Testing (SHT) is a class of inference methods whereby one makes use of empirical data to test a hypothesis and often emit a judgment about whether to reject it or not. In this paper we focus on the logical aspect of this strategy, which is largely independent of the adopted school of thought, at least within the various frequentist approaches. We identify SHT as taking the form of an unsound argument from Modus Tollens in classical logic, and, in order to rescue SHT from this difficulty, we propose that it can instead be grounded in t-norm based fuzzy logics. We reformulate the frequentists' SHT logic by making use of a fuzzy extension of modus Tollens to develop a model of truth valuation for its premises. Importantly, we show that it is possible to preserve the soundness of Modus Tollens by exploring the various conventions involved with constructing fuzzy negations and fuzzy implications (namely, the S and R conventions). We find that under the S convention, it is possible to conduct the Modus Tollens inference argument using Zadeh's compositional extension and any possible t-norm. Under the R convention we find that this is not necessarily the case, but that by mixing R-implication with S-negation we can salvage the product t-norm, for example. In conclusion, we have shown that fuzzy logic is a legitimate framework to discuss and address the difficulties plaguing frequentist interpretations of SHT.


A Gentle Introduction to Estimation Statistics for Machine Learning

#artificialintelligence

Statistical hypothesis tests can be used to indicate whether the difference between two samples is due to random chance, but cannot comment on the size of the difference. A group of methods referred to as "new statistics" are seeing increased use instead of or in addition to p-values in order to quantify the magnitude of effects and the amount of uncertainty for estimated values. This group of statistical methods is referred to as "estimation statistics". In this tutorial, you will discover a gentle introduction to estimation statistics as an alternate or complement to statistical hypothesis testing. A Gentle Introduction to Estimation Statistics for Machine Learning Photo by Nicolรกs Boullosa, some rights reserved.


A Gentle Introduction to Statistical Hypothesis Tests

#artificialintelligence

Data must be interpreted in order to add meaning. We can interpret data by assuming a specific structure our outcome and use statistical methods to confirm or reject the assumption. The assumption is called a hypothesis and the statistical tests used for this purpose are called statistical hypothesis tests. Whenever we want to make claims about the distribution of data or whether one set of results are different from another set of results in applied machine learning, we must rely on statistical hypothesis tests. In this tutorial, you will discover statistical hypothesis testing and how to interpret and carefully state the results from statistical tests.