Modelling Sampling Distributions of Test Statistics with Autograd

arXiv:2405.02488v1 Announce Type: cross
Abstract: Simulation-based inference methods that feature correct conditional coverage of confidence sets based on observations that have been compressed to a scalar test statistic require accurate modelling of either the p-value function or the cumulative distribution function (cdf) of the test statistic. If the model of the cdf, which is typically a deep neural network, is a function of the test statistic then the derivative of the neural network with respect to the test statistic furnishes …

abstract arxiv autograd confidence coverage cs.lg distribution feature function hep-ex inference modelling p-value sampling simulation stat.co statistics stat.ml test type value