318 Hanes Hall, CB #3260 Chapel Hill, NC 27599-3260
Loading Events

« All Events

  • This event has passed.

STOR Colloquium: Sara Algeri, Imperial College London

January 29, 2018 @ 3:30 pm - 4:30 pm

Testing One Hypothesis Multiple Times


The identification of new rare signals in data, the detection of a sudden change in a trend, and the selection of competing models, are some among the most challenging problems in statistical practice. In this talk I discuss how these challenges can be tackled using a test of hypothesis where a nuisance parameter is present only under the alternative, and how a computationally efficient solution can be obtained by Testing One Hypothesis Multiple times (TOHM).  Specifically, a fine discretization of the space of the non-identifiable parameter is specified, and evidence in support of the null or alternative hypothesis is obtained by approximating the distribution of the supremum of the resulting stochastic process (or random field).  The methodology proposed is highly generalizable and combines elements of extreme value theory, graph theory and simulations methods to achieve ease of implementation and computational efficiency.  Applications are discussed in the context of bump-hunting, break-point regression and non-nested models comparisons.



Refreshments will be served at 3:00pm in the 3rd floor lounge of Hanes Hall


January 29, 2018
3:30 pm - 4:30 pm
Event Category:


120 Hanes Hall
Hanes Hall
Chapel Hill, NC 27599 United States