Active multiple testing with proxy p-values and e-values
利用代理 p 值与 e 值的主动多重检验
Researchers often lack the resources to test every hypothesis of interest directly or compute test statistics comprehensively, but often possess auxiliary data from which we can compute an estimate of the experimental outcome. We introduce a novel approach for selecting which hypotheses to query a statistic (e.g., run an experiment, perform expensive computation, etc.) in a hypothesis testing setup by leveraging estimates to compute proxy statistics. Our framework allows a…