Phase 3: extended univariate test battery - #4
Open
jameshoweee wants to merge 1 commit into
Open
Conversation
New tests (code/univariate_tests.py):
- Tail exceedance: exact binomial tests at 3-6 sigma thresholds;
detects truncation that chi-square's bucket aggregation misses
- Sign/half-Gaussian factorization: (a) chi-square on |z| vs folded
PDT, (b) per-|z| sign balance binomial test, (c) joint (sign,|z|)
chi-square. Tests the z=(2b-1)*z0+b recombination step.
- Moment CIs: 95% confidence intervals on mean, stdev, skewness,
kurtosis with asymptotic standard errors
- Discrete Anderson-Darling: Choulakian-Lockhart-Stephens tail-
weighted EDF statistic, MC-calibrated (null depends on mu,sigma)
- Higher criticism: max standardized CDF deviation, near-optimal
against sparse alternatives (single wrong table entry), MC-calibrated
- MC calibration helper: mc_calibrate() draws B replicates from the
exact PDT, enabling correct p-values for any test statistic
Integration:
- UnivariateSamples.run_extended_battery() runs all new tests
- is_valid_extended = is_valid AND all extended tests pass
- to_dict() includes extended results when available
- run_baseline.py uses extended battery for scoring
Test vector update:
- Tail truncation changed from 6-sigma (undetectable at n=10000,
mass ~e^{-18}) to 3-sigma (detectable, ~30 expected samples)
Baseline results:
- Bad detection: 71.4% -> 85.7% (tail truncation 0/6 -> 6/6)
- Good false alarms: 0/6 (0%) -- unchanged
- Remaining blind spot: Markov correlation (6/6 MISSED, Phase 4)
Test suite: 116 passed, 6 skipped (Markov), 0 failed
Owner
Author
|
consolidating into a single PR |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
New file
univariate_tests.pywith 5 tests that close the blind spots in chi-square:Integrated into
saga.pyviarun_extended_battery(). Test vectors updated for 3-sigma truncation (detectable) instead of 6-sigma (undetectable at n=10k).