Related papers: Data-driven goodness-of-fit tests

Functional linear models are one of the most fundamental tools to assess the relation between two random variables of a functional or scalar nature. This contribution proposes a goodness-of-fit test for the functional linear model with…

Economic models may exhibit incompleteness depending on whether or not they admit certain policy-relevant features such as strategic interaction, self-selection, or state dependence. We develop a novel test of model incompleteness and…

Logistic regression is widely used to model the propensity score in the analysis of nonignorable missing data. However, goodness-of-fit testing for this propensity score model has received limited attention in the literature. In this paper,…

In this paper, we present a general framework for testing relevant hypotheses in functional time series. Our unified approach covers one-sample, two-sample, and change point problems under contaminated observations with arbitrary sampling…

We provide practical, efficient, and nonparametric methods for auditing the fairness of deployed classification and regression models. Whereas previous work relies on a fixed-sample size, our methods are sequential and allow for the…

Independent component (IC) models are a standard tool for representing multivariate data in statistics, signal processing, and machine learning. Despite the extensive use of IC models, much less attention has been given to goodness-of-fit…

Statistical hypothesis tests typically use prespecified sample sizes, yet data often arrive sequentially. Interim analyses invalidate classical error guarantees, while existing sequential methods require rigid testing preschedules or incur…

In this paper a new class of uniformity tests is proposed. It is shown that those tests are applicable to the cases of any simple null hypothesis as well as for the composite null hypothesis of rectangular distributions on arbitrary…

A central limit theorem for the integrated squared error of the directional-linear kernel density estimator is established. The result enables the construction and analysis of two testing procedures based on squared loss: a nonparametric…

Experimental and observational studies often lack validity due to untestable assumptions. We propose a double machine learning approach to combine experimental and observational studies, allowing practitioners to test for assumption…

Model selection and assessment with incomplete data pose challenges in addition to the ones encountered with complete data. There are two main reasons for this. First, many models describe characteristics of the complete data, in spite of…

In this paper we introduce the idea of partially sorting data to design nonparametric tests. This approach gives rise to tests that are sensitive to both the order and the underlying distribution of the data. We focus in particular on a…

Testing the equality in distributions of multiple samples is a common task in many fields. However, this problem for high-dimensional or non-Euclidean data has not been well explored. In this paper, we propose new nonparametric tests based…

We examine a stochastic formulation for data-driven optimization wherein the decision-maker is not privy to the true distribution, but has knowledge that it lies in some hypothesis set and possesses a historical data set, from which…

We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…

We develop a new rank-based approach for univariate two-sample testing in the presence of missing data which makes no assumptions about the missingness mechanism. This approach is a theoretical extension of the Wilcoxon-Mann-Whitney test…

Statistical hypothesis testing, as formalized by 20th Century statisticians and taught in college statistics courses, has been a cornerstone of 100 years of scientific progress. Nevertheless, the methodology is increasingly questioned in…

Two-sample tests for multivariate data and non-Euclidean data are widely used in many fields. Parametric tests are mostly restrained to certain types of data that meets the assumptions of the parametric models. In this paper, we study a…

Existing approaches to model uncertainty typically either compare models using a quantitative model selection criterion or evaluate posterior model probabilities having set a prior. In this paper, we propose an alternative strategy which…

Deep Learning (DL) applications are being used to solve problems in critical domains (e.g., autonomous driving or medical diagnosis systems). Thus, developers need to debug their systems to ensure that the expected behavior is delivered.…