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Test of independence is of fundamental importance in modern data analysis, with broad applications in variable selection, graphical models, and causal inference. When the data is high dimensional and the potential dependence signal is…

Methodology · Statistics 2023-06-13 Zhanrui Cai , Jing Lei , Kathryn Roeder

Despite their high accuracy, complex neural networks demand significant computational resources, posing challenges for deployment on resource constrained devices such as mobile phones and embedded systems. Compression algorithms have been…

Machine Learning · Computer Science 2025-09-23 Ali Aghababaei-Harandi , Massih-Reza Amini

Conditional independence testing is a fundamental problem underlying causal discovery and a particularly challenging task in the presence of nonlinear and high-dimensional dependencies. Here a fully non-parametric test for continuous data…

Machine Learning · Statistics 2017-09-06 Jakob Runge

This paper places conformal testing in a general framework of statistical hypothesis testing. A standard approach to testing a composite null hypothesis $H$ is to test each of its elements and to reject $H$ when each of its elements is…

Statistics Theory · Mathematics 2024-02-13 Vladimir Vovk

We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…

Methodology · Statistics 2023-02-24 Xiaoyu Hu , Jing Lei

We consider the problem of constructing an unconditionally secure cipher for the case when the key length is less than the length of the encrypted message. (Unconditional security means that a computationally unbounded adversary cannot…

Cryptography and Security · Computer Science 2021-12-21 Boris Ryabko

We propose a test of independence of two multivariate random vectors, given a sample from the underlying population. Our approach, which we call MINT, is based on the estimation of mutual information, whose decomposition into joint and…

Methodology · Statistics 2017-11-20 Thomas B. Berrett , Richard J. Samworth

A popular approach for testing if two univariate random variables are statistically independent consists of partitioning the sample space into bins, and evaluating a test statistic on the binned data. The partition size matters, and the…

Methodology · Statistics 2016-04-28 Ruth Heller , Yair Heller , Shachar Kaufman , Barak Brill , Malka Gorfine

Robust classification algorithms have been developed in recent years with great success. We take advantage of this development and recast the classical two-sample test problem in the framework of classification. Based on the estimates of…

Statistics Theory · Mathematics 2019-09-18 Haiyan Cai , Bryan Goggin , Qingtang Jiang

DNA storage has emerged as an important area of research. The reliability of DNA storage system depends on designing the DNA strings (called DNA codes) that are sufficiently dissimilar. In this work, we introduce DNA codes that satisfy a…

Information Theory · Computer Science 2022-11-28 Krishna Gopal Benerjee , Sourav Deb , Manish K Gupta

Robust tests of general composite hypothesis under non-identically distributed observations is always a challenge. Ghosh and Basu (2018, Statistica Sinica, 28, 1133--1155) have proposed a new class of test statistics for such problems based…

Statistics Theory · Mathematics 2019-01-08 Abhik Ghosh , Ayanendranath Basu

We study a binary distributed hypothesis testing problem where two agents observe correlated binary vectors and communicate compressed information at the same rate to a central decision maker. In particular, we study linear compression…

Information Theory · Computer Science 2026-01-16 Adway Girish , Robinson D. H. Cung , Emre Telatar

Clustering methods such as k-means have found widespread use in a variety of applications. This paper proposes a formal testing procedure to determine whether a null hypothesis of a single cluster, indicating homogeneity of the data, can be…

Econometrics · Economics 2019-07-18 Andrew J. Patton , Brian M. Weller

Statistical analysis on compositional data has gained a lot of attention due to their great potential of applications. A feature of these data is that they are multivariate vectors that lie in the simplex, that is, the components of each…

We study the long-standing problem of determining the number of principal components in econometric applications from a selective inference perspective. We consider i.i.d. observations from a $p$-dimensional random vector with $p<n$ and…

Econometrics · Economics 2025-12-12 Yasuyuki Matsumura , Chisato Tachibana

Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more…

Machine Learning · Statistics 2025-04-22 Oscar Key , Arthur Gretton , François-Xavier Briol , Tamara Fernandez

The two-sample problem, which consists in testing whether independent samples on $\mathbb{R}^d$ are drawn from the same (unknown) distribution, finds applications in many areas. Its study in high-dimension is the subject of much attention,…

Statistics Theory · Mathematics 2023-02-09 Stephan Clémençon , Myrto Limnios , Nicolas Vayatis

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,…

Machine Learning · Statistics 2023-07-21 Aleksandr Podkopaev , Aaditya Ramdas

Kernel two-sample testing provides a powerful framework for distinguishing any pair of distributions based on $n$ sample points. However, existing kernel tests either run in $n^2$ time or sacrifice undue power to improve runtime. To address…

Machine Learning · Statistics 2025-03-31 Carles Domingo-Enrich , Raaz Dwivedi , Lester Mackey

We propose to investigate test statistics for testing homogeneity in reproducing kernel Hilbert spaces. Asymptotic null distributions under null hypothesis are derived, and consistency against fixed and local alternatives is assessed.…

Machine Learning · Statistics 2008-12-18 Zaid Harchaoui , Francis Bach , Eric Moulines