Related papers: Using Data Compressors to Construct Rank Tests
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence, offer a great flexibility in building multivariate stochastic models. In statistics, a copula is used as a general way of…
In 1948 Hoeffding devised a nonparametric test that detects dependence between two continuous random variables X and Y, based on the ranking of n paired samples (Xi,Yi). The computation of this commonly-used test statistic takes O(n log n)…
Boolean formulae compactly encode huge, constrained search spaces. Thus, variability-intensive systems are often encoded with Boolean formulae. The search space of a variability-intensive system is usually too large to explore without…
Independence testing plays a central role in statistical and causal inference from observational data. Standard independence tests assume that the data samples are independent and identically distributed (i.i.d.) but that assumption is…
In modern data analysis, nonparametric measures of discrepancies between random variables are particularly important. The subject is well-studied in the frequentist literature, while the development in the Bayesian setting is limited where…
We investigate how to measure and define the entropy of a simple chaotic system, three hard spheres on a ring. A novel approach is presented, which does not assume the ergodic hypothesis. It consists of transforming the particles collision…
We investigate structure for pairs of randomizations that do not follow each other in a chain. These are unrandomized-inclusive, independent, coincident or double randomizations. This involves taking several structures that satisfy…
We suggest a new approach to hypothesis testing for ergodic and stationary processes. In contrast to standard methods, the suggested approach gives a possibility to make tests, based on any lossless data compression method even if the…
Rank-based approaches are among the most popular nonparametric methods for univariate data in tackling statistical problems such as hypothesis testing due to their robustness and effectiveness. However, they are unsatisfactory for more…
A fundamental challenge in comparing two survival distributions with right censored data is the selection of an appropriate nonparametric test, as the power of standard tests like the Log rank and Wilcoxon is highly dependent on the often…
Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…
A test set for a formal language (set of strings) L is a subset T of L such that for any two string homomorphisms f and g defined on L, if the restrictions of f and g on T are identical functions, then f and g are identical on the entire L.…
Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many more. In this paper, we propose robust Wald-type tests for…
In this paper, we consider the problem of testing independence in high-dimensional settings with missing data. Building upon a recently proposed Kendall-based statistic, we introduce two new modifications specifically designed to…
Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…
We propose a new one-sample test for normality in a Reproducing Kernel Hilbert Space (RKHS). Namely, we test the null-hypothesis of belonging to a given family of Gaussian distributions. Hence our procedure may be applied either to test…
Representations of probability measures in reproducing kernel Hilbert spaces provide a flexible framework for fully nonparametric hypothesis tests of independence, which can capture any type of departure from independence, including…
Feedback control laws have been traditionally implemented in a periodic fashion on digital hardware. Although periodicity simplifies the analysis of the mismatch between the control design and its digital implementation, it also leads to…
This paper proposes a nonparametric test of pairwise independence of one random variable from a large pool of other random variables. The test statistic is the maximum of several Chatterjee's rank correlations and critical values are…
This paper deals with the problem of nonparametric independence testing, a fundamental decision-theoretic problem that asks if two arbitrary (possibly multivariate) random variables $X,Y$ are independent or not, a question that comes up in…