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This paper formally derives the asymptotic distribution of a goodness-of-fit test based on the Kernel Stein Discrepancy introduced in (Oscar Key et al., "Composite Goodness-of-fit Tests with Kernels", Journal of Machine Learning Research…

Statistics Theory · Mathematics 2026-02-24 Florian Brück , Veronika Reimoser , Fabian Baier

We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the composed error term, and is formulated as a weighted…

Statistics Theory · Mathematics 2022-03-01 Simos G. Meintanis , Christos K. Papadimitriou

We study quantum algorithms for verifying properties of the output probability distribution of a classical or quantum circuit, given access to the source code that generates the distribution. We consider the basic task of uniformity…

Quantum Physics · Physics 2024-11-08 Clément L. Canonne , Robin Kothari , Ryan O'Donnell

Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…

Methodology · Statistics 2024-08-22 Yuwei Ke , Hok Kan Ling , Yanglei Song

Distribution testing deals with what information can be deduced about an unknown distribution over $\{1,\ldots,n\}$, where the algorithm is only allowed to obtain a relatively small number of independent samples from the distribution. In…

Computational Complexity · Computer Science 2016-09-23 Eldar Fischer , Oded Lachish , Yadu Vasudev

Although recovering an Euclidean distance matrix from noisy observations is a common problem in practice, how well this could be done remains largely unknown. To fill in this void, we study a simple distance matrix estimate based upon the…

Machine Learning · Statistics 2014-09-18 Luwan Zhang , Grace Wahba , Ming Yuan

The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…

Statistics Theory · Mathematics 2019-04-18 Feras A. Saad , Cameron E. Freer , Nathanael L. Ackerman , Vikash K. Mansinghka

Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal…

Methodology · Statistics 2023-03-20 Lolian Shtembari , Allen Caldwell

In this work, the distributional properties of the goodness-of-fit term in likelihood-based information criteria are explored. These properties are then leveraged to construct a novel goodness-of-fit test for normal linear regression models…

Methodology · Statistics 2023-09-20 Scott H. Koeneman , Joseph E. Cavanaugh

How can we draw trustworthy scientific conclusions? One criterion is that a study can be replicated by independent teams. While replication is critically important, it is arguably insufficient. If a study is biased for some reason and other…

Methodology · Statistics 2025-02-06 Yujin Jeong , Dominik Rothenhäusler

I discuss recent developments in the determination of parton distributions from global fits. I concentrate on the errors associated with these parton distributions and with the physical quantities which are determined in terms of them. I…

High Energy Physics - Phenomenology · Physics 2007-05-23 R. S. Thorne

Credal sets, i.e., closed convex sets of probability measures, provide a natural framework to represent aleatoric and epistemic uncertainty in machine learning. Yet how to quantify these two types of uncertainty for a given credal set,…

This work is motivated by the study of local protein structure, which is defined by two variable dihedral angles that take values from probability distributions on the flat torus. Our goal is to provide the space…

Methodology · Statistics 2023-09-12 Javier González-Delgado , Alberto González-Sanz , Juan Cortés , Pierre Neuvial

In the context of kernel methods, the similarity between data points is encoded by the kernel function which is often defined thanks to the Euclidean distance, a common example being the squared exponential kernel. Recently, other distances…

Machine Learning · Computer Science 2020-02-06 Henri De Plaen , Michaël Fanuel , Johan A. K. Suykens

Measuring conditional independence is one of the important tasks in statistical inference and is fundamental in causal discovery, feature selection, dimensionality reduction, Bayesian network learning, and others. In this work, we explore…

Statistics Theory · Mathematics 2020-08-18 Tianhong Sheng , Bharath K. Sriperumbudur

The aim of this paper is to show how free probability theory sheds light on spectral properties of deformed matricial models and provides a unified understanding of various asymptotic phenomena such as spectral measure description,…

Probability · Mathematics 2016-07-20 M Capitaine , C Donati-Martin

Density-based directed distances -- particularly known as divergences -- between probability distributions are widely used in statistics as well as in the adjacent research fields of information theory, artificial intelligence and machine…

Statistics Theory · Mathematics 2022-03-03 Michel Broniatowski , Wolfgang Stummer

In principle, the probability of configurations, determined by the system's partition function or wave function, encapsulates essential information about phases and phase transitions. Despite the exponentially large configuration space, we…

Statistical Mechanics · Physics 2024-11-26 Wen-Yu Su , Yu-Jing Liu , Nvsen Ma , Chen Cheng

In this paper we investigate the Erd\"os/Falconer distance conjecture for a natural class of sets statistically, though not necessarily arithmetically, similar to a lattice. We prove a good upper bound for spherical means that have been…

Classical Analysis and ODEs · Mathematics 2007-05-23 Alex Iosevich , Misha Rudnev

Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…

Quantum Physics · Physics 2021-06-29 Gautam Sharma , Sk Sazim