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Causal mediation analysis, pleiotropy analysis, and replication analysis are three highly popular genetic study designs. Although these analyses address different scientific questions, the underlying inference problems all involve…

Methodology · Statistics 2023-09-25 Ryan Sun , Zachary McCaw , Xihong Lin

Given two networks of differing sizes, it is of interest to test whether the two networks belong to the same distribution. We formalize the notion of "equality of distribution" under the framework of the generalized random dot product…

Statistics Theory · Mathematics 2026-03-10 Joshua Agterberg , Minh Tang , Carey Priebe

Hilberg's conjecture about natural language states that the mutual information between two adjacent long blocks of text grows like a power of the block length. The exponent in this statement can be upper bounded using the pointwise mutual…

Information Theory · Computer Science 2020-03-11 Łukasz Dębowski

In two-sampling testing, one observes two independent sequences of independent and identically distributed random variables distributed according to the distributions $P_1$ and $P_2$ and wishes to decide whether $P_1=P_2$ (null hypothesis)…

Information Theory · Computer Science 2026-01-15 K V Harsha , Jithin Ravi , Tobias Koch

In this paper we propose a nonparametric graphical test based on optimal matching, for assessing the equality of multiple unknown multivariate probability distributions. Our procedure pools the data from the different classes to create a…

This study derives a new property of the Wishart distribution when the degree-of-freedom and the size of the matrix parameter of the distribution grow simultaneoulsy. Particularly, the asymptotic normality of the product of four independent…

Statistics Theory · Mathematics 2022-03-29 Koji Tsukuda , Shun Matsuura

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…

Statistics Theory · Mathematics 2015-07-13 Jérémie Kellner , Alain Celisse

In any parametric inference problem, the robustness of the procedure is a real concern. A procedure which retains a high degree of efficiency under the model and simultaneously provides stable inference under data contamination is…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

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

This paper proposes two linear projection methods for supervised dimension reduction using only the first and second-order statistics. The methods, each catering to a different parameter regime, are derived under the general Gaussian model…

Information Theory · Computer Science 2024-08-13 Biao Chen , Joshua Kortje

The question of testing for equality in distribution between two linear models, each consisting of sums of distinct discrete independent random variables with unequal numbers of observations, has emerged from the biological research. In…

Statistics Theory · Mathematics 2020-09-01 Giulio Prevedello , Ken R. Duffy

In this Essay, we give a correct interpretation of a historical experiment by Kundig on the transverse Doppler shift in a rotating system (Mossbauer rotor experiment). This experiment has been recently first reanalyzed, and then replied by…

General Relativity and Quantum Cosmology · Physics 2018-10-22 Christian Corda

Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…

Statistics Theory · Mathematics 2007-11-06 Joseph P. Romano , Michael Wolf

In this paper we revisit the binary hypothesis testing problem with one-sided compression. Specifically we assume that the distribution in the null hypothesis is a mixture distribution of iid components. The distribution under the…

Information Theory · Computer Science 2022-07-07 Minh Thanh Vu

We study when low coordinate degree functions (LCDF) -- linear combinations of functions depending on small subsets of entries of a vector -- can hypothesis test between high-dimensional probability measures. These functions are a…

Statistics Theory · Mathematics 2024-03-13 Dmitriy Kunisky

In many applications in biology, engineering and economics, identifying similarities and differences between distributions of data from complex processes requires comparing finite categorical samples of discrete counts. Statistical…

Methodology · Statistics 2023-07-11 Francesco Camaglia , Ilya Nemenman , Thierry Mora , Aleksandra M. Walczak

Knowing if a model will generalize to data 'in the wild' is crucial for safe deployment. To this end, we study model disagreement notions that consider the full predictive distribution - specifically disagreement based on Hellinger…

Machine Learning · Computer Science 2023-12-14 Mona Schirmer , Dan Zhang , Eric Nalisnick

The forward Kullback-Leibler (KL) divergence is a ubiquitous objective for fitting a parameterized distribution to samples due to its tractability and equivalence to maximum likelihood estimation (MLE). Its inherent asymmetry, however, may…

Machine Learning · Computer Science 2026-05-12 Omri Ben-Dov , Luiz F. O. Chamon

In the problem of composite hypothesis testing, identifying the potential uniformly most powerful (UMP) unbiased test is of great interest. Beyond typical hypothesis settings with exponential family, it is usually challenging to prove the…

Methodology · Statistics 2022-08-03 Tianyu Zhan , Jian Kang

This paper addresses hypothesis testing for the mean of matrix-valued data in high-dimensional settings. We investigate the minimum discrepancy test, originally proposed by Cragg (1997), which serves as a rank test for lower-dimensional…

Methodology · Statistics 2024-12-12 Shijie Cui , Danning Li , Runze Li , Lingzhou Xue