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Related papers: Tests on components of density mixtures

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Based on two independent samples X_1,...,X_m and X_{m+1},...,X_n drawn from multivariate distributions with unknown Lebesgue densities p and q respectively, we propose an exact multiple test in order to identify simultaneously regions of…

Statistics Theory · Mathematics 2009-08-12 Angelika Rohde

Finite mixture models are statistical models which appear in many problems in statistics and machine learning. In such models it is assumed that data are drawn from random probability measures, called mixture components, which are…

Machine Learning · Statistics 2022-04-05 Robert A. Vandermeulen , Clayton D. Scott

We consider the problem of conditional independence testing of $X$ and $Y$ given $Z$ where $X,Y$ and $Z$ are three real random variables and $Z$ is continuous. We focus on two main cases - when $X$ and $Y$ are both discrete, and when $X$…

Statistics Theory · Mathematics 2021-07-05 Matey Neykov , Sivaraman Balakrishnan , Larry Wasserman

In this paper, we investigate local permutation tests for testing conditional independence between two random vectors $X$ and $Y$ given $Z$. The local permutation test determines the significance of a test statistic by locally shuffling…

Statistics Theory · Mathematics 2022-01-07 Ilmun Kim , Matey Neykov , Sivaraman Balakrishnan , Larry Wasserman

We investigate the problem of jointly testing a pair of composite hypotheses and, depending on the test result, estimating a random parameter under distributional uncertainties. Specifically, it is assumed that the distribution of the data…

Signal Processing · Electrical Eng. & Systems 2026-04-27 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

We propose a general new method, the conditional permutation test, for testing the conditional independence of variables $X$ and $Y$ given a potentially high-dimensional random vector $Z$ that may contain confounding factors. The proposed…

Methodology · Statistics 2019-05-08 Thomas B. Berrett , Yi Wang , Rina Foygel Barber , Richard J. Samworth

Understanding the phase behavior of mixtures with many components is important in many contexts, including as a key step toward a physics-based description of intracellular compartmentalization. Here, we study the instabilities of a mixture…

Statistical Mechanics · Physics 2023-08-16 Filipe C Thewes , Matthias Krüger , Peter Sollich

We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. The key idea is simple, i.e., we first transform each…

Methodology · Statistics 2026-01-28 Jinyuan Chang , Yue Du , Jing He , Qiwei Yao

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

Probability · Mathematics 2013-08-16 Richard Arratia , Simon Tavare

It is frequently of interest to jointly analyze two paired sequences of multiple tests. This paper studies the problem of detecting whether there are more pairs of tests that are significant in both sequences than would be expected by…

Methodology · Statistics 2017-06-26 Sihai Dave Zhao , T. Tony Cai , Hongzhe Li

We consider a two-component mixture model with one known component. We develop methods for estimating the mixing proportion and the unknown distribution nonparametrically, given i.i.d.~data from the mixture model, using ideas from shape…

Methodology · Statistics 2015-11-10 Rohit Kumar Patra , Bodhisattva Sen

This work is concerned with the detection of a mixture distribution from a $\mathbb{R}$-valued sample. Given a sample $X_1,\dots,X_n$ and an even density $\phi$, our aim is to detect whether the sample distribution is $\phi(\cdot-\mu)$ for…

Statistics Theory · Mathematics 2016-01-22 Béatrice Laurent , Clément Marteau , Cathy Maugis-Rabusseau

We consider the problem of testing means from samples of two populations for which the labels are not defined with certainty. We show that this problem is connected to another one that is testing expected values of components of…

Statistics Theory · Mathematics 2012-05-18 Florent Autin , Christophe Pouet

This article deals with the problem of testing conditional independence between two random vectors ${\bf X}$ and ${\bf Y}$ given a confounding random vector ${\bf Z}$. Several authors have considered this problem for multivariate data.…

Statistics Theory · Mathematics 2025-09-16 Bilol Banerjee

For testing two random vectors for independence, we consider testing whether the distance of one vector from a center point is independent from the distance of the other vector from a center point by a univariate test. In this paper we…

Methodology · Statistics 2016-03-11 Ruth Heller , Yair Heller

Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ at this stage can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we…

Statistics Theory · Mathematics 2009-12-23 Andrey Novikov

We introduce a test for the conditional independence of random variables $X$ and $Y$ given a random variable $Z$, specifically by sampling from the joint distribution $(X,Y,Z)$, binning the support of the distribution of $Z$, and conducting…

Statistics Theory · Mathematics 2024-02-05 Andrew Warren

We are concerned with the detection of associations between random vectors of any dimension. Few tests of independence exist that are consistent against all dependent alternatives. We propose a powerful test that is applicable in all…

Methodology · Statistics 2013-08-08 Ruth Heller , Yair Heller , Malka Gorfine

In this article, we propose a new method for the fundamental task of testing for dependence between two groups of variables. The response densities under the null hypothesis of independence and the alternative hypothesis of dependence are…

Methodology · Statistics 2015-01-29 Yimin Kao , Brian J Reich , Howard D Bondell

Nonparametric rank tests for homogeneity and component independence are proposed, which are based on data compressors. For homogeneity testing the idea is to compress the binary string obtained by ordering the two joint samples and writing…

Data Structures and Algorithms · Computer Science 2012-02-28 Daniil Ryabko , Juergen Schmidhuber