Related papers: Properties of neutrality tests based on allele fre…
Testing for white noise is a classical yet important problem in statistics, especially for diagnostic checks in time series modeling and linear regression. For high-dimensional time series in the sense that the dimension $p$ is large in…
A variety of statistics based on sample spacings has been studied in the literature for testing goodness-of-fit to parametric distributions. To test the goodness-of-fit to a nonparametric class of univariate shape-constrained densities,…
Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a…
Estimating the auto power spectrum of cosmological tracers from line-intensity mapping (LIM) data is often limited by instrumental noise, residual foregrounds, and systematics. Cross-power spectra between multiple lines offer a robust…
For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…
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…
The issue of variance components testing arises naturally when building mixed-effects models, to decide which effects should be modeled as fixed or random. While tests for fixed effects are available in R for models fitted with lme4, tools…
We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test under the generalized Neyman-Pearson criterion. In outlier hypothesis testing, one is given multiple…
Two new omnibus tests of uniformity for data on the hypersphere are proposed. The new test statistics exploit closed-form expressions for orthogonal polynomials, feature tuning parameters, and are related to a "smooth maximum" function and…
This article develops a framework for testing general hypothesis in high-dimensional models where the number of variables may far exceed the number of observations. Existing literature has considered less than a handful of hypotheses, such…
For analysis of a high-dimensional dataset, a common approach is to test a null hypothesis of statistical independence on all variable pairs using a non-parametric measure of dependence. However, because this approach attempts to identify…
We present a statistical testing framework to detect if a given machine learning classifier fails to satisfy a wide range of group fairness notions. The proposed test is a flexible, interpretable, and statistically rigorous tool for…
Policy learning utilizing observational data is pivotal across various domains, with the objective of learning the optimal treatment assignment policy while adhering to specific constraints such as fairness, budget, and simplicity. This…
We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…
We investigate the likelihood ratio test for a large block-diagonal covariance matrix with an increasing number of blocks under the null hypothesis. While so far the likelihood ratio statistic has only been studied for normal populations,…
A common method for deriving non-parametric tests is to reformulate a parametric test in terms of sample ranks. Despite being distribution free (even in finite samples), the resulting tests often display remarkable asymptotic power…
This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous and discrete time-filters for stochastic dynamic systems with non-linear state dynamics and linear measurements under…
We revisit the fundamental question of simple-versus-simple hypothesis testing with an eye towards computational complexity, as the statistically optimal likelihood ratio test is often computationally intractable in high-dimensional…
Continuous and strictly positive data that exhibit skewness and outliers frequently arise in many applied disciplines. Log-symmetric distributions provide a flexible framework for modeling such data. In this article, we develop new…
Ready access to emerging databases of gene annotation and functional pathways has shifted assessments of differential expression in DNA microarray studies from single genes to groups of genes with shared biological function. This paper…