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We introduce credal two-sample testing, a new hypothesis testing framework for comparing credal sets -- convex sets of probability measures where each element captures aleatoric uncertainty and the set itself represents epistemic…

Machine Learning · Statistics 2025-03-14 Siu Lun Chau , Antonin Schrab , Arthur Gretton , Dino Sejdinovic , Krikamol Muandet

The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…

Statistics Theory · Mathematics 2018-01-12 Tatsushi Oka , Pierre Perron

A novel method is proposed for detecting changes in the covariance structure of moderate dimensional time series. This non-linear test statistic has a number of useful properties. Most importantly, it is independent of the underlying…

Methodology · Statistics 2021-08-18 Sean Ryan , Rebecca Killick

This paper investigates a statistical procedure for testing the equality of two independently estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Methodology · Statistics 2020-07-13 Rémy Mariétan , Stephan Morgenthaler

Due to rapid technological advances, a wide range of different measurements can be obtained from a given biological sample including single nucleotide polymorphisms, copy number variation, gene expression levels, DNA methylation and…

Methodology · Statistics 2013-03-29 Christopher Minas , Edward Curry , Giovanni Montana

We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…

Methodology · Statistics 2025-10-29 Jian Yan , Zhuoxi Li , Yang Ning , Yong Chen

Considerable efforts to measure and mitigate gender bias in recent years have led to the introduction of an abundance of tasks, datasets, and metrics used in this vein. In this position paper, we assess the current paradigm of gender bias…

Computation and Language · Computer Science 2022-10-21 Hadas Orgad , Yonatan Belinkov

Covariance matrices of random vectors contain information that is crucial for modelling. Specific structures and patterns of the covariances (or correlations) may be used to justify parametric models, e.g., autoregressive models. Until now,…

Methodology · Statistics 2025-02-11 Paavo Sattler , Dennis Dobler

Diagnostic tests play a crucial role in medical care. Thus any new diagnostic tests must undergo a thorough evaluation. New diagnostic tests are evaluated in comparison with the respective gold standard tests. The performance of binary…

Applications · Statistics 2025-09-17 Wan Nor Arifin , Umi Kalsom Yusof

With machine learning models being increasingly used to aid decision making even in high-stakes domains, there has been a growing interest in developing interpretable models. Although many supposedly interpretable models have been proposed,…

Artificial Intelligence · Computer Science 2021-08-17 Forough Poursabzi-Sangdeh , Daniel G. Goldstein , Jake M. Hofman , Jennifer Wortman Vaughan , Hanna Wallach

In this paper, we propose a new test for testing the equality of two population covariance matrices in the ultra-high dimensional setting that the dimension is much larger than the sizes of both of the two samples. Our proposed methodology…

Methodology · Statistics 2023-12-19 Xiucai Ding , Yichen Hu , Zhenggang Wang

Many widely used models amount to an elaborate means of making up numbers--but once a number has been produced, it tends to be taken seriously and its source (the model) is rarely examined carefully. Many widely used models have little…

Methodology · Statistics 2022-09-28 Philip B. Stark

This work proposes a novel procedure to test for common structures across two high-dimensional factor models. The introduced test allows to uncover whether two factor models are driven by the same loading matrix up to some linear…

Methodology · Statistics 2026-03-17 Marie-Christine Düker , Vladas Pipiras

Visual validation of regression models in scatterplots is a common practice for assessing model quality, yet its efficacy remains unquantified. We conducted two empirical experiments to investigate individuals' ability to visually validate…

Computer Vision and Pattern Recognition · Computer Science 2024-09-09 Daniel Braun , Remco Chang , Michael Gleicher , Tatiana von Landesberger

Modeling and simulation are recognized as important aspects of the scientific method for more than 70 years but its adoption in biology has been slow. Debates on its representativeness, usefulness, and whether the effort spent on such…

Quantitative Methods · Quantitative Biology 2023-02-21 Maurice HT Ling

Positive predictive value and negative predictive value are two widely used parameters to assess the clinical usefulness of a medical diagnostic test. When there are two diagnostic tests, it is recommendable to make a comparative assessment…

Methodology · Statistics 2024-05-29 Antonio Martín Andrés , Pedro Femia Marzo

Vine copulas are a useful statistical tool to describe the dependence structure between several random variables, especially when the number of variables is very large. When modeling data with vine copulas, one often is confronted with a…

Methodology · Statistics 2017-05-10 Matthias Killiches , Daniel Kraus , Claudia Czado

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

Econometrics · Economics 2024-08-21 Jianqing Fan , Weining Wang , Yue Zhao

Representational similarity analysis (RSA) is a multivariate technique to investigate cortical representations of objects or constructs. While avoiding ill-posed matrix inversions that plague multivariate approaches in the presence of many…

Methodology · Statistics 2021-12-03 Roberto Viviani

This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Statistics Theory · Mathematics 2020-03-09 Rémy Mariétan , Stephan Morgenthaler