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Related papers: Two-Sample Testing in High-Dimensional Models

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We propose a method for constructing p-values for general hypotheses in a high-dimensional linear model. The hypotheses can be local for testing a single regression parameter or they may be more global involving several up to all…

Methodology · Statistics 2013-10-14 Peter Bühlmann

Testing for the equality of two high-dimensional distributions is a challenging problem, and this becomes even more challenging when the sample size is small. Over the last few decades, several graph-based two-sample tests have been…

Methodology · Statistics 2019-11-22 Soham Sarkar , Rahul Biswas , Anil K. Ghosh

We propose a two-sample test for high-dimensional means that requires neither distributional nor correlational assumptions, besides some weak conditions on the moments and tail properties of the elements in the random vectors. This…

Methodology · Statistics 2019-04-17 Kaijie Xue , Fang Yao

Two-sample tests are important areas aiming to determine whether two collections of observations follow the same distribution or not. We propose two-sample tests based on integral probability metric (IPM) for high-dimensional samples…

Machine Learning · Statistics 2023-04-21 Jie Wang , Minshuo Chen , Tuo Zhao , Wenjing Liao , Yao Xie

The stochastic block model is widely used for detecting community structures in network data. However, the research interest of much literature focuses on the study of one sample of stochastic block models. How to detect the difference of…

Methodology · Statistics 2022-12-21 Kang Fu , Jianwei Hu , Seydou Keita , Hang Liu

The two-sample problem, which consists in testing whether independent samples on $\mathbb{R}^d$ are drawn from the same (unknown) distribution, finds applications in many areas. Its study in high-dimension is the subject of much attention,…

Statistics Theory · Mathematics 2023-02-09 Stephan Clémençon , Myrto Limnios , Nicolas Vayatis

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

Machine Learning · Statistics 2024-04-01 Jie Wang , Rui Gao , Yao Xie

The recent success of generative adversarial networks and variational learning suggests training a classifier network may work well in addressing the classical two-sample problem. Network-based tests have the computational advantage that…

Machine Learning · Statistics 2022-06-01 Xiuyuan Cheng , Alexander Cloninger

Classification and clustering are both important topics in statistical learning. A natural question herein is whether predefined classes are really different from one another, or whether clusters are really there. Specifically, we may be…

Machine Learning · Statistics 2015-09-22 Qiyi Lu , Xingye Qiao

In high dimensions, the classical Hotelling's $T^2$ test tends to have low power or becomes undefined due to singularity of the sample covariance matrix. In this paper, this problem is overcome by projecting the data matrix onto lower…

Methodology · Statistics 2014-05-09 Radhendushka Srivastava , Ping Li , David Ruppert

Motivated by the likelihood ratio test under the Gaussian assumption, we develop a maximum sum-of-squares test for conducting hypothesis testing on high dimensional mean vector. The proposed test which incorporates the dependence among the…

Methodology · Statistics 2015-10-21 Xianyang Zhang

In big data analysis, a simple task such as linear regression can become very challenging as the variable dimension $p$ grows. As a result, variable screening is inevitable in many scientific studies. In recent years, randomized algorithms…

Methodology · Statistics 2019-02-13 Yu-Hsiang Cheng , Tzee-Ming Huang , Su-Yun Huang

Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…

Statistics Theory · Mathematics 2008-07-17 Konstantinos Fokianos

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Statistics Theory · Mathematics 2022-11-15 Loris Michel , Jeffrey Näf , Nicolai Meinshausen

In this paper, we study the problem of testing the mean vectors of high dimensional data in both one-sample and two-sample cases. The proposed testing procedures employ maximum-type statistics and the parametric bootstrap techniques to…

Statistics Theory · Mathematics 2018-01-23 Jinyuan Chang , Chao Zheng , Wen-Xin Zhou , Wen Zhou

The focus of modern biomedical studies has gradually shifted to explanation and estimation of joint effects of high dimensional predictors on disease risks. Quantifying uncertainty in these estimates may provide valuable insight into…

Methodology · Statistics 2021-03-09 Zhe Fei , Yi Li

For testing the statistical significance of a treatment effect, we usually compare between two parts of a population, one is exposed to the treatment, and the other is not exposed to it. Standard parametric and nonparametric two-sample…

Computation · Statistics 2012-11-02 Bikram Karmakar , Kumaresh Dhara , Kushal Kumar Dey , Analabha Basu , Anil Ghosh

In this paper, we provide a statistical testing framework to check whether a random sample splitting in a multi-dimensional space is carried out in a valid way, which could be directly applied to A/B testing and multivariate testing to…

Methodology · Statistics 2018-10-11 Jing Miao , Hongyuan Yuan , Zhenyu Yan

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

The energy test method is a multi-dimensional test of whether two samples are consistent with arising from the same underlying population, through the calculation of a single test statistic (called the $T$-value). The method has recently…

Data Analysis, Statistics and Probability · Physics 2018-04-19 W. Barter , C. Burr , C. Parkes