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

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The stochastic block model is a popular tool for detecting community structures in network data. Detecting the difference between two community structures is an important issue for stochastic block models. However, the two-sample test has…

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

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…

Econometrics · Economics 2025-11-27 Bruno Fava

A number of applications require two-sample testing on ranked preference data. For instance, in crowdsourcing, there is a long-standing question of whether pairwise comparison data provided by people is distributed similar to…

Machine Learning · Statistics 2020-11-20 Charvi Rastogi , Sivaraman Balakrishnan , Nihar B. Shah , Aarti Singh

Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…

Methodology · Statistics 2018-05-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…

Statistics Theory · Mathematics 2015-06-22 Gabriela Ciuperca , Zahraa Salloum

The goal of two-sample tests is to assess whether two samples, $S_P \sim P^n$ and $S_Q \sim Q^m$, are drawn from the same distribution. Perhaps intriguingly, one relatively unexplored method to build two-sample tests is the use of binary…

Machine Learning · Statistics 2018-03-14 David Lopez-Paz , Maxime Oquab

The standard paired-sample testing approach in the multidimensional setting applies multiple univariate tests on the individual features, followed by p-value adjustments. Such an approach suffers when the data carry numerous features. A…

Machine Learning · Statistics 2023-09-29 Ioannis Bargiotas , Argyris Kalogeratos , Nicolas Vayatis

Testing the equality of the covariance matrices of two high-dimensional samples is a fundamental inference problem in statistics. Several tests have been proposed but they are either too liberal or too conservative when the required…

Statistics Theory · Mathematics 2023-01-04 Jin-Ting Zhang , Jingyi Wang , Tianming Zhu

The aim of this paper is to show a possibility to identify multivariate distribution by means of specially constructed one-dimensional random variable. We give some inequalities which may appear to helpful for a construction of multivariate…

Statistics Theory · Mathematics 2018-08-17 Lev B. Klebanov , Irina V. Volchenkova

Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…

Methodology · Statistics 2012-03-06 David Shilane , Derek Bean

The abundance of models of complex networks and the current insufficient validation standards make it difficult to judge which models are strongly supported by data and which are not. We focus here on likelihood maximization methods for…

Physics and Society · Physics 2014-03-26 Matus Medo

In this article, we propose some two-sample tests based on ball divergence and investigate their high dimensional behavior. First, we study their behavior for High Dimension, Low Sample Size (HDLSS) data, and under appropriate regularity…

Statistics Theory · Mathematics 2024-10-08 Bilol Banerjee , Anil K. Ghosh

In this article, we present a nonparametric method for the general two-sample problem involving functional random variables modelled as elements of a separable Hilbert space ${\cal H}$. First, we present a general recipe based on linear…

Methodology · Statistics 2024-10-08 Bilol Banerjee

We study two-sample variable selection: identifying variables that discriminate between the distributions of two sets of data vectors. Such variables help scientists understand the mechanisms behind dataset discrepancies. Although…

Machine Learning · Statistics 2025-11-06 Kensuke Mitsuzawa , Motonobu Kanagawa , Stefano Bortoli , Margherita Grossi , Paolo Papotti

The rise of generative models for scientific research calls for the development of new methods to evaluate their fidelity. A natural framework for addressing this problem is two-sample hypothesis testing, namely the task of determining…

Machine Learning · Statistics 2025-08-05 Samuele Grossi , Marco Letizia , Riccardo Torre

We propose a novel resampling-based method to construct an asymptotically exact test for any subset of hypotheses on coefficients in high-dimensional linear regression. It can be embedded into any multiple testing procedure to make…

Methodology · Statistics 2022-05-26 Anna Vesely , Jelle J. Goeman , Livio Finos

Statistical significance of both the original and the replication study is a commonly used criterion to assess replication attempts, also known as the two-trials rule in drug development. However, replication studies are sometimes conducted…

Applications · Statistics 2024-05-31 Leonhard Held , Samuel Pawel , Charlotte Micheloud

We propose a two-sample test for large-dimensional covariance matrices in generalized elliptical models. The test statistic is based on a U-statistic estimator of the squared Frobenius norm of the difference between the two population…

Statistics Theory · Mathematics 2025-07-04 Nina Dörnemann

We present a simple method for assessing the predictive performance of high-dimensional models directly in data space when only samples are available. Our approach is to compare the quantiles of observables predicted by a model to those of…

Instrumentation and Methods for Astrophysics · Physics 2025-01-16 Stephen Thorp , Hiranya V. Peiris , Daniel J. Mortlock , Justin Alsing , Boris Leistedt , Sinan Deger

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 2020-06-01 Rémy Mariétan , Stephan Morgenthaler