Related papers: Neyman's C(\alpha) Test for Unobserved Heterogenei…
We propose an exact nonparametric inference scheme for the detection of nonlinear determinism. The essential fact utilized in our scheme is that, for a linear stochastic process with jointly symmetric innovations, its ordinary least square…
We prove a lower bound of $\tilde{\Omega}(n^{1/3})$ for the query complexity of any two-sided and adaptive algorithm that tests whether an unknown Boolean function $f:\{0,1\}^n\rightarrow \{0,1\}$ is monotone or far from monotone. This…
We propose an objective non-local prior for testing symmetry against skew-symmetric alternatives. The prior is derived through a formal construction rule by assigning a uniform distribution to a discrepancy-based measure of the shape…
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…
This paper deals with studying vague convergence of random measures of the form $\mu_{n}=\sum_{i=1}^{n} p_{i,n} \delta_{\theta_i}$, where $(\theta_i)_{1\le i \le n}$ is a sequence of independent and identically distributed random variables…
This paper examines the problem of nonparametric testing for the no-effect of a random covariate (or predictor) on a functional response. This means testing whether the conditional expectation of the response given the covariate is almost…
The normal-normal hierarchical model (NNHM) constitutes a simple and widely used framework for meta-analysis. In the common case of only few studies contributing to the meta-analysis, standard approaches to inference tend to perform poorly,…
This paper presents a model-based method for fusing data from multiple sensors with a hypothesis-test-based component for rejecting potentially faulty or otherwise malign data. Our framework is based on an extension of the classic particle…
We point out necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives for widespread nonparametric tests. Nonparametric sets of alternatives can be defined both in terms of distribution function and…
We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on score functions derived from nearest neighbor graphs on $n$-point nominal data. Anomalies are declared whenever the score of a test…
We introduce a general framework for testing temporal symmetries in time series based on the distribution of ordinal patterns. While previous approaches have focused on specific forms of asymmetry, such as time reversal, our method provides…
We prove a lower bound of $\Omega(n^{1/2 - c})$, for all $c>0$, on the query complexity of (two-sided error) non-adaptive algorithms for testing whether an $n$-variable Boolean function is monotone versus constant-far from monotone. This…
We examine the extent to which sublinear-sample property testing and estimation apply to settings where samples are independently but not identically distributed. Specifically, we consider the following distributional property testing…
In this paper, we propose a novel approach to detect heteroskedasticity in regression models with regressors contaminated by measurement error. Specifically, inspired by the integrated conditional moment (ICM) approach, we construct test…
We investigate distribution testing with access to non-adaptive conditional samples. In the conditional sampling model, the algorithm is given the following access to a distribution: it submits a query set $S$ to an oracle, which returns a…
We introduce new nonparametric predictors for homogeneous pooled data in the context of group testing for rare abnormalities and show that they achieve optimal rates of convergence. In particular, when the level of pooling is moderate, then…
Heteroskedastic errors can lead to inaccurate statistical conclusions if they are not properly handled. We introduce a test for heteroskedasticity for the nonparametric regression model with multiple covariates. It is based on a suitable…
Undetected anomalies in time series can trigger catastrophic failures in safety-critical systems, such as chemical plant explosions or power grid outages. Although many detection methods have been proposed, their performance remains unclear…
The Leggett inequality is a constraint on the bipartite correlation that admits certain types of non-localities. Existing tests mainly focused on the electromagnetic systems where measurement apparatus are assumed to be projective and…
The classic integrated conditional moment test is a promising method for testing regression model misspecification. However, it severely suffers from the curse of dimensionality. To extend it to handle the testing problem for parametric…