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Related papers: Nonparametric Bayesian testing for monotonicity

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Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries…

Statistics Theory · Mathematics 2007-06-13 Jean-François Angers , Peter T. Kim

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

We consider a Bayesian method for simultaneous quantile regression on a real variable. By monotone transformation, we can make both the response variable and the predictor variable take values in the unit interval. A representation of…

Methodology · Statistics 2018-11-08 Priyam Das , Subhashis Ghoshal

In shape-constrained nonparametric inference, it is often necessary to perform preliminary tests to verify whether a probability mass function (p.m.f.) satisfies qualitative constraints such as monotonicity, convexity, or in general…

Statistics Theory · Mathematics 2025-12-23 Fadoua Balabdaoui , Antonio Di Noia

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

The theory of testing statistical functionals is developed for non-parametric two-sample problems. For differentiable real-valued statistical functionals, some tests for the one-sided and two-sided cases are proposed and studied. The…

Statistics Theory · Mathematics 2025-07-14 Vladimir Ostrovski

We consider monotonic, multiple regression for a set of contiguous regions (lattice data). The regression functions permissibly vary between regions and exhibit geographical structure. We develop new Bayesian non-parametric methodology…

Methodology · Statistics 2019-04-16 Christian Rohrbeck , Deborah Costain , Arnoldo Frigessi

This paper considers Bayesian multiple testing under sparsity for polynomial-tailed distributions satisfying a monotone likelihood ratio property. Included in this class of distributions are the Student's t, the Pareto, and many other…

Statistics Theory · Mathematics 2016-07-29 Xueying Tang , Ke Li , Malay Ghosh

Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…

Probability · Mathematics 2017-08-01 Davide Gabrielli , Ida Germana Minelli

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…

Computational Complexity · Computer Science 2014-12-19 Xi Chen , Anindya De , Rocco A. Servedio , Li-Yang Tan

The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…

Functional Analysis · Mathematics 2021-04-21 Uwe Franz

In this paper, we propose novel, fully Bayesian non-parametric tests for one-sample and two-sample multivariate location problems. We model the underlying distribution using a Dirichlet process prior, and develop a testing procedure based…

Statistics Theory · Mathematics 2021-08-03 Indrabati Bhattacharya , Subhashis Ghosal

We apply Bayesian statistics to the estimation of correlation functions. We give the probability distributions of auto- and cross-correlations as functions of the data. Our procedure uses the measured data optimally and informs about the…

Data Analysis, Statistics and Probability · Physics 2022-12-27 Angel Gutierrez-Rubio , Juan S. Rojas-Arias , Jun Yoneda , Seigo Tarucha , Daniel Loss , Peter Stano

Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics…

Machine Learning · Computer Science 2016-04-01 Ian Dewancker , Michael McCourt , Scott Clark , Patrick Hayes , Alexandra Johnson , George Ke

This paper provides tests for detecting sample selection in nonparametric conditional quantile functions. The first test is an omitted predictor test with the propensity score as the omitted variable. As with any omnibus test, in the case…

Econometrics · Economics 2021-01-08 Valentina Corradi , Daniel Gutknecht

We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers.…

Statistics Theory · Mathematics 2007-06-13 Marcus Hutter

We give a $\mathrm{poly}(\log n, 1/\epsilon)$-query adaptive algorithm for testing whether an unknown Boolean function $f: \{-1,1\}^n \to \{-1,1\}$, which is promised to be a halfspace, is monotone versus $\epsilon$-far from monotone. Since…

Computational Complexity · Computer Science 2017-06-20 Xi Chen , Rocco A. Servedio , Li-Yang Tan , Erik Waingarten

Most existing methods for testing equality of means of functional data from multiple populations rely on assumptions of equal covariance and/or Gaussianity. In this work we provide a new testing method based on a statistic that is…

Methodology · Statistics 2025-09-30 Chuang Xu , Andrew T. A. Wood , Yanrong Yang

We consider heteroscedastic nonparametric regression models, when both the mean function and variance function are unknown and to be estimated with nonparametric approaches. We derive convergence rates of posterior distributions for this…

Statistics Theory · Mathematics 2010-10-07 Yuao Hu