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Related papers: Nonparametric Bayesian testing for monotonicity

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Equivalence testing for scalar data has been well addressed in the literature, however, the same cannot be said for functional data. The resultant complexity from maintaining the functional structure of the data, rather than using a scalar…

Applications · Statistics 2015-03-05 Colin B. Fogarty , Dylan S. Small

We propose an algorithm for a family of optimization problems where the objective can be decomposed as a sum of functions with monotonicity properties. The motivating problem is optimization of hyperparameters of machine learning…

Machine Learning · Computer Science 2018-02-20 Wenyi Wang , William J. Welch

This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…

Statistics Theory · Mathematics 2009-04-21 N. Balakrishnan , Xingqiu Zhao

In this paper, we propose a simple and easy-to-implement Bayesian hypothesis test for the presence of an association, described by Kendall's \tau coefficient, between two variables measured on at least an ordinal scale. Owing to the absence…

Methodology · Statistics 2022-09-09 Shen Zhang , Keying Ye , Min Wang

A Bayesian non-parametric framework for studying time-to-event data is proposed, where the prior distribution is allowed to depend on an additional random source, and may update with the sample size. Such scenarios are natural, for…

Methodology · Statistics 2025-05-06 Martin Bladt , Jorge González Cázares

We apply nonparametric Bayesian methods to study the problem of estimating the intensity function of an inhomogeneous Poisson process. We exhibit a prior on intensities which both leads to a computationally feasible method and enjoys…

Statistics Theory · Mathematics 2013-11-28 Eduard Belitser , Paulo Serra , Harry van Zanten

We develop a unifying framework for Bayesian nonparametric regression to study the rates of contraction with respect to the integrated $L_2$-distance without assuming the regression function space to be uniformly bounded. The framework is…

Statistics Theory · Mathematics 2019-04-30 Fangzheng Xie , Wei Jin , Yanxun Xu

This paper describes a framework for flexible multiple hypothesis testing of autoregressive time series. The modeling approach is Bayesian, though a blend of frequentist and Bayesian reasoning is used to evaluate procedures. Nonparametric…

Applications · Statistics 2010-09-30 James G. Scott

We show that for any constant $c>0$, any (two-sided error) adaptive algorithm for testing monotonicity of Boolean functions must have query complexity $\Omega(n^{1/2-c})$. This improves the $\tilde\Omega(n^{1/3})$ lower bound of [CWX17] and…

Computational Complexity · Computer Science 2025-11-10 Mark Chen , Xi Chen , Hao Cui , William Pires , Jonah Stockwell

The goal in function property testing is to determine whether a black-box Boolean function has a certain property or is epsilon-far from having that property. The performance of the algorithm is judged by how many calls need to be made to…

Quantum Physics · Physics 2015-05-28 Mark Hillery , Erika Andersson

Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…

Statistics Theory · Mathematics 2020-12-15 Sheng Jiang , Surya T. Tokdar

The problem of testing hypothesis that a density function has no more than $\mu$ derivatives versus it has more than $\mu$ derivatives is considered. For a solution, the $L^2$ norms of wavelet orthogonal projections on some orthogonal…

Statistics Theory · Mathematics 2018-09-11 Bogdan Ćmiel , Karol Dziedziul , Barbara Wolnik

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…

Statistics Theory · Mathematics 2007-06-13 Serguei Dachian , Yury A. Kutoyants

The simultaneous estimation of multiple unknown parameters lies at heart of a broad class of important problems across science and technology. Currently, the state-of-the-art performance in the such problems is achieved by nonparametric…

Statistics Theory · Mathematics 2023-05-30 Alton Barbehenn , Sihai Dave Zhao

We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…

Statistics Theory · Mathematics 2021-10-27 Siddhartha Chib , Minchul Shin , Anna Simoni

Measures of association play a central role in the social sciences to quantify the strength of a linear relationship between the variables of interest. In many applications researchers can translate scientific expectations to hypotheses…

Methodology · Statistics 2019-04-04 Joris Mulder , John P. T. M. Gelissen

Despite their importance for assessing reliability of predictions, uncertainty quantification (UQ) measures for machine learning models have only recently begun to be rigorously characterized. One prominent issue is the curse of…

Machine Learning · Statistics 2023-07-27 Liam Hodgkinson , Chris van der Heide , Fred Roosta , Michael W. Mahoney

Gaussian graphical models have been used to study intrinsic dependence among several variables, but the Gaussianity assumption may be restrictive in many applications. A nonparanormal graphical model is a semiparametric generalization for…

Methodology · Statistics 2020-05-20 Jami J. Mulgrave , Subhashis Ghosal

We address the issue of lack-of-fit testing for a parametric quantile regression. We propose a simple test that involves one-dimensional kernel smoothing, so that the rate at which it detects local alternatives is independent of the number…

Statistics Theory · Mathematics 2014-06-13 Samuel Maistre , Pascal Lavergne , Valentin Patilea

In the presence of sample selection, Lee's (2009) nonparametric bounds are a popular tool for estimating a treatment effect. However, the Lee bounds rely on the monotonicity assumption, whose empirical validity is sometimes unclear.…

Econometrics · Economics 2025-01-07 Yuta Okamoto