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The main goal is to develop and, consequently, compare stochastic methods for detection whether a structural change in panel data occurred at some unknown time or not. Panel data of our interest consist of a moderate or relatively large…

Methodology · Statistics 2016-08-22 Barbora Peštová , Michal Pešta

In many applied sciences a popular analysis strategy for high-dimensional data is to fit many multivariate generalized linear models in parallel. This paper presents a novel approach to address the resulting multiple testing problem by…

Statistics Theory · Mathematics 2024-10-07 Riccardo De Santis , Jelle J. Goeman , Samuel Davenport , Jesse Hemerik , Livio Finos

Two-sample hypothesis testing is a fundamental problem with various applications, which faces new challenges in the high-dimensional context. To mitigate the issue of the curse of dimensionality, high-dimensional data are typically assumed…

Methodology · Statistics 2026-04-06 Jiaqi Gu , Ruoxu Tan , Guosheng Yin

In this paper we propose the use of $\phi$-divergences as test statistics to verify simple hypotheses about a one-dimensional parametric diffusion process $\de X_t = b(X_t, \theta)\de t + \sigma(X_t, \theta)\de W_t$, from discrete…

Statistics Theory · Mathematics 2008-08-22 Alessandro De Gregorio , Stefano Iacus

The methods of Information geometry have been glowing up to develop various subjects of theoretical physics, including quantum information systems. The present article has two purposes. The first one is to develop general theory of…

Differential Geometry · Mathematics 2024-08-06 Jun-ichi Inoguchi , Yu Ohno

Various metrics for comparing diffusion tensors have been recently proposed in the literature. We consider a broad family of metrics which is indexed by a single power parameter. A likelihood-based procedure is developed for choosing the…

Methodology · Statistics 2010-09-17 Ian L. Dryden , Xavier Pennec , Jean-Marc Peyrat

Diffusion models excel in content generation by implicitly learning the data manifold, yet they lack a practical method to leverage this manifold - unlike other deep generative models equipped with latent spaces. This paper introduces a…

Computer Vision and Pattern Recognition · Computer Science 2025-04-30 Shinnosuke Saito , Takashi Matsubara

Nonparametric estimation of a mixing distribution based on data coming from a mixture model is a challenging problem. Beyond estimation, there is interest in uncertainty quantification, e.g., confidence intervals for features of the mixing…

Methodology · Statistics 2019-06-14 Vaidehi Dixit , Ryan Martin

Learning the distribution of data on Riemannian manifolds is crucial for modeling data from non-Euclidean space, which is required by many applications in diverse scientific fields. Yet, existing generative models on manifolds suffer from…

Machine Learning · Computer Science 2024-06-04 Jaehyeong Jo , Sung Ju Hwang

Assessment of multimedia quality relies heavily on subjective assessment, and is typically done by human subjects in the form of preferences or continuous ratings. Such data is crucial for analysis of different multimedia processing…

Multimedia · Computer Science 2018-01-26 Manish Narwaria , Lukas Krasula , Patrick Le Callet

This article presents a new spectral analysis approach for dispersion error and a methodology to numerically evaluate it. In practice, this new analysis allows the numerical study of dispersion errors on all types of mesh and for multiple…

Computational Physics · Physics 2019-09-18 J. Ruano , A. Baez Vidal , F. X. Trias , J. Rigola

Kernel-weighted test statistics have been widely used in a variety of settings including non-stationary regression, inference on propensity score and panel data models. We develop the limit theory for a kernel-based specification test of a…

Econometrics · Economics 2023-05-30 Sid Kankanala , Victoria Zinde-Walsh

The identification of nonlinear dynamics from observations is essential for the alignment of the theoretical ideas and experimental data. The last, in turn, is often corrupted by the side effects and noise of different natures, so…

Machine Learning · Computer Science 2020-06-08 Anna Shalova , Ivan Oseledets

Incorporating permutation equivariance into neural networks has proven to be useful in ensuring that models respect symmetries that exist in data. Symmetric tensors, which naturally appear in statistics, machine learning, and graph theory,…

Machine Learning · Computer Science 2025-05-26 Edward Pearce-Crump

Cook's [J. Roy. Statist. Soc. Ser. B 48 (1986) 133--169] local influence approach based on normal curvature is an important diagnostic tool for assessing local influence of minor perturbations to a statistical model. However, no rigorous…

Statistics Theory · Mathematics 2008-12-18 Hongtu Zhu , Joseph G. Ibrahim , Sikyum Lee , Heping Zhang

Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature,…

Methodology · Statistics 2019-11-19 Ilmun Kim , Ann B. Lee , Jing Lei

In this work, tests of symmetry for bivariate copulas are introduced and studied using empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a multiplier bootstrap…

Methodology · Statistics 2024-05-14 Guanjie Lyu , Mohamed Belalia

We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…

Econometrics · Economics 2025-02-05 David M. Ritzwoller , Joseph P. Romano , Azeem M. Shaikh

Biometric recognition is used across a variety of applications from cyber security to border security. Recent research has focused on ensuring biometric performance (false negatives and false positives) is fair across demographic groups.…

Methodology · Statistics 2022-08-24 Michael Schuckers , Sandip Purnapatra , Kaniz Fatima , Daqing Hou , Stephanie Schuckers

Generalizations to the permutation test are introduced to allow for situations in which the null model is not exchangeable. It is shown that the generalized permutation tests are exact, and a partial converse: that any test function that is…

Methodology · Statistics 2018-09-03 Jeffrey Roach , William Valdar