Related papers: High Dimensional Spatial Rank Test for Two-Sample …
In repeated Measure Designs with multiple groups, the primary purpose is to compare different groups in various aspects. For several reasons, the number of measurements and therefore the dimension of the observation vectors can depend on…
The aim of this Lecture Note is to introduce the Signal Processing (SP) community to a powerful yet still under-utilised tool: the semiparametric statistics. In short, the semiparametric framework allows us to estimate or perform hypothesis…
This article conducts a large dimensional study of a simple yet quite versatile classification model, encompassing at once multi-task and semi-supervised learning, and taking into account uncertain labeling. Using tools from random matrix…
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…
When testing for the mean vector in a high dimensional setting, it is generally assumed that the observations are independently and identically distributed. However if the data are dependent, the existing test procedures fail to preserve…
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…
Hypothesis testing for graphs has been an important tool in applied research fields for more than two decades, and still remains a challenging problem as one often needs to draw inference from few replicates of large graphs. Recent studies…
We consider two hypothesis testing problems for low-rank and high-dimensional tensor signals, namely the tensor signal alignment and tensor signal matching problems. These problems are challenging due to the high dimension of tensors and…
We propose a high dimensional mean test framework for shrinking random variables, where the underlying random variables shrink to zero as the sample size increases. By pooling observations across overlapping subsets of dimensions, we…
Testing mutual independence among multiple random variables is a fundamental problem in statistics, with wide applications in genomics, finance, and neuroscience. In this paper, we propose a new class of tests for high-dimensional mutual…
This paper addresses hypothesis testing for the mean of matrix-valued data in high-dimensional settings. We investigate the minimum discrepancy test, originally proposed by Cragg (1997), which serves as a rank test for lower-dimensional…
In this paper, we study a class of two sample test statistics based on inter-point distances in the high dimensional and low sample size setting. Our test statistics include the well-known energy distance and maximum mean discrepancy with…
This paper deals with the local asymptotic structure, in the sense of Le Cam's asymptotic theory of statistical experiments, of the signal detection problem in high dimension. More precisely, we consider the problem of testing the null…
We propose a two-sample test for high-dimensional means that requires neither distributional nor correlational assumptions, besides some weak conditions on the moments and tail properties of the elements in the random vectors. This…
Precision matrix, which is the inverse of covariance matrix, plays an important role in statistics, as it captures the partial correlation between variables. Testing the equality of two precision matrices in high dimensional setting is a…
In this paper, we introduce an innovative testing procedure for assessing individual hypotheses in high-dimensional linear regression models with measurement errors. This method remains robust even when either the X-model or Y-model is…
Two-sample tests are important areas aiming to determine whether two collections of observations follow the same distribution or not. We propose two-sample tests based on integral probability metric (IPM) for high-dimensional samples…
A spatial-sign based test procedure is proposed for high dimensional white noise test in this paper. We establish the limit null distribution and give the asymptotical relative efficient of our test with respect to the test proposed by Feng…
We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…
The rank envelope test (Myllym\"aki et al., Global envelope tests for spatial processes, arXiv:1307.0239 [stat.ME]) is proposed as a solution to multiple testing problem for Monte Carlo tests. Three different situations are recognized: 1) a…