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Related papers: Optimal Testing for Properties of Distributions

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We consider the sample complexity of learning with adversarial robustness. Most prior theoretical results for this problem have considered a setting where different classes in the data are close together or overlapping. Motivated by some…

Machine Learning · Computer Science 2023-01-19 Robi Bhattacharjee , Somesh Jha , Kamalika Chaudhuri

We initiate the study of hypothesis selection under local differential privacy. Given samples from an unknown probability distribution $p$ and a set of $k$ probability distributions $\mathcal{Q}$, we aim to output, under the constraints of…

Data Structures and Algorithms · Computer Science 2020-06-23 Sivakanth Gopi , Gautam Kamath , Janardhan Kulkarni , Aleksandar Nikolov , Zhiwei Steven Wu , Huanyu Zhang

We study the following fundamental hypothesis testing problem, which we term Gaussian mean testing. Given i.i.d. samples from a distribution $p$ on $\mathbb{R}^d$, the task is to distinguish, with high probability, between the following…

Statistics Theory · Mathematics 2022-10-26 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Statistics Theory · Mathematics 2022-11-15 Loris Michel , Jeffrey Näf , Nicolai Meinshausen

We propose a class of locally and asymptotically optimal tests, based on multivariate ranks and signs for the homogeneity of scatter matrices in $m$ elliptical populations. Contrary to the existing parametric procedures, these tests remain…

Statistics Theory · Mathematics 2008-12-18 Marc Hallin , Davy Paindaveine

The use of continuous probability distributions has been widespread in problems with purely discrete nature. In general, such distributions are not appropriate in this scenario. In this paper, we introduce a class of discrete and asymmetric…

Methodology · Statistics 2020-05-21 Helton Saulo , Roberto Vila , Leonardo Paiva , Narayanaswamy Balakrishnan

We consider the problem of estimating the $L_1$ distance between two discrete probability measures $P$ and $Q$ from empirical data in a nonasymptotic and large alphabet setting. When $Q$ is known and one obtains $n$ samples from $P$, we…

Statistics Theory · Mathematics 2018-06-26 Jiantao Jiao , Yanjun Han , Tsachy Weissman

We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…

Methodology · Statistics 2022-10-27 Philipp Eller , Lolian Shtembari

Methods of performing anomaly detection on high-dimensional data sets are needed, since algorithms which are trained on data are only expected to perform well on data that is similar to the training data. There are theoretical results on…

Machine Learning · Computer Science 2020-11-13 Forrest Laine , Claire Tomlin

We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…

Methodology · Statistics 2021-04-28 Sean van der Merwe

Approximating distributions from their samples is a canonical statistical-learning problem. One of its most powerful and successful modalities approximates every distribution to an $\ell_1$ distance essentially at most a constant times…

Machine Learning · Statistics 2022-06-22 Yi Hao , Ayush Jain , Alon Orlitsky , Vaishakh Ravindrakumar

The object of study is the problem of testing for uniformity of the multinomial distribution. We consider tests based on symmetric statistics, defined as the sum of some function of cell-frequencies. Mainly, attention is focused on the…

Statistics Theory · Mathematics 2022-09-12 Sherzod M. Mirakhmedov

Recent advances in noiseless non-adaptive group testing have led to a precise asymptotic characterization of the number of tests required for high-probability recovery in the sublinear regime $k = n^{\theta}$ (with $\theta \in (0,1)$), with…

Data Structures and Algorithms · Computer Science 2021-12-24 Oliver Gebhard , Max Hahn-Klimroth , Olaf Parczyk , Manuel Penschuck , Maurice Rolvien , Jonathan Scarlett , Nelvin Tan

Recently, there has been significant work studying distribution testing under the Conditional Sampling model. In this model, a query specifies a subset $S$ of the domain, and the output received is a sample drawn from the distribution…

Data Structures and Algorithms · Computer Science 2020-11-05 Shyam Narayanan

We theoretically analyze the problem of testing for $p$-hacking based on distributions of $p$-values across multiple studies. We provide general results for when such distributions have testable restrictions (are non-increasing) under the…

Econometrics · Economics 2022-05-13 Graham Elliott , Nikolay Kudrin , Kaspar Wuthrich

The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence…

Machine Learning · Computer Science 2018-10-30 Yi Hao , Alon Orlitsky , Venkatadheeraj Pichapati

Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…

Statistics Theory · Mathematics 2015-03-17 Piet Groeneboom , Geurt Jongbloed

We study learning of probability distributions characterized by an unknown symmetry direction. Based on an entropic performance measure and the variational method of statistical mechanics we develop exact upper and lower bounds on the…

Disordered Systems and Neural Networks · Physics 2009-11-07 D. Herschkowitz , M. Opper

Many high-dimensional hypothesis tests aim to globally examine marginal or low-dimensional features of a high-dimensional joint distribution, such as testing of mean vectors, covariance matrices and regression coefficients. This paper…

Statistics Theory · Mathematics 2020-02-04 Yinqiu He , Gongjun Xu , Chong Wu , Wei Pan

Detecting test samples drawn sufficiently far away from the training distribution statistically or adversarially is a fundamental requirement for deploying a good classifier in many real-world machine learning applications. However, deep…

Machine Learning · Statistics 2018-10-30 Kimin Lee , Kibok Lee , Honglak Lee , Jinwoo Shin