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We study the problem of active nonparametric sequential two-sample testing over multiple heterogeneous data sources. In each time slot, a decision-maker adaptively selects one of $K$ data sources and receives a paired sample generated from…

Statistics Theory · Mathematics 2025-12-30 Chia-Yu Hsu , Shubhanshu Shekhar

This paper presents a Bayesian framework for assessing the adequacy of a model without the necessity of explicitly enumerating a specific alternate model. A test statistic is developed for tracking the performance of the model across…

Artificial Intelligence · Computer Science 2013-03-25 Kathryn Blackmond Laskey

In this paper, we study change-point testing for high-dimensional linear models, an important problem that has not been well explored in the literature. Specifically, we propose a quadratic-form cumulative sum (CUSUM) statistic to test the…

Statistics Theory · Mathematics 2024-10-23 Zifeng Zhao , Xiaokai Luo , Zongge Liu , Daren Wang

We consider the change point testing problem for high-dimensional time series. Unlike conventional approaches, where one tests whether the difference $\delta$ of the mean vectors before and after the change point is equal to zero, we argue…

Statistics Theory · Mathematics 2025-09-01 Pascal Quanz , Holger Dette

This paper proposes a novel two-step strategy for testing the goodness-of-fit of parametric regression models in ultra-high dimensional sparse settings, where the predictor dimension far exceeds the sample size. This regime usually renders…

Methodology · Statistics 2025-12-30 Falong Tan , Jie Liu , Heng Peng , Lixing Zhu

Inverse normal transformations applied to the partially overlapping samples t-tests by Derrick et.al. (2017) are considered for their Type I error robustness and power. The inverse normal transformation solutions proposed in this paper are…

Computation · Statistics 2017-08-02 Ben Derrick , Paul White , Deirdre Toher

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Optimization and Control · Mathematics 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero

Two-sample hypothesis testing for network comparison presents many significant challenges, including: leveraging repeated network observations and known node registration, but without requiring them to operate; relaxing strong structural…

Methodology · Statistics 2024-02-05 Meijia Shao , Dong Xia , Yuan Zhang , Qiong Wu , Shuo Chen

Classical semiparametric inference with missing outcome data is not robust to contamination of the observed data and a single observation can have arbitrarily large influence on estimation of a parameter of interest. This sensitivity is…

Methodology · Statistics 2021-03-02 Eva Cantoni , Xavier de Luna

Overparametrization has become a de facto standard in machine learning. Despite numerous efforts, our understanding of how and where overparametrization helps model accuracy and robustness is still limited. To this end, here we conduct an…

Machine Learning · Computer Science 2022-02-22 Ali Borji

We address the issue of semiparametric efficiency in the bivariate regression problem with a highly persistent predictor, where the joint distribution of the innovations is regarded an infinite-dimensional nuisance parameter. Using a…

Econometrics · Economics 2020-09-18 Bas Werker , Bo Zhou

This paper aims to provide a thorough study on the effectiveness of the transformation-based ensemble defence for image classification and its reasons. It has been empirically shown that they can enhance the robustness against evasion…

Machine Learning · Computer Science 2020-10-09 Chang Liao , Yao Cheng , Chengfang Fang , Jie Shi

We study a variant of the simple hypothesis testing problem where observed samples do not necessarily come from either of the specified distributions, but rather from a close variant of them. In this setting, we require a test that is…

Statistics Theory · Mathematics 2026-04-21 Eeshan Modak , Sivaraman Balakrishnan , Ananda Theertha Suresh

A model-assisted semiparametric method of estimating finite population totals is investigated to improve the precision of survey estimators by incorporating multivariate auxiliary information. The proposed superpopulation model is a…

Methodology · Statistics 2019-03-19 Lily Wang

In the classical contamination models, such as the gross-error (Huber and Tukey contamination model or Case-wise Contamination), observations are considered as the units to be identified as outliers or not. This model is very useful when…

Statistics Theory · Mathematics 2021-03-11 Giovanni Saraceno , Claudio Agostinelli

We consider the non-parametric Poisson regression problem where the integer valued response $Y$ is the realization of a Poisson random variable with parameter $\lambda(X)$. The aim is to estimate the functional parameter $\lambda$ from…

Statistics Theory · Mathematics 2018-05-14 Martin Kroll

Due to the broad applications of elliptical models, there is a long line of research on goodness-of-fit tests for empirically validating them. However, the existing literature on this topic is generally confined to low-dimensional settings,…

Statistics Theory · Mathematics 2025-03-04 Siyao Wang , Miles E. Lopes

A new method, with an application program in Matlab code, is proposed for testing item performance models on empirical databases. This method uses data intraclass correlation statistics as expected correlations to which one compares simple…

Hypothesis testing is a statistical inference approach used to determine whether data supports a specific hypothesis. An important type is the two-sample test, which evaluates whether two sets of data points are from identical…

Machine Learning · Computer Science 2025-01-08 Weizhi Li , Visar Berisha , Gautam Dasarathy

We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…

Statistics Theory · Mathematics 2009-08-25 Rui Song , Michael R. Kosorok , Jason P. Fine
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