Related papers: Minimax Lower Bounds for Linear Independence Testi…
The concept of self-testing (or rigidity) refers to the fact that for certain Bell inequalities the maximal violation can be achieved in an essentially unique manner. In this work we present a family of Bell inequalities which are maximally…
Minimum distance is an important parameter of a linear error correcting code. For improved performance of binary Low Density Parity Check (LDPC) codes, we need to have the minimum distance grow fast with n, the codelength. However, the best…
In this paper, we address the problem of testing independence between two high-dimensional random vectors. Our approach involves a series of max-sum tests based on three well-known classes of rank-based correlations. These correlation…
In this paper, we study the detection boundary for minimax hypothesis testing in the context of high-dimensional, sparse binary regression models. Motivated by genetic sequencing association studies for rare variant effects, we investigate…
We consider a linear regression model, with the parameter of interest a specified linear combination of the regression parameter vector. We suppose that, as a first step, a data-based model selection (e.g. by preliminary hypothesis tests or…
We propose a weak-identification-robust test for linear instrumental variable (IV) regressions with high-dimensional instruments, whose number is allowed to exceed the sample size. In addition, our test is robust to general error…
Measuring mutual information from finite data is difficult. Recent work has considered variational methods maximizing a lower bound. In this paper, we prove that serious statistical limitations are inherent to any method of measuring mutual…
We study the minimum number of constraints needed to formulate random instances of the maximum stable set problem via linear programs (LPs), in two distinct models. In the uniform model, the constraints of the LP are not allowed to depend…
We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…
A nonparametric variant of the Kiefer--Weiss problem is proposed and investigated. In analogy to the classical Kiefer--Weiss problem, the objective is to minimize the maximum expected sample size of a sequential test. However, instead of…
The problem tackled in this paper is the determination of sample size for a given level and power in the context of a simple linear regression model. At a technical level, the simple linear regression model is a five-parameter model. It is…
Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce non-parametric test statistics, which are rescaled general…
A variable screening procedure via correlation learning was proposed Fan and Lv (2008) to reduce dimensionality in sparse ultra-high dimensional models. Even when the true model is linear, the marginal regression can be highly nonlinear. To…
We consider ILPs, where each variable corresponds to an integral point within a polytope $\mathcal{P}$, i. e., ILPs of the form $\min\{c^{\top}x\mid \sum_{p\in\mathcal P\cap \mathbb Z^d} x_p p = b, x\in\mathbb Z^{|\mathcal P\cap \mathbb…
Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we study differentially private tests of independence between a categorical and a continuous variable. We take…
The paper deals with the problem of nonparametric estimating the $L_p$--norm, $p\in (1,\infty)$, of a probability density on $R^d$, $d\geq 1$ from independent observations. The unknown density %to be estimated is assumed to belong to a ball…
We consider a testing problem for cross-sectional dependence for high-dimensional panel data, where the number of cross-sectional units is potentially much larger than the number of observations. The cross-sectional dependence is described…
We describe a data-efficient, kernel-based approach to statistical testing of conditional independence. A major challenge of conditional independence testing is to obtain the correct test level (the specified upper bound on the rate of…
A new method to measure nonlinear dependence between two variables is described using mutual information to analyze the separate linear and nonlinear components of dependence. This technique, which gives an exact value for the proportion of…
The aim of this thesis is to find a solution to the non-parametric independence problem in separable metric spaces. Suppose we are given finite collection of samples from an i.i.d. sequence of paired random elements, where each marginal has…