Related papers: Interpretable Distribution Features with Maximum T…
As the most fundamental problem in statistics, robust location estimation has many prominent solutions, such as the trimmed mean, Winsorized mean, Hodges Lehmann estimator, Huber M estimator, and median of means. Recent studies suggest that…
Many statistical estimands of interest (e.g., in regression or causality) are functions of the joint distribution of multiple random variables. But in some applications, data is not available that measures all random variables on each…
We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…
Ratios of universal enumerable semimeasures corresponding to hypotheses are investigated as a solution for statistical composite hypotheses testing if an unbounded amount of computation time can be assumed. Influence testing for discrete…
Rare properties remain a challenge for statistical model checking (SMC) due to the quadratic scaling of variance with rarity. We address this with a variance reduction framework based on lightweight importance splitting observers. These…
Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RKHSs), to compare…
Many scientific applications involve testing theories that are only partially specified. This task often amounts to testing the goodness-of-fit of a candidate distribution while allowing for reasonable deviations from it. The tolerant…
We propose and analyze estimators for statistical functionals of one or more distributions under nonparametric assumptions. Our estimators are based on the theory of influence functions, which appear in the semiparametric statistics…
Binomial data with unknown sizes often appear in biological and medical sciences and are usually overdispersed. All previous methods used parametric models and only considered overdispersion due to the variation of sizes. The proposed…
Estimation frameworks for statistical inference are preferred to hypothesis testing when quantifying uncertainty and precise estimation are more valuable than binary decisions about statistical significance. Study design for…
Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…
Permutation tests are widely used in statistics, providing a finite-sample guarantee on the type I error rate whenever the distribution of the samples under the null hypothesis is invariant to some rearrangement. Despite its increasing…
The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…
This paper begins with a description of methods for estimating image probability density functions that reflects the observation that such data is usually constrained to lie in restricted regions of the high-dimensional image space-not…
Despite widespread success in language understanding and generation, large language models (LLMs) exhibit unclear and often inconsistent behavior when faced with tasks that require probabilistic reasoning. In this work, we present the first…
The Gumbel-Softmax probability distribution allows learning discrete tokens in generative learning, while the Gumbel-Argmax probability distribution is useful in learning discrete structures in discriminative learning. Despite the efforts…
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…
We initiate the rigorous study of classification in semimetric spaces, which are point sets with a distance function that is non-negative and symmetric, but need not satisfy the triangle inequality. For metric spaces, the doubling dimension…
We present a novel family of nonparametric omnibus tests of the hypothesis that two unknown but estimable functions are equal in distribution when applied to the observed data structure. We developed these tests, which represent a…
Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of…