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Considering a regression model, we address the question of testing the nullity of the regression function. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on…

Statistics Theory · Mathematics 2019-04-08 Thi Thien Trang Bui

We introduce the problem of \emph{entropy equivalence testing} for probability distributions, a relaxation of the well-studied closeness testing problem, where the distribution testing algorithm is now only required to distinguish, given…

Data Structures and Algorithms · Computer Science 2026-05-25 Clément L. Canonne , Yash Pote , Jonathan Scarlett , Joy Qiping Yang

Given $n$ observations from two balanced classes, consider the task of labeling an additional $m$ inputs that are known to all belong to \emph{one} of the two classes. Special cases of this problem are well-known: with complete knowledge of…

Machine Learning · Statistics 2023-11-27 Patrik Róbert Gerber , Tianze Jiang , Yury Polyanskiy , Rui Sun

We study the question of closeness testing for two discrete distributions. More precisely, given samples from two distributions $p$ and $q$ over an $n$-element set, we wish to distinguish whether $p=q$ versus $p$ is at least $\eps$-far from…

Data Structures and Algorithms · Computer Science 2013-08-20 Siu-On Chan , Ilias Diakonikolas , Gregory Valiant , Paul Valiant

The goal of two-sample tests is to assess whether two samples, $S_P \sim P^n$ and $S_Q \sim Q^m$, are drawn from the same distribution. Perhaps intriguingly, one relatively unexplored method to build two-sample tests is the use of binary…

Machine Learning · Statistics 2018-03-14 David Lopez-Paz , Maxime Oquab

Rapid progress in representation learning has led to a proliferation of embedding models, and to associated challenges of model selection and practical application. It is non-trivial to assess a model's generalizability to new, candidate…

Machine Learning · Computer Science 2022-02-18 Leo Betthauser , Urszula Chajewska , Maurice Diesendruck , Rohith Pesala

We focus on the distribution regression problem: regressing to vector-valued outputs from probability measures. Many important machine learning and statistical tasks fit into this framework, including multi-instance learning and point…

Statistics Theory · Mathematics 2016-10-24 Zoltan Szabo , Bharath Sriperumbudur , Barnabas Poczos , Arthur Gretton

The analysis of large-scale datasets, especially in biomedical contexts, frequently involves a principled screening of multiple hypotheses. The celebrated two-group model jointly models the distribution of the test statistics with mixtures…

Methodology · Statistics 2023-03-10 Francesco Denti , Stefano Peluso , Michele Guindani , Antonietta Mira

We study the comparison problem of distribution equality between two random samples under a right censoring scheme. To address this problem, we design a series of tests based on energy distance and kernel mean embeddings. We calibrate our…

Methodology · Statistics 2019-12-10 Marcos Matabuena , Oscar Hernan Madrid Padilla

We propose a framework for hypothesis testing on conditional probability distributions, which we then use to construct statistical tests of functionals of conditional distributions. These tests identify the inputs where the functionals…

Machine Learning · Computer Science 2025-11-03 Pierre-François Massiani , Christian Fiedler , Lukas Haverbeck , Friedrich Solowjow , Sebastian Trimpe

We provide a unifying framework linking two classes of statistics used in two-sample and independence testing: on the one hand, the energy distances and distance covariances from the statistics literature; on the other, distances between…

Machine Learning · Computer Science 2015-03-20 Dino Sejdinovic , Arthur Gretton , Bharath Sriperumbudur , Kenji Fukumizu

Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…

Data Analysis, Statistics and Probability · Physics 2024-08-02 Jeremy J. H. Wilkinson , Christopher G. Lester

We consider the problem of distributed binary hypothesis testing of two sequences that are generated by an i.i.d. doubly-binary symmetric source. Each sequence is observed by a different terminal. The two hypotheses correspond to different…

Information Theory · Computer Science 2018-01-03 Eli Haim , Yuval Kochman

We study the problem of conditional two-sample testing, which aims to determine whether two populations have the same distribution after accounting for confounding factors. This problem commonly arises in various applications, such as…

Machine Learning · Statistics 2026-05-05 Seongchan Lee , Suman Cha , Ilmun Kim

In this article a new family of tests is proposed for the comparison problem of the equality of distribution of two-sample under right censoring scheme. The tests are based on energy distance and kernels mean embedding, are calibrated by…

Statistics Theory · Mathematics 2019-01-04 Marcos Matabuena

Permutation tests date back nearly a century to Fisher's randomized experiments, and remain an immensely popular statistical tool, used for testing hypotheses of independence between variables and other common inferential questions. Much of…

Methodology · Statistics 2022-12-05 Aaditya Ramdas , Rina Foygel Barber , Emmanuel J. Candes , Ryan J. Tibshirani

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…

Econometrics · Economics 2022-01-19 Ron Mittelhammer , George Judge , Miguel Henry

We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…

Statistics Theory · Mathematics 2024-11-08 Natalie Neumeyer , Leonie Selk

We study the problem of testing, using only a single sample, between mean field distributions (like Curie-Weiss, Erd\H{o}s-R\'enyi) and structured Gibbs distributions (like Ising model on sparse graphs and Exponential Random Graphs). Our…

Statistics Theory · Mathematics 2018-05-24 Guy Bresler , Dheeraj Nagaraj

Estimating the probability distribution 'q' governing the behaviour of a certain variable by sampling its value a finite number of times most typically involves an error. Successive measurements allow the construction of a histogram, or…

Statistical Mechanics · Physics 2009-11-07 Ines Samengo
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