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In this paper we propose a new test of heteroscedasticity for parametric regression models and partial linear regression models in high dimensional settings. When the dimension of covariates is large, existing tests of heteroscedasticity…

Methodology · Statistics 2018-08-09 Falong Tan , Xuejun Jiang , Xu Guo , Lixing Zhu

This paper addresses the behaviour of a classical multi-antenna GLRT test that allows to detect the presence of a known signal corrupted by a multi-path propagation channel and by an additive white Gaussian noise with unknown spatial…

Information Theory · Computer Science 2015-10-28 Sonja Hiltunen , Philippe Loubaton , Pascal Chevalier

We propose a novel technique to boost the power of testing a high-dimensional vector $H:\btheta=0$ against sparse alternatives where the null hypothesis is violated only by a couple of components. Existing tests based on quadratic forms…

Methodology · Statistics 2014-08-19 Jianqing Fan , Yuan Liao , Jiawei Yao

We introduce a noise-aware extension to the parametric maximum-likelihood framework for component separation by modeling correlated $1/f^\alpha$ noise as a harmonic-space power law. This approach addresses a key limitation of existing…

Cosmology and Nongalactic Astrophysics · Physics 2025-11-07 Goureesankar Sathyanathan , Josquin Errard , Soumen Basak

We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…

Machine Learning · Statistics 2015-03-19 Tianqi Zhao , Mladen Kolar , Han Liu

How does one find dimensions in multivariate data that are reliably expressed across repetitions? For example, in a brain imaging study one may want to identify combinations of neural signals that are reliably expressed across multiple…

Machine Learning · Statistics 2022-12-05 Lucas C. Parra , Stefan Haufe , Jacek P. Dmochowski

The drastic increase of data quantity often brings the severe decrease of data quality, such as incorrect label annotations, which poses a great challenge for robustly training Deep Neural Networks (DNNs). Existing learning \mbox{methods}…

Machine Learning · Computer Science 2022-03-18 Qizhou Wang , Bo Han , Tongliang Liu , Gang Niu , Jian Yang , Chen Gong

Cross-correlation is an established tool to reduce the background in resistance noise measurements. However, the conventional method requires the amplifier, demodulator and digitizer channels to be duplicated, increasing the cost and…

Instrumentation and Detectors · Physics 2026-05-21 Tim Thyzel

In continuation of an earlier study, we explore a Neymann-Pearson hypothesis testing scenario where, under the null hypothesis ($\cal{H}_0$), the received signal is a white noise process $N_t$, which is not Gaussian in general, and under…

Information Theory · Computer Science 2024-05-07 Yossi Marciano , Neri Merhav

We propose a two-sample test for high-dimensional means that requires neither distributional nor correlational assumptions, besides some weak conditions on the moments and tail properties of the elements in the random vectors. This…

Methodology · Statistics 2019-04-17 Kaijie Xue , Fang Yao

The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

Methodology · Statistics 2016-09-06 Yi-Hui Zhou

We consider the task of Gaussian mean testing, that is, of testing whether a high-dimensional vector perturbed by white noise has large magnitude, or is the zero vector. This question, originating from the signal processing community, has…

Statistics Theory · Mathematics 2025-04-08 Clément L. Canonne , Themis Gouleakis , Yuhao Wang , Joy Qiping Yang

To discover intrinsic inter-class transition probabilities underlying data, learning with noise transition has become an important approach for robust deep learning on corrupted labels. Prior methods attempt to achieve such transition…

Machine Learning · Computer Science 2020-06-15 Jun Shu , Qian Zhao , Zongben Xu , Deyu Meng

We investigate the problem of detecting dependencies between the components of a high-dimensional vector. Our approach advances the existing literature in two important respects. First, we consider the problem under privacy constraints.…

Statistics Theory · Mathematics 2026-03-24 Patrick Bastian , Holger Dette , Martin Dunsche

We propose a method for testing whether hierarchically ordered groups of potentially correlated variables are significant for explaining a response in a high-dimensional linear model. In presence of highly correlated variables, as is very…

Statistics Theory · Mathematics 2014-09-04 Jacopo Mandozzi , Peter Bühlmann

This paper considers wide-band spectrum sensing and optimization for cognitive radio (CR) networks with noise variance uncertainty. It is assumed that the considered wide-band contains one or more white sub-bands. Under this assumption, we…

Applications · Statistics 2014-09-16 Tadilo Endeshaw Bogale , Luc Vandendorpe , Long Bao Le

We propose a bootstrap-based test to detect a mean shift in a sequence of high-dimensional observations with unknown time-varying heteroscedasticity. The proposed test builds on the U-statistic based approach in Wang et al. (2022), targets…

Methodology · Statistics 2023-11-17 Teng Wu , Stanislav Volgushev , Xiaofeng Shao

In recent years, data selection has emerged as a core issue for large-scale visual-language model pretraining, especially on noisy web-curated datasets. One widely adopted strategy assigns quality scores such as CLIP similarity for each…

Machine Learning · Computer Science 2024-02-06 Yiping Wang , Yifang Chen , Wendan Yan , Kevin Jamieson , Simon Shaolei Du

We propose a methodology for testing linear hypothesis in high-dimensional linear models. The proposed test does not impose any restriction on the size of the model, i.e. model sparsity or the loading vector representing the hypothesis.…

Methodology · Statistics 2019-07-09 Yinchu Zhu , Jelena Bradic

This paper considers inference in a linear instrumental variable regression model with many potentially weak instruments, in the presence of heterogeneous treatment effects. I first show that existing test procedures, including those that…

Econometrics · Economics 2025-04-24 Luther Yap
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