Related papers: Property Testing of Joint Distributions using Cond…
This paper proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work. In particular, we consider the correct…
Computing observables from conditioned dynamics is typically computationally hard, because, although obtaining independent samples efficiently from the unconditioned dynamics is usually feasible, generally most of the samples must be…
Testing whether the observed data conforms to a purported model (probability distribution) is a basic and fundamental statistical task, and one that is by now well understood. However, the standard formulation, identity testing, fails to…
A sequential importance sampling algorithm is developed for the distribution that results when a matrix of independent, but not identically distributed, Bernoulli random variables is conditioned on a given sequence of row and column sums.…
Suppose we are given the conditional probability of one variable given some other variables.Normally the full joint distribution over the conditioning variablesis required to determine the probability of the conditioned variable.Under what…
Stratified sampling is a fast and simple method to generate point sets with uniform distribution in hypercubes. However, for the most common paraxial stratfication it has the prominent drawback that the number of sampled points in n…
Understanding the shape of a distribution of data is of interest to people in a great variety of fields, as it may affect the types of algorithms used for that data. We study one such problem in the framework of distribution property…
We study the prevalent problem when a test distribution differs from the training distribution. We consider a setting where our training set consists of a small number of sample domains, but where we have many samples in each domain. Our…
We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution with some loose constraints. We…
We study the problems of identity and closeness testing of $n$-dimensional product distributions. Prior works by Canonne, Diakonikolas, Kane and Stewart (COLT 2017) and Daskalakis and Pan (COLT 2017) have established tight sample complexity…
Unsupervised clustering of feature matrix data is an indispensible technique for exploratory data analysis and quality control of experimental data. However, clusters are difficult to assess for statistical significance in an objective way.…
A class of simultaneous equation models arise in the many domains where observed binary outcomes are themselves a consequence of the existing choices of of one of the agents in the model. These models are gaining increasing interest in the…
Permutation tests are a distribution free way of performing hypothesis tests. These tests rely on the condition that the observed data are exchangeable among the groups being tested under the null hypothesis. This assumption is easily…
This paper introduces a novel goodness-of-fit test technique for parametric conditional distributions. The proposed tests are based on a residual marked empirical process, for which we develop a conditional Principal Component Analysis. The…
The discrepancy between in-distribution (ID) and out-of-distribution (OOD) samples can lead to \textit{distributional vulnerability} in deep neural networks, which can subsequently lead to high-confidence predictions for OOD samples. This…
Machine learning algorithms typically assume that the training and test samples come from the same distributions, i.e., in-distribution. However, in open-world scenarios, streaming big data can be Out-Of-Distribution (OOD), rendering these…
Motivated by the question of data quantization and "binning," we revisit the problem of identity testing of discrete probability distributions. Identity testing (a.k.a. one-sample testing), a fundamental and by now well-understood problem…
Given a finite collection of probability measures defined on subsets of a measurable space, how can we determine if they are compatible, in the sense that they can be realized as conditional distributions of a single probability measure on…
Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…
This paper presents a principled approach for detecting out-of-distribution (OOD) samples in deep neural networks (DNN). Modeling probability distributions on deep features has recently emerged as an effective, yet computationally cheap…