Related papers: A Stream-Suitable Kolmogorov-Smirnov-Type Test for…
Kolmogorov-Smirnov (K-S) test-a non-parametric method to measure the goodness of fit, is applied for automatic modulation classification (AMC) in this paper. The basic procedure involves computing the empirical cumulative distribution…
We consider the goodness of fit testing problem for stochastic differential equation with small diffiusion coefficient. The basic hypothesis is always simple and it is described by the known trend coefficient. We propose several tests of…
We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…
We revisit the Kolmogorov-Smirnov and Cram\'er-von Mises goodness-of-fit (GoF) tests and propose a generalisation to identically distributed, but dependent univariate random variables. We show that the dependence leads to a reduction of the…
Recently there have been many research efforts in developing generative models for self-exciting point processes, partly due to their broad applicability for real-world applications. However, rarely can we quantify how well the generative…
Goodness-of-fit (GoF) tests are a fundamental component of statistical practice, essential for checking model assumptions and testing scientific hypotheses. Despite their widespread use, popular GoF tests exhibit surprisingly low…
We present a review of several results concerning the construction of the Cramer-von Mises and Kolmogorov-Smirnov type goodness-of-fit tests for continuous time processes. As the models we take a stochastic differential equation with small…
Gene Set Enrichment Analysis (GSEA) is a basic tool for genomic data treatment. From a statistical point of view, the centering of its test statistic does not allow the derivation of asymptotic results. A test statistic with a different…
Goodness-of-fit tests gauge whether a given set of observations is consistent (up to expected random fluctuations) with arising as independent and identically distributed (i.i.d.) draws from a user-specified probability distribution known…
The two-sample Kolmogorov-Smirnov test is a widely used statistical test for detecting whether two samples are likely to come from the same distribution. Implementations typically recur on an article of Hodges from 1957. The advances in…
Despite their successful application to a variety of tasks, neural networks remain limited, like other machine learning methods, by their sensitivity to shifts in the data: their performance can be severely impacted by differences in…
Kolmogorov-Smirnov (KS) tests rely on the convergence to zero of the KS-distance $d(F_n,G)$ in the one sample case, and of $d(F_n,G_m)$ in the two sample case. In each case the assumption (the null hypothesis) is that $F=G$, and so…
In this work, we consider the problem of goodness-of-fit (GoF) testing for parametric models. This testing problem involves a composite null hypothesis, due to the unknown values of the model parameters. In some special cases, co-sufficient…
Most signal processing and statistical applications heavily rely on specific data distribution models. The Gaussian distributions, although being the most common choice, are inadequate in most real world scenarios as they fail to account…
The cumulative distribution and quantile functions for the one-sided one sample Kolmogorov-Smirnov probability distributions are used for goodness-of-fit testing. While the Smirnov-Birnbaum-Tingey formula for the CDF appears straight…
Non-parametric goodness-of-fit testing procedures based on kernel Stein discrepancies (KSD) are promising approaches to validate general unnormalised distributions in various scenarios. Existing works focused on studying kernel choices to…
The posterior predictive $p$-value (ppp) is widely used in Bayesian model evaluation. However, due to double use of the data, the ppp may not be a valid $p$-value even in large samples: The asymptotic null distribution of the ppp can be…
The digital era has seen a marked increase in financial fraud. edge ML emerged as a promising solution for smartphone payment services fraud detection, enabling the deployment of ML models directly on edge devices. This approach enables a…
A new model-free screening method called the fused Kolmogorov filter is proposed for high-dimensional data analysis. This new method is fully nonparametric and can work with many types of covariates and response variables, including…
A classic inferential statistical problem is the goodness-of-fit (GOF) test. Such a test can be challenging when the hypothesized parametric model has an intractable likelihood and its distributional form is not available. Bayesian methods…