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Although the assumption of elliptical symmetry is quite common in multivariate analysis and widespread in a number of applications, the problem of testing the null hypothesis of ellipticity so far has not been addressed in a fully…

Methodology · Statistics 2019-11-20 Sladana Babic , Laetitia Gelbgras , Marc Hallin , Christophe Ley

Two-sided statistical tests and p-values are well defined only when the test statistic in question has a symmetric distribution. A new two-sided p-value called conditional p-value $P_C$ is introduced here. It is closely related to the…

Statistics Theory · Mathematics 2008-10-14 Elena Kulinskaya

Mirror Descent is a popular algorithm, that extends Gradients Descent (GD) beyond the Euclidean geometry. One of its benefits is to enable strong convergence guarantees through smooth-like analyses, even for objectives with exploding or…

Optimization and Control · Mathematics 2024-04-19 Hadrien Hendrikx

We study global inference for regression coefficients in high-dimensional linear models under potentially heavy-tailed errors. While sum-type tests are powerful for dense alternatives and max-type tests excel for sparse alternatives,…

Methodology · Statistics 2026-03-17 Ping Zhao , Liangliang Yuan

This paper proposes a nonparametric test for $m$th-degree inverse stochastic dominance which is a powerful tool for ranking distribution functions according to social welfare. We construct the test based on empirical process theory. The…

Econometrics · Economics 2023-07-18 Hongyi Jiang , Zhenting Sun , Shiyun Hu

Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

Methodology · Statistics 2024-09-05 F. Richard Guo , Rajen D. Shah

The growing prevalence of nonsmooth optimization problems in machine learning has spurred significant interest in generalized smoothness assumptions. Among these, the (L0, L1)-smoothness assumption has emerged as one of the most prominent.…

Optimization and Control · Mathematics 2026-02-24 Zhirayr Tovmasyan , Grigory Malinovsky , Laurent Condat , Peter Richtárik

In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…

Machine Learning · Statistics 2018-05-21 Wenjie Huang

The Model Parameter Randomisation Test (MPRT) is highly recognised in the eXplainable Artificial Intelligence (XAI) community due to its fundamental evaluative criterion: explanations should be sensitive to the parameters of the model they…

Machine Learning · Statistics 2024-05-07 Anna Hedström , Leander Weber , Sebastian Lapuschkin , Marina Höhne

Mixture models are regularly used in density estimation applications, but the problem of estimating the mixing distribution remains a challenge. Nonparametric maximum likelihood produce estimates of the mixing distribution that are…

Computation · Statistics 2019-06-28 Minwoo Chae , Ryan Martin , Stephen G. Walker

Randomized smoothing is currently considered the state-of-the-art method to obtain certifiably robust classifiers. Despite its remarkable performance, the method is associated with various serious problems such as "certified accuracy…

Machine Learning · Computer Science 2024-03-11 Peter Súkeník , Aleksei Kuvshinov , Stephan Günnemann

In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently, it has been shown…

Statistics Theory · Mathematics 2012-11-26 Stefano Favaro , Antonio Lijoi , Igor Prünster

The focus of modern biomedical studies has gradually shifted to explanation and estimation of joint effects of high dimensional predictors on disease risks. Quantifying uncertainty in these estimates may provide valuable insight into…

Methodology · Statistics 2021-03-09 Zhe Fei , Yi Li

Randomized smoothing is the current state-of-the-art method for producing provably robust classifiers. While randomized smoothing typically yields robust $\ell_2$-ball certificates, recent research has generalized provable robustness to…

Machine Learning · Computer Science 2023-09-26 Samuel Pfrommer , Brendon G. Anderson , Somayeh Sojoudi

We consider the problem of detecting sparse heterogeneous mixtures from a nonparametric perspective, and develop distribution-free tests when all effects have the same sign. Specifically, we assume that the null distribution is symmetric…

Statistics Theory · Mathematics 2013-11-18 Ery Arias-Castro , Meng Wang

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…

Methodology · Statistics 2020-01-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

Rank-based inference methods are applied in various disciplines, typically when procedures relying on standard normal theory are not justifiable, for example when data are not symmetrically distributed, contain outliers, or responses are…

Statistics Theory · Mathematics 2018-02-16 Edgar Brunner , Frank Konietschke , Arne C. Bathke , Markus Pauly

In recent years, Bayesian nonparametric statistics has gathered extraordinary attention. Nonetheless, a relatively little amount of work has been expended on Bayesian nonparametric hypothesis testing. In this paper, a novel Bayesian…

Statistics Theory · Mathematics 2015-05-08 Luai Al Labadi , Emad Masuadi , Mahmoud Zarepour

Determining the relevant spatial covariates is one of the most important problems in the analysis of point patterns. Parametric methods may lead to incorrect conclusions, especially when the model of interactions between points is wrong.…

Methodology · Statistics 2022-10-12 Jiří Dvořák , Tomáš Mrkvička

The discrete kernel method was developed to estimate count data distributions, distinguishing discrete associated kernels based on their asymptotic behaviour. This study investigates the class of discrete asymmetric kernels and their…

Methodology · Statistics 2017-02-07 Tristan Senga Kiessé