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We propose a robust methodology to evaluate the performance and computational efficiency of non-parametric two-sample tests, specifically designed for high-dimensional generative models in scientific applications such as in particle…

Machine Learning · Statistics 2024-09-26 Samuele Grossi , Marco Letizia , Riccardo Torre

We present the results of a large number of simulation studies regarding the power of various non-parametric two-sample tests for multivariate data. This includes both continuous and discrete data. In general no single method can be relied…

Methodology · Statistics 2025-07-23 Wolfgang Rolke

Nonparametric tests for equality of multivariate distributions are frequently desired in research. It is commonly required that test-procedures based on relatively small samples of vectors accurately control the corresponding Type I Error…

Methodology · Statistics 2021-01-14 Ablert Vexler , Gregory Gurevich , Li Zou

The energy test method is a multi-dimensional test of whether two samples are consistent with arising from the same underlying population, through the calculation of a single test statistic (called the $T$-value). The method has recently…

Data Analysis, Statistics and Probability · Physics 2018-04-19 W. Barter , C. Burr , C. Parkes

We study a rank based univariate two-sample distribution-free test. The test statistic is the difference between the average of between-group rank distances and the average of within-group rank distances. This test statistic is closely…

Methodology · Statistics 2018-02-28 Jamye Curry , Xin Dang , Hailin Sang

The two-sample test is a fundamental problem in statistics with a wide range of applications. In the realm of high-dimensional data, nonparametric methods have gained prominence due to their flexibility and minimal distributional…

Methodology · Statistics 2024-12-24 Zexi Cai , Wenbo Fei , Doudou Zhou

A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…

Machine Learning · Computer Science 2024-07-01 Weizhi Li , Prad Kadambi , Pouria Saidi , Karthikeyan Natesan Ramamurthy , Gautam Dasarathy , Visar Berisha

Random projections (RP) are a popular tool for reducing dimensionality while preserving local geometry. In many applications the data set to be projected is given to us in advance, yet the current RP techniques do not make use of…

Machine Learning · Computer Science 2019-06-25 Nick Ryder , Zohar Karnin , Edo Liberty

We consider the problem of robustly testing the norm of a high-dimensional sparse signal vector under two different observation models. In the first model, we are given $n$ i.i.d. samples from the distribution…

Information Theory · Computer Science 2022-11-08 Anand Jerry George , Clément L. Canonne

Energy statistics ($\mathcal{\varepsilon}$--statistics) enable powerful non-linear dependence measures such as distance correlation, but their computational burden has limited application to large datasets. We present memory-efficient…

Computation · Statistics 2025-11-06 Michail Tsagris , Manos Papadakis

Two-sample testing is a fundamental problem in statistics, and many famous two-sample tests are designed to be fully non-parametric. These existing methods perform well with location and scale shifts but are less robust when faced with more…

Methodology · Statistics 2021-10-12 Benjamin Brown , Kai Zhang

We propose a framework for analyzing and comparing distributions, allowing us to design statistical tests to determine if two samples are drawn from different distributions. Our test statistic is the largest difference in expectations over…

Machine Learning · Computer Science 2008-05-16 Arthur Gretton , Karsten Borgwardt , Malte J. Rasch , Bernhard Scholkopf , Alexander J. Smola

Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…

Methodology · Statistics 2024-03-28 Hengfang Wang , Jae Kwang Kim , Jeongseop Han , Youngjo Lee

We present randomized distributed algorithms for the maximal independent set problem (MIS) that, while keeping the time complexity nearly matching the best known, reduce the energy complexity substantially. These algorithms work in the…

Data Structures and Algorithms · Computer Science 2023-05-24 Mohsen Ghaffari , Julian Portmann

In this work, we generalize the Cram\'er-von Mises statistic via projection-averaging to obtain a robust test for the multivariate two-sample problem. The proposed test is consistent against all fixed alternatives, robust to heavy-tailed…

Statistics Theory · Mathematics 2019-05-22 Ilmun Kim , Sivaraman Balakrishnan , Larry Wasserman

Trials enroll a large number of subjects in order to attain power, making them expensive and time-consuming. Sample size calculations are often performed with the assumption of an unadjusted analysis, even if the trial analysis plan…

Methodology · Statistics 2021-07-06 Alejandro Schuler

The rise of generative models for scientific research calls for the development of new methods to evaluate their fidelity. A natural framework for addressing this problem is two-sample hypothesis testing, namely the task of determining…

Machine Learning · Statistics 2025-08-05 Samuele Grossi , Marco Letizia , Riccardo Torre

Projection-based testing for mean trajectory differences in two groups of irregularly and sparsely observed functional data has garnered significant attention in the literature because it accommodates a wide spectrum of group differences…

Methodology · Statistics 2023-10-11 Salil Koner , Sheng Luo

A common challenge in nonparametric inference is its high computational complexity when data volume is large. In this paper, we develop computationally efficient nonparametric testing by employing a random projection strategy. In the…

Statistics Theory · Mathematics 2018-02-20 Meimei Liu , Zuofeng Shang , Guang Cheng

In this paper, I propose a general procedure for multivariate distribution-free nonparametric testing derived from the concept of ranks that are based upon measure transportation in the context of multiple change point analysis. I will use…

Other Statistics · Statistics 2021-08-30 Amanda Ng