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Real-life data are often non-IID due to complex distributions and interactions, and the sensitivity to the distribution of samples can differ among learning models. Accordingly, a key question for any supervised or unsupervised model is…

Machine Learning · Computer Science 2023-10-03 Zhilin Zhao , Longbing Cao

Independence testing is a fundamental problem in statistical inference: given samples from a joint distribution $p$ over multiple random variables, the goal is to determine whether $p$ is a product distribution or is $\epsilon$-far from all…

Machine Learning · Statistics 2026-03-06 Maryam Aliakbarpour , Alireza Azizi , Ria Stevens

Are two sets of observations drawn from the same distribution? This problem is a two-sample test. Kernel methods lead to many appealing properties. Indeed state-of-the-art approaches use the $L^2$ distance between kernel-based distribution…

Machine Learning · Statistics 2019-10-02 M. Scetbon , G. Varoquaux

Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…

Methodology · Statistics 2024-08-22 Yuwei Ke , Hok Kan Ling , Yanglei Song

The likelihood ratio statistic, with its asymptotic $\chi^2$ distribution at regular model points, is often used for hypothesis testing. At model singularities and boundaries, however, the asymptotic distribution may not be $\chi^2$, as…

Statistics Theory · Mathematics 2018-06-25 Jonathan D. Mitchell , Elizabeth S. Allman , John A. Rhodes

We propose novel methodology for testing equality of model parameters between two high-dimensional populations. The technique is very general and applicable to a wide range of models. The method is based on sample splitting: the data is…

Methodology · Statistics 2013-01-17 Nicolas Städler , Sach Mukherjee

We study the problem of efficiently detecting Out-of-Distribution (OOD) samples at test time in supervised and unsupervised learning contexts. While ML models are typically trained under the assumption that training and test data stem from…

Machine Learning · Computer Science 2024-05-13 Alberto Caron , Chris Hicks , Vasilios Mavroudis

Upper bounds on the Kolmogorov distance (and, equivalently in this case, on the total variation distance) between the Student distribution with p degrees of freedom (SD_p) and the standard normal distribution are obtained. These bounds are…

Statistics Theory · Mathematics 2017-01-17 Iosif Pinelis

Statistical divergences are ubiquitous in machine learning as tools for measuring discrepancy between probability distributions. As these applications inherently rely on approximating distributions from samples, we consider empirical…

Statistics Theory · Mathematics 2020-05-01 Ziv Goldfeld , Kengo Kato

Motivated by the fact that input distributions are often unknown in advance, distribution-free property testing considers a setting where the algorithmic task is to accept functions $f : [n] \to \{0,1\}$ with a certain property P and reject…

Computational Complexity · Computer Science 2024-02-19 Hugo Aaronson , Tom Gur , Ninad Rajgopal , Ron D. Rothblum

One of the most fundamental problems in distribution testing is the identity testing problem: given samples $x_1,\ldots,x_s$, the goal is to determine whether the samples are drawn from a target distribution $\mathcal{D}$. When…

Quantum Physics · Physics 2026-05-15 Bruno Cavalar , Eli Goldin , Matthew Gray , Taiga Hiroka , Min-Hsiu Hsieh , Tomoyuki Morimae

We study hypothesis testing (aka state certification) in the non-identically distributed setting. A recent work (Garg et al. 2023) considered the classical case, in which one is given (independent) samples from $T$ unknown probability…

Quantum Physics · Physics 2025-10-08 Giacomo De Palma , Marco Fanizza , Connor Mowry , Ryan O'Donnell

Total variation distance (TV distance) is a fundamental notion of distance between probability distributions. In this work, we introduce and study the problem of computing the TV distance of two product distributions over the domain…

Data Structures and Algorithms · Computer Science 2023-08-21 Arnab Bhattacharyya , Sutanu Gayen , Kuldeep S. Meel , Dimitrios Myrisiotis , A. Pavan , N. V. Vinodchandran

Collections of probability distributions arise in a variety of applications ranging from user activity pattern analysis to brain connectomics. In practice these distributions can be defined over diverse domain types including finite…

Methodology · Statistics 2023-06-16 Raif Rustamov , Subhabrata Majumdar

In this work we present novel differentially private identity (goodness-of-fit) testers for natural and widely studied classes of multivariate product distributions: Gaussians in $\mathbb{R}^d$ with known covariance and product…

Data Structures and Algorithms · Computer Science 2022-03-07 Clément L. Canonne , Gautam Kamath , Audra McMillan , Jonathan Ullman , Lydia Zakynthinou

When and why representations learned by different deep neural networks are similar is an active research topic. We choose to address these questions from the perspective of identifiability theory, which suggests that a measure of…

Machine Learning · Computer Science 2025-10-20 Beatrix M. G. Nielsen , Emanuele Marconato , Andrea Dittadi , Luigi Gresele

Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated. We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation. The…

Data Analysis, Statistics and Probability · Physics 2008-04-03 Frank C. Porter

We study the problem of mismatched binary hypothesis testing between i.i.d. distributions. We analyze the tradeoff between the pairwise error probability exponents when the actual distributions generating the observation are different from…

Information Theory · Computer Science 2022-04-28 Parham Boroumand , Albert Guillén i Fàbregas

We introduce and study the computational problem of determining statistical similarity between probability distributions. For distributions $P$ and $Q$ over a finite sample space, their statistical similarity is defined as…

Data Structures and Algorithms · Computer Science 2025-06-03 Arnab Bhattacharyya , Sutanu Gayen , Kuldeep S. Meel , Dimitrios Myrisiotis , A. Pavan , N. V. Vinodchandran

A Poisson Binomial distribution over $n$ variables is the distribution of the sum of $n$ independent Bernoullis. We provide a sample near-optimal algorithm for testing whether a distribution $P$ supported on $\{0,...,n\}$ to which we have…

Data Structures and Algorithms · Computer Science 2014-10-15 Jayadev Acharya , Constantinos Daskalakis
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