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Outlier hypothesis testing is studied in a universal setting. Multiple sequences of observations are collected, a small subset of which are outliers. A sequence is considered an outlier if the observations in that sequence are distributed…

Information Theory · Computer Science 2014-04-02 Yun Li , Sirin Nitinawarat , Venugopal V. Veeravalli

Uniformity testing is arguably one of the most fundamental distribution testing problems. Given sample access to an unknown distribution $\mathbf{p}$ on $[n]$, one must decide if $\mathbf{p}$ is uniform or $\varepsilon$-far from uniform (in…

Machine Learning · Statistics 2024-10-16 Sihan Liu , Christopher Ye

Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…

Statistics Theory · Mathematics 2021-08-06 Yanbo Tang , Radu Craiu , Lei Sun

There are many high dimensional function classes that have fast agnostic learning algorithms when assumptions on the distribution of examples can be made, such as Gaussianity or uniformity over the domain. But how can one be confident that…

Machine Learning · Computer Science 2022-11-22 Ronitt Rubinfeld , Arsen Vasilyan

In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…

Statistics Theory · Mathematics 2017-06-28 Jean-Bernard Salomond

In both Tweedie and geometric Tweedie models, the common power parameter $p\notin(0,1)$ works as an automatic distribution selection. It mainly separates two subclasses of semicontinuous ($1<p<2$) and positive continuous ($p\geq 2$)…

Methodology · Statistics 2020-01-30 Rahma Abid , Célestin C. Kokonendji

The paper presents new metrics to quantify and test for (i) the equality of distributions and (ii) the independence between two high-dimensional random vectors. We show that the energy distance based on the usual Euclidean distance cannot…

Methodology · Statistics 2019-10-01 Shubhadeep Chakraborty , Xianyang Zhang

Different questions related with analysis of extreme values and outliers arise frequently in practice. To exclude extremal observations and outliers is not a good decision because they contain important information about the observed…

Methodology · Statistics 2018-01-17 Pavlina K. Jordanova , Monika P. Petkova

In the binary hypothesis testing problem, it is well known that sequentiality in taking samples eradicates the trade-off between two error exponents, yet implementing the optimal test requires the knowledge of the underlying distributions,…

Information Theory · Computer Science 2025-01-07 Ching-Fang Li , I-Hsiang Wang

There is an increasing interest in algorithms to learn invariant correlations across training environments. A big share of the current proposals find theoretical support in the causality literature but, how useful are they in practice? The…

Machine Learning · Computer Science 2021-02-23 Benjamin Aubin , Agnieszka Słowik , Martin Arjovsky , Leon Bottou , David Lopez-Paz

We study the distribution regression problem assuming the distribution of distributions has a doubling measure larger than one. First, we explore the geometry of any distributions that has doubling measure larger than one and build a small…

Machine Learning · Computer Science 2022-03-02 Ilqar Ramazanli

Sampling algorithms play a pivotal role in probabilistic AI. However, verifying if a sampler program indeed samples from the claimed distribution is a notoriously hard problem. Provably correct testers like Barbarik, Teq, Flash, CubeProbe…

Data Structures and Algorithms · Computer Science 2025-12-09 Rishiraj Bhattacharyya , Sourav Chakraborty , Yash Pote , Uddalok Sarkar , Sayantan Sen

The distribution function of a random distance in three dimensions is given and some new three-dimensional d2-tests of randomness are suggested. We show that our test statistics are not correlated with the usual test statistics and are…

Applications · Statistics 2014-02-24 Sergii Koliada

The Huge Object model is a distribution testing model in which we are given access to independent samples from an unknown distribution over the set of strings $\{0,1\}^n$, but are only allowed to query a few bits from the samples. We…

Data Structures and Algorithms · Computer Science 2024-09-18 Tomer Adar , Eldar Fischer , Amit Levi

Maximum Mean Discrepancy (MMD) has been widely used in the areas of machine learning and statistics to quantify the distance between two distributions in the $p$-dimensional Euclidean space. The asymptotic property of the sample MMD has…

Statistics Theory · Mathematics 2023-08-29 Hanjia Gao , Xiaofeng Shao

We consider the task of distinguishing between two different alternative models that can roughly equally explain observed time series data, mainly focusing on the period ambiguity case (aliasing). We propose a test for checking whether the…

Instrumentation and Methods for Astrophysics · Physics 2013-11-28 Roman V. Baluev

We investigate distribution testing with access to non-adaptive conditional samples. In the conditional sampling model, the algorithm is given the following access to a distribution: it submits a query set $S$ to an oracle, which returns a…

Data Structures and Algorithms · Computer Science 2018-11-06 Gautam Kamath , Christos Tzamos

Thanks to its favorable properties, the multivariate normal distribution is still largely employed for modeling phenomena in various scientific fields. However, when the number of components $p$ is of the same asymptotic order as the sample…

Statistics Theory · Mathematics 2022-11-17 Caizhu Huang , Claudia Di Caterina , Nicola Sartori

The Wasserstein distance has emerged as a key metric to quantify distances between probability distributions, with applications in various fields, including machine learning, control theory, decision theory, and biological systems.…

Machine Learning · Computer Science 2026-02-10 Eduardo Figueiredo , Steven Adams , Luca Laurenti

This article inspects whether a multivariate distribution is different from a specified distribution or not, and it also tests the equality of two multivariate distributions. In the course of this study, a graphical tool-kit using…

Methodology · Statistics 2024-08-19 Pratim Guha Niyogi , Subhra Sankar Dhar