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The creation of optimal samplers can be a challenging task, especially in the presence of constraints on the support of parameters. One way of mitigating the severity of this challenge is to work with transformed variables, where the…

Methodology · Statistics 2021-10-22 Sharang Chaudhry , Daniel Lautzenheiser , Kaushik Ghosh

In the statistical inference for long range dependent time series the shape of the limit distribution typically depends on unknown parameters. Therefore, we propose to use subsampling. We show the validity of subsampling for general…

Statistics Theory · Mathematics 2016-10-20 Annika Betken , Martin Wendler

Random graphs are statistical models that have many applications, ranging from neuroscience to social network analysis. Of particular interest in some applications is the problem of testing two random graphs for equality of generating…

Methodology · Statistics 2024-01-08 Anton A. Alyakin , Joshua Agterberg , Hayden S. Helm , Carey E. Priebe

A new computationally efficient dependence measure, and an adaptive statistical test of independence, are proposed. The dependence measure is the difference between analytic embeddings of the joint distribution and the product of the…

Machine Learning · Statistics 2016-10-18 Wittawat Jitkrittum , Zoltan Szabo , Arthur Gretton

We propose a general and relatively simple method for the construction of goodness-of-fit tests on the sphere and the hypersphere. The method is based on the characterization of probability distributions via their characteristic function,…

Statistics Theory · Mathematics 2023-05-25 Bruno Ebner , Norbert Henze , Simos Meintanis

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

We introduce a two-stage probabilistic framework for statistical downscaling using unpaired data. Statistical downscaling seeks a probabilistic map to transform low-resolution data from a biased coarse-grained numerical scheme to…

Machine Learning · Computer Science 2023-11-01 Zhong Yi Wan , Ricardo Baptista , Yi-fan Chen , John Anderson , Anudhyan Boral , Fei Sha , Leonardo Zepeda-Núñez

Markov random fields area popular model for high-dimensional probability distributions. Over the years, many mathematical, statistical and algorithmic problems on them have been studied. Until recently, the only known algorithms for…

Machine Learning · Computer Science 2017-06-01 Linus Hamilton , Frederic Koehler , Ankur Moitra

This paper proposes a Bayesian method for estimating the parameters of a normal distribution when only limited summary statistics (sample mean, minimum, maximum, and sample size) are available. To estimate the parameters of a normal…

Methodology · Statistics 2024-11-21 Tomoki Matsumoto

We consider a distributed detection problem where measurements at each sensor follow a general parametric distribution. The network does not have a central processing unit or fusion center (FC). Thus, each node takes some measurements, does…

Signal Processing · Electrical Eng. & Systems 2021-06-08 Juan Maya , Leonardo Rey Vega

In this work, we look at a two-sample problem within the framework of Gaussian graphical models. When the global hypothesis of equality of two distributions is rejected, the interest is usually in localizing the source of difference.…

Methodology · Statistics 2021-11-29 Vera Djordjilović , Monica Chiogna

We provide a distribution-free test that can be used to determine whether any two joint distributions $p$ and $q$ are statistically different by inspection of a large enough set of samples. Following recent efforts from Long et al. [1], we…

Machine Learning · Computer Science 2016-07-26 Francesco Solera , Andrea Palazzi

We consider the problem of learning the structure of ferromagnetic Ising models Markov on sparse Erdos-Renyi random graph. We propose simple local algorithms and analyze their performance in the regime of correlation decay. We prove that an…

Statistics Theory · Mathematics 2015-03-17 Animashree Anandkumar , Vincent Tan , Alan Willsky

We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of contexts in operations research, engineering,…

Methodology · Statistics 2019-09-10 Zdravko I. Botev , Pierre L'Ecuyer

Analyzing the geometry of correlation sets constrained by general causal structures is of paramount importance for foundational and quantum technology research. Addressing this task is generally challenging, prompting the development of…

We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…

Statistics Theory · Mathematics 2019-07-09 Ankit Pensia , Varun Jog , Po-Ling Loh

Rejecting the null hypothesis in two-sample testing is a fundamental tool for scientific discovery. Yet, aside from concluding that two samples do not come from the same probability distribution, it is often of interest to characterize how…

Statistics Theory · Mathematics 2021-09-08 Boris Landa , Rihao Qu , Joseph Chang , Yuval Kluger

We study the basic statistical problem of testing whether normally distributed $n$-dimensional data has been truncated, i.e. altered by only retaining points that lie in some unknown truncation set $S \subseteq \mathbb{R}^n$. As our main…

Data Structures and Algorithms · Computer Science 2024-11-25 Anindya De , Shivam Nadimpalli , Rocco A. Servedio

Many scientific applications involve testing theories that are only partially specified. This task often amounts to testing the goodness-of-fit of a candidate distribution while allowing for reasonable deviations from it. The tolerant…

Statistics Theory · Mathematics 2026-01-28 Lucas Kania , Tudor Manole , Larry Wasserman , Sivaraman Balakrishnan

Scientific modeling applications often require estimating a distribution of parameters consistent with a dataset of observations - an inference task also known as source distribution estimation. This problem can be ill-posed, however, since…

Machine Learning · Computer Science 2024-12-02 Julius Vetter , Guy Moss , Cornelius Schröder , Richard Gao , Jakob H. Macke