Related papers: Universal Hypothesis Testing with Kernels: Asympto…
In the context of kernel density estimation, we give a characterization of the kernels for which the parametric mean integrated squared error rate $n^{-1}$ may be obtained, where $n$ is the sample size. Also, for the cases where this rate…
Dyadic data is often encountered when quantities of interest are associated with the edges of a network. As such it plays an important role in statistics, econometrics and many other data science disciplines. We consider the problem of…
We consider Bernoulli nonadaptive group testing with $k = \Theta(n^\theta)$ defectives, for $\theta \in (0,1)$. The practical definite defectives (DD) detection algorithm is known to be optimal for $\theta \geq 1/2$. We give a new upper…
This paper derives asymptotic approximations to the power of Cramer-von Mises (CvM) style tests for inference on a finite dimensional parameter defined by conditional moment inequalities in the case where the parameter is set identified.…
We provide a unified framework for independence and mean independence tests based on the Hilbert-Schmidt independence criterion, extending some previous results in the literature to hold in general topological spaces. We also present a…
Bandwidth selection is crucial in the kernel estimation of density level sets. A risk based on the symmetric difference between the estimated and true level sets is usually used to measure their proximity. In this paper we provide an…
This work analyzes the asymptotic performances of fully distributed sequential hypothesis testing procedures as the type-I and type-II error rates approach zero, in the context of a sensor network without a fusion center. In particular, the…
The accuracy and complexity of kernel learning algorithms is determined by the set of kernels over which it is able to optimize. An ideal set of kernels should: admit a linear parameterization (tractability); be dense in the set of all…
Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional condition on its rate of increase compared to the sample size. On the…
Sliced Stein discrepancy (SSD) and its kernelized variants have demonstrated promising successes in goodness-of-fit tests and model learning in high dimensions. Despite their theoretical elegance, their empirical performance depends…
Complex data are often represented as a graph, which in turn can often be viewed as a realisation of a random graph, such as an inhomogeneous random graph model (IRG). For general fast goodness-of-fit tests in high dimensions, kernelised…
The kernel truncation method (KTM) is a commonly-used algorithm to compute the convolution-type nonlocal potential $\Phi(x)=(U\ast \rho)(x), ~x \in {\mathbb R^d}$, where the convolution kernel $U(x)$ might be singular at the origin and/or…
We consider the classical sequential binary hypothesis testing problem in which there are two hypotheses governed respectively by distributions $P_0$ and $P_1$ and we would like to decide which hypothesis is true using a sequential test. It…
In this work, we revisit the one- and two-sample testing problems: binary hypothesis testing in which one or both distributions are unknown. For the one-sample test, we provide a more streamlined proof of the asymptotic optimality of…
This paper provides new uniform rate results for kernel estimators of absolutely regular stationary processes that are uniform in the bandwidth and in infinite-dimensional classes of dependent variables and regressors. Our results are…
In this article, we study nonparametric inference problems in the context of multivariate or functional time series, including testing for goodness-of-fit, the presence of a change point in the marginal distribution, and the independence of…
Learning the true density in high-dimensional feature spaces is a well-known problem in machine learning. In this work, we consider generative autoencoders based on maximum-mean discrepancy (MMD) and provide theoretical insights. In…
We consider goodness-of-fit tests with i.i.d. samples generated from a categorical distribution $(p_1,...,p_k)$. For a given $(q_1,...,q_k)$, we test the null hypothesis whether $p_j=q_{\pi(j)}$ for some label permutation $\pi$. The…
We here propose a machine learning approach for monitoring particle detectors in real-time. The goal is to assess the compatibility of incoming experimental data with a reference dataset, characterising the data behaviour under normal…
The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…