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We propose a two-sample test for high-dimensional means that requires neither distributional nor correlational assumptions, besides some weak conditions on the moments and tail properties of the elements in the random vectors. This…

Methodology · Statistics 2019-04-17 Kaijie Xue , Fang Yao

In this paper we deal with the problem of testing for the equality of $k$ probability distributions defined on $(\mathcal{X},\mathcal{B})$, where $\mathcal{X}$ is a metric space and $\mathcal{B}$ is the corresponding Borel $\sigma$-field.…

Statistics Theory · Mathematics 2018-12-04 Armando Sosthene Kali Balogoun , Guy Martial Nkiet , Carlos Ogouyandjou

We study the sample complexity of nondeterministically testable graph parameters and improve existing bounds on it by several orders of magnitude. The technique used would be also of independent interest. We also discuss the special case of…

Data Structures and Algorithms · Computer Science 2016-08-05 Marek Karpinski , Roland Markó

Nonparametric two sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is…

Statistics Theory · Mathematics 2015-10-14 Aaditya Ramdas , Nicolas Garcia , Marco Cuturi

Several hypothesis testing methods have been proposed to validate the assumption of isotropy in spatial point patterns. A majority of these methods are characterised by an unknown distribution of the test statistic under the null hypothesis…

Methodology · Statistics 2025-04-09 Jakub J. Pypkowski , Adam M. Sykulski , James S. Martin

We consider the problem of testing whether two finite-dimensional random dot product graphs have generating latent positions that are independently drawn from the same distribution, or distributions that are related via scaling or…

Statistics Theory · Mathematics 2015-11-13 Minh Tang , Avanti Athreya , Daniel L. Sussman , Vince Lyzinski , Carey E. Priebe

Testing equality of two multivariate distributions is a classical problem for which many non-parametric tests have been proposed over the years. Most of the popular two-sample tests, which are asymptotically distribution-free, are based…

Statistics Theory · Mathematics 2019-04-17 Bhaswar B. Bhattacharya

Many high-dimensional hypothesis tests aim to globally examine marginal or low-dimensional features of a high-dimensional joint distribution, such as testing of mean vectors, covariance matrices and regression coefficients. This paper…

Statistics Theory · Mathematics 2020-02-04 Yinqiu He , Gongjun Xu , Chong Wu , Wei Pan

The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

Methodology · Statistics 2016-09-06 Yi-Hui Zhou

We present a general nonparametric approach for testing whether a statistical parameter defined through conditional distributions is constant across the conditioning variables. Such hypotheses arise naturally in problems such as assessing…

Methodology · Statistics 2026-04-23 Albert Osom , Ali Shojaie , Aaron Hudson

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…

Econometrics · Economics 2022-01-19 Ron Mittelhammer , George Judge , Miguel Henry

We address the issue of semiparametric efficiency in the bivariate regression problem with a highly persistent predictor, where the joint distribution of the innovations is regarded an infinite-dimensional nuisance parameter. Using a…

Econometrics · Economics 2020-09-18 Bas Werker , Bo Zhou

Bayesian models offer great flexibility for clustering applications---Bayesian nonparametrics can be used for modeling infinite mixtures, and hierarchical Bayesian models can be utilized for sharing clusters across multiple data sets. For…

Machine Learning · Computer Science 2012-06-15 Brian Kulis , Michael I. Jordan

Statistically equivalent blocks are not frequently considered in the context of nonparametric two-sample hypothesis testing. Despite the limited exposure, this paper shows that a number of classical nonparametric hypothesis tests can be…

Methodology · Statistics 2025-06-11 Chase Holcombe

The paper proves the equivalence of the notions of nondeterministic and deterministic parameter testing for uniform dense hypergraphs of arbitrary order. It generalizes the result previously known only for the case of simple graphs. By a…

Data Structures and Algorithms · Computer Science 2015-03-25 Marek Karpinski , Roland Markó

This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process distributions. The test statistic is of CUSUM type, based on…

Statistics Theory · Mathematics 2011-05-04 Denys Pommeret , Mohamed Boutahar , Badih Ghattas

Heteroskedastic errors can lead to inaccurate statistical conclusions if they are not properly handled. We introduce a test for heteroskedasticity for the nonparametric regression model with multiple covariates. It is based on a suitable…

Methodology · Statistics 2018-02-21 Justin Chown , Ursula U. Müller

Test of independence is of fundamental importance in modern data analysis, with broad applications in variable selection, graphical models, and causal inference. When the data is high dimensional and the potential dependence signal is…

Methodology · Statistics 2023-06-13 Zhanrui Cai , Jing Lei , Kathryn Roeder

Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature,…

Methodology · Statistics 2019-11-19 Ilmun Kim , Ann B. Lee , Jing Lei

We propose a class of kernel-based two-sample tests, which aim to determine whether two sets of samples are drawn from the same distribution. Our tests are constructed from kernels parameterized by deep neural nets, trained to maximize test…

Machine Learning · Statistics 2021-01-15 Feng Liu , Wenkai Xu , Jie Lu , Guangquan Zhang , Arthur Gretton , Danica J. Sutherland