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Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…

Applications · Statistics 2020-12-07 Wolfgang Rolke

We study the problem of testing discrete distributions with a focus on the high probability regime. Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and parameters $0< \epsilon, \delta <1$, we…

Data Structures and Algorithms · Computer Science 2020-09-15 Ilias Diakonikolas , Themis Gouleakis , Daniel M. Kane , John Peebles , Eric Price

Modern large-scale kernel-based tests such as maximum mean discrepancy (MMD) and kernelized Stein discrepancy (KSD) optimize kernel hyperparameters on a held-out sample via data splitting to obtain the most powerful test statistics. While…

Machine Learning · Computer Science 2020-10-20 Jonas M. Kübler , Wittawat Jitkrittum , Bernhard Schölkopf , Krikamol Muandet

We introduce a new discrepancy score between two distributions that gives an indication on their similarity. While much research has been done to determine if two samples come from exactly the same distribution, much less research…

Machine Learning · Computer Science 2012-10-16 Maayan Harel , Shie Mannor

Motivated by applications in text mining and discrete distribution inference, we investigate the testing for equality of probability mass functions of $K$ groups of high-dimensional multinomial distributions. A test statistic, which is…

Methodology · Statistics 2023-11-28 T. Tony Cai , Zheng Tracy Ke , Paxton Turner

This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…

Statistics Theory · Mathematics 2009-04-21 N. Balakrishnan , Xingqiu Zhao

Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RKHSs), to compare…

Machine Learning · Computer Science 2013-05-03 Somayeh Danafar , Paola M. V. Rancoita , Tobias Glasmachers , Kevin Whittingstall , Juergen Schmidhuber

We study the following distribution clustering problem: Given a hidden partition of $k$ distributions into two groups, such that the distributions within each group are the same, and the two distributions associated with the two clusters…

Data Structures and Algorithms · Computer Science 2025-12-10 Gunjan Kumar , Yash Pote , Jonathan Scarlett

We present a novel family of nonparametric omnibus tests of the hypothesis that two unknown but estimable functions are equal in distribution when applied to the observed data structure. We developed these tests, which represent a…

Statistics Theory · Mathematics 2017-06-15 Alexander R. Luedtke , Marco Carone , Mark J. van der Laan

Higher criticism is a large-scale testing procedure that can attain the optimal detection boundary for sparse and faint signals. However, there has been a lack of knowledge in most existing works about its asymptotic distribution for more…

Statistics Theory · Mathematics 2025-11-11 Jingkun Qiu

In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null)…

Econometrics · Economics 2025-06-12 Holger Dette , Kathrin Möllenhoff , Dominik Wied

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

We investigate one/two-sample mean tests for high-dimensional compositional data when the number of variables is comparable with the sample size, as commonly encountered in microbiome research. Existing methods mainly focus on max-type test…

Statistics Theory · Mathematics 2024-04-15 Qianqian Jiang , Wenbo Li , Zeng Li

Consider the multiple testing problem of testing k null hypotheses, where the unknown family of distributions is assumed to satisfy a certain monotonicity assumption. Attention is restricted to procedures that control the familywise error…

Statistics Theory · Mathematics 2007-06-13 E. L. Lehmann , Joseph P. Romano , Juliet Popper Shaffer

In this paper, we study the problem of determining $k$ anomalous random variables that have different probability distributions from the rest $(n-k)$ random variables. Instead of sampling each individual random variable separately as in the…

Information Theory · Computer Science 2024-09-09 Myung Cho , Weiyu Xu , Lifeng Lai

The maximum mean discrepancy (MMD) is a kernel-based nonparametric statistic for two-sample testing, whose inferential accuracy depends critically on variance characterization. Existing work provides various finite-sample estimators of the…

Machine Learning · Statistics 2026-02-05 Shijie Zhong , Yikun Yang , Da Gong , Jiangfeng Fu

This paper is devoted to the study of the general linear hypothesis testing (GLHT) problem of multi-sample high-dimensional mean vectors. For the GLHT problem, we introduce a test statistic based on $L^2$-norm and random integration method,…

Statistics Theory · Mathematics 2024-10-22 Mingxiang Cao , Yelong Qiu , Junyong Park

To assess whether there is some signal in a big database, aggregate tests for the global null hypothesis of no effect are routinely applied in practice before more specialized analysis is carried out. Although a plethora of aggregate tests…

Statistics Theory · Mathematics 2024-05-08 Anders Bredahl Kock , David Preinerstorfer

Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…

Statistics Theory · Mathematics 2016-03-02 Lubna Amro , Markus Pauly