Related papers: Interpoint Distance Based Two Sample Tests in High…
This article deals with the problem of testing conditional independence between two random vectors ${\bf X}$ and ${\bf Y}$ given a confounding random vector ${\bf Z}$. Several authors have considered this problem for multivariate data.…
The paper introduces a new kernel-based Maximum Mean Discrepancy (MMD) statistic for measuring the distance between two distributions given finitely-many multivariate samples. When the distributions are locally low-dimensional, the proposed…
Energy statistics are estimators of the energy distance that depend on the distances between observations. The idea behind energy statistics is to consider a statistical potential energy that would parallel Newton's gravitational potential…
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…
In this paper, we introduce a ${\mathcal L}_2$ type test for testing mutual independence and banded dependence structure for high dimensional data. The test is constructed based on the pairwise distance covariance and it accounts for the…
The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…
In this article, we propose a class of test statistics for a change point in the mean of high-dimensional independent data. Our test integrates the U-statistic based approach in a recent work by \cite{hdcp} and the $L_q$-norm based…
The Maximum Mean Discrepancy (MMD) is a widely used multivariate distance metric for two-sample testing. The standard MMD test statistic has an intractable null distribution typically requiring costly resampling or permutation approaches…
We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…
In this paper, we study distance covariance, Hilbert-Schmidt covariance (aka Hilbert-Schmidt independence criterion [Gretton et al. (2008)]) and related independence tests under the high dimensional scenario. We show that the sample…
We consider testing for two-sample means of high dimensional populations by thresholding. Two tests are investigated, which are designed for better power performance when the two population mean vectors differ only in sparsely populated…
We investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some mild mixing conditions, we establish convergence of the test statistic to an…
In many contemporary statistical and machine learning methods, one needs to optimize an objective function that depends on the discrepancy between two probability distributions. The discrepancy can be referred to as a metric for…
In this paper, we address the problem of two-sample testing in the presence of missing data under a variety of missingness mechanisms. Our focus is on the well-known energy distance-based two-sample test. In addition to the standard…
Size distortion can occur if an asymptotic testing procedure requiring diverging sample sizes, is implemented to data with very small sample sizes. In this paper, we consider one-sample and two-sample tests for mean vectors when data are…
Kernel two-sample tests have been widely used, and the development of efficient methods for high-dimensional, large-scale data is receiving increasing attention in the big data era. However, existing methods, such as the maximum mean…
Are two sets of observations drawn from the same distribution? This problem is a two-sample test. Kernel methods lead to many appealing properties. Indeed state-of-the-art approaches use the $L^2$ distance between kernel-based distribution…
Measures of discrepancy between probability distributions (statistical distance) are widely used in the fields of artificial intelligence and machine learning. We describe how certain measures of statistical distance can be implemented as…
We examine the integrated squared difference, also known as the L2 distance (L2D), between two probability densities. Such a distance metric allows for comparison of differences between pairs of distributions or changes in a distribution…
In change-point analysis, one aims at finding the locations of abrupt distributional changes (if any) in a sequence of multivariate observations. In this article, we propose some nonparametric methods based on averages of pairwise distances…