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We propose optimal Bayesian two-sample tests for testing equality of high-dimensional mean vectors and covariance matrices between two populations. In many applications including genomics and medical imaging, it is natural to assume that…

Methodology · Statistics 2021-12-07 Kyoungjae Lee , Kisung You , Lizhen Lin

Testing for series correlation among error terms is a basic problem in linear regression model diagnostics. The famous Durbin-Watson test and Durbin's h-test rely on certain model assumptions about the response and regressor variables. The…

Statistics Theory · Mathematics 2019-01-18 Yanqing Yin

Testing differences in mean vectors is a fundamental task in the analysis of high-dimensional compositional data. Existing methods may suffer from low power if the underlying signal pattern is in a situation that does not favor the deployed…

Methodology · Statistics 2025-03-11 Danning Li , Lingzhou Xue , Haoyi Yang , Xiufan Yu

This paper aims to develop an effective model-free inference procedure for high-dimensional data. We first reformulate the hypothesis testing problem via sufficient dimension reduction framework. With the aid of new reformulation, we…

Methodology · Statistics 2022-05-17 Xu Guo , Runze Li , Zhe Zhang , Changliang Zou

Testing for the equality of two high-dimensional distributions is a challenging problem, and this becomes even more challenging when the sample size is small. Over the last few decades, several graph-based two-sample tests have been…

Methodology · Statistics 2019-11-22 Soham Sarkar , Rahul Biswas , Anil K. Ghosh

Statistical inferences for sample correlation matrices are important in high dimensional data analysis. Motivated by this, this paper establishes a new central limit theorem (CLT) for a linear spectral statistic (LSS) of high dimensional…

Statistics Theory · Mathematics 2014-11-04 Jiti Gao , Xiao Han , Guangming Pan , Yanrong Yang

Testing independence among a number of (ultra) high-dimensional random samples is a fundamental and challenging problem. By arranging $n$ identically distributed $p$-dimensional random vectors into a $p \times n$ data matrix, we investigate…

Statistics Theory · Mathematics 2017-03-28 Xi Chen , Weidong Liu

In this paper we consider testing the equality of probability vectors of two independent multinomial distributions in high dimension. The classical chi-square test may have some drawbacks in this case since many of cell counts may be zero…

Statistics Theory · Mathematics 2017-11-16 Amanda Plunkett , Junyong Park

In analyzing high-dimensional models, sparsity of the model parameter is a common but often undesirable assumption. In this paper, we study the following two-sample testing problem: given two samples generated by two high-dimensional linear…

Statistics Theory · Mathematics 2017-08-16 Yinchu Zhu , Jelena Bradic

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

Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…

Methodology · Statistics 2018-05-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

We study the problem of conditional two-sample testing, which aims to determine whether two populations have the same distribution after accounting for confounding factors. This problem commonly arises in various applications, such as…

Machine Learning · Statistics 2026-05-05 Seongchan Lee , Suman Cha , Ilmun Kim

This paper proposes a new statistic to test independence between two high dimensional random vectors ${\mathbf{X}}:p_1\times1$ and ${\mathbf{Y}}:p_2\times1$. The proposed statistic is based on the sum of regularized sample canonical…

Statistics Theory · Mathematics 2015-03-19 Yanrong Yang , Guangming Pan

Testing the equality in distributions of multiple samples is a common task in many fields. However, this problem for high-dimensional or non-Euclidean data has not been well explored. In this paper, we propose new nonparametric tests based…

Methodology · Statistics 2022-05-30 Hoseung Song , Hao Chen

Two-sample hypothesis testing-determining whether two sets of data are drawn from the same distribution-is a fundamental problem in statistics and machine learning with broad scientific applications. In the context of nonparametric testing,…

Machine Learning · Statistics 2026-04-21 Antoine Chatalic , Marco Letizia , Nicolas Schreuder , Lorenzo Rosasco

We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…

Methodology · Statistics 2023-02-24 Xiaoyu Hu , Jing Lei

This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…

Statistics Theory · Mathematics 2019-12-16 Zeng Li , Qinwen Wang , Runze Li

Power-law distributions occur in wide variety of physical, biological, and social phenomena. In this paper, we propose a statistical hypothesis test based on the log-likelihood ratio to assess whether two samples of discrete data are drawn…

Methodology · Statistics 2015-03-03 Alessandro Bessi

Distance covariance is a popular dependence measure for two random vectors $X$ and $Y$ of possibly different dimensions and types. Recent years have witnessed concentrated efforts in the literature to understand the distributional…

Statistics Theory · Mathematics 2024-08-05 Qiyang Han , Yandi Shen

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