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In distributionally robust optimization the probability distribution of the uncertain problem parameters is itself uncertain, and a fictitious adversary, e.g., nature, chooses the worst distribution from within a known ambiguity set. A…

Optimization and Control · Mathematics 2018-05-10 Etienne de Klerk , Daniel Kuhn , Krzysztof Postek

In this paper we develop a novel bootstrap test for the comparison of two multinomial distributions. The two distributions are called {\it equivalent} or {\it similar} if a norm of the difference between the class probabilities is smaller…

Statistics Theory · Mathematics 2023-05-16 Patrick Bastian , Holger Dette , Lukas Koletzko

A nonparametric anomalous hypothesis testing problem is investigated, in which there are totally n sequences with s anomalous sequences to be detected. Each typical sequence contains m independent and identically distributed (i.i.d.)…

Machine Learning · Computer Science 2016-12-15 Shaofeng Zou , Yingbin Liang , H. Vincent Poor , Xinghua Shi

This paper considers a problem of testing, from a finite sample, a topological conjugacy of two dynamical systems $(X,f)$ and $(Y,g)$. More precisely, given $x_1,\ldots, x_n \subset X$ and $y_1,\ldots,y_n \subset Y$ such that $x_{i+1} =…

Dynamical Systems · Mathematics 2024-12-06 Paweł Dłotko , Michał Lipiński , Justyna Signerska-Rynkowska

Learning of continuous exponential family distributions with unbounded support remains an important area of research for both theory and applications in high-dimensional statistics. In recent years, score matching has become a widely used…

Machine Learning · Computer Science 2026-05-15 Devin Smedira , Abhijith Jayakumar , Sidhant Misra , Marc Vuffray , Andrey Y. Lokhov

Estimation of density functions supported on general domains arises when the data is naturally restricted to a proper subset of the real space. This problem is complicated by typically intractable normalizing constants. Score matching…

Methodology · Statistics 2020-09-25 Shiqing Yu , Mathias Drton , Ali Shojaie

This paper considers the problem of testing the maximum in-degree of the Bayes net underlying an unknown probability distribution $P$ over $\{0,1\}^n$, given sample access to $P$. We show that the sample complexity of the problem is…

Machine Learning · Computer Science 2023-04-17 Vipul Arora , Arnab Bhattacharyya , Clément L. Canonne , Joy Qiping Yang

We propose two tests for the equality of covariance matrices between two high-dimensional populations. One test is on the whole variance--covariance matrices, and the other is on off-diagonal sub-matrices, which define the covariance…

Statistics Theory · Mathematics 2012-06-06 Jun Li , Song Xi Chen

We consider the problems of hypothesis testing on a probability measure of independent sample, on solution of ill-posed problem, on deconvolution problem and on Poisson mean measure. For all these setups necessary conditions and sufficient…

Statistics Theory · Mathematics 2013-10-24 Mikhail Ermakov

For a probability distribution $P$ on an at most countable alphabet $\mathcal A$, this article gives finite sample bounds for the expected occupancy counts $\mathbb E K_{n,r}$ and probabilities $\mathbb E M_{n,r}$. Both upper and lower…

Statistics Theory · Mathematics 2016-11-17 Geoffrey Decrouez , Michael Grabchak , Quentin Paris

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…

Econometrics · Economics 2022-04-22 Marinho Bertanha , EunYi Chung

Equivalence testing, a fundamental problem in the field of distribution testing, seeks to infer if two unknown distributions on $[n]$ are the same or far apart in the total variation distance. Conditional sampling has emerged as a powerful…

Data Structures and Algorithms · Computer Science 2024-03-08 Diptarka Chakraborty , Sourav Chakraborty , Gunjan Kumar , Kuldeep S. Meel

The network data has attracted considerable attention in modern statistics. In research on complex network data, one key issue is finding its underlying connection structure given a network sample. The methods that have been proposed in…

Methodology · Statistics 2024-08-09 Kang Fu , Jianwei Hu , Seydou Keita

For a finite poset $P=(X,\prec)$, let $\mathcal{L}_P$ denote the set of linear extensions of $P$. The sorting probability $\delta(P)$ is defined as \[\delta(P) \, := \, \min_{x,y\in X} \, \bigl| \mathbf{P} \, [L(x)\leq L(y) ] \ - \…

Combinatorics · Mathematics 2021-11-30 Swee Hong Chan , Igor Pak , Greta Panova

Probabilities of causation (PoCs), such as the probability of necessity and sufficiency (PNS), are important tools for decision making but are generally not point identifiable. Existing work has derived bounds for these quantities using…

Methodology · Statistics 2026-02-20 Tianyuan Cheng , Ruirui Mao , Judea Pearl , Ang Li

First order stochastic dominance and monotone likelihood ratio are two partial orders on the $n$-probability simplex that play an important role in the establishment of structural results for MDPs and POMDPs. We study the strength of those…

Probability · Mathematics 2020-04-14 Sela Fried

Distributed proofs are mechanisms enabling the nodes of a network to collectivity and efficiently check the correctness of Boolean predicates on the structure of the network, or on data-structures distributed over the nodes (e.g., spanning…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-22 Laurent Feuilloley , Pierre Fraigniaud , Juho Hirvonen , Ami Paz , Mor Perry

We develop here several goodness-of-fit tests for testing the k-monotonicity of a discrete density, based on the empirical distribution of the observations. Our tests are non-parametric, easy to implement and are proved to be asymptotically…

Methodology · Statistics 2017-08-30 Jade Giguelay , Sylvie Huet

The problem of robust binary hypothesis testing is studied. Under both hypotheses, the data-generating distributions are assumed to belong to uncertainty sets constructed through moments; in particular, the sets contain distributions whose…

Statistics Theory · Mathematics 2024-01-09 Akshayaa Magesh , Zhongchang Sun , Venugopal V. Veeravalli , Shaofeng Zou

For a partially ordered set $(S, \mathord\preceq)$, the order (monotone) dimension is the minimum cardinality of total orders (respectively, real-valued order monotone functions) on $S$ that characterize the order $\preceq$. In this paper…

Quantum Physics · Physics 2022-11-11 Yui Kuramochi
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