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Hypothesis testing in the linear regression model is a fundamental statistical problem. We consider linear regression in the high-dimensional regime where the number of parameters exceeds the number of samples ($p> n$). In order to make…

Statistics Theory · Mathematics 2019-09-24 Adel Javanmard , Jason D. Lee

The problem of multiple hypothesis testing arises when there are more than one hypothesis to be tested simultaneously for statistical significance. This is a very common situation in many data mining applications. For instance, assessing…

Machine Learning · Statistics 2009-06-30 Sami Hanhijärvi , Kai Puolamäki , Gemma C. Garriga

We find the asymptotic distribution of the multi-dimensional multi-scale and kernel estimators for high-frequency financial data with microstructure. Sampling times are allowed to be asynchronous and endogenous. In the process, we show that…

Statistics Theory · Mathematics 2014-11-05 Markus Bibinger , Per A. Mykland

We study two-sample variable selection: identifying variables that discriminate between the distributions of two sets of data vectors. Such variables help scientists understand the mechanisms behind dataset discrepancies. Although…

Machine Learning · Statistics 2025-11-06 Kensuke Mitsuzawa , Motonobu Kanagawa , Stefano Bortoli , Margherita Grossi , Paolo Papotti

Recently, it is well recognized that hypothesis testing has deep relations with other topics in quantum information theory as well as in classical information theory. These relations enable us to derive precise evaluation in the…

Quantum Physics · Physics 2017-09-25 Masahito Hayashi

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley

In clinical and neuroscientific studies, systematic differences between two populations of brain networks are investigated in order to characterize mental diseases or processes. Those networks are usually represented as graphs built from…

Machine Learning · Statistics 2015-11-20 Emanuele Olivetti , Sandro Vega-Pons , Paolo Avesani

We introduce a kernel-based two-sample test for comparing probability distributions up to group actions. Our construction yields invariant kernels for locally compact $\sigma$-compact groups and extends classical Haar-based approaches…

Statistics Theory · Mathematics 2026-03-18 Madison Giacofci , Anouar Meynaoui , Alex Podgorny

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 use a suitable version of the so-called "kernel trick" to devise two-sample (homogeneity) tests, especially focussed on high-dimensional and functional data. Our proposal entails a simplification related to the important practical…

Statistics Theory · Mathematics 2024-04-24 Javier Cárcamo , Antonio Cuevas , Luis-Alberto Rodríguez

We extend the use of Classification Without Labels for anomaly detection with a hypothesis test designed to exclude the background-only hypothesis. By testing for statistical independence of the two discriminating dataset regions, we are…

High Energy Physics - Phenomenology · Physics 2023-03-16 Jernej F. Kamenik , Manuel Szewc

We introduce a kernel-based goodness-of-fit test for censored data, where observations may be missing in random time intervals: a common occurrence in clinical trials and industrial life-testing. The test statistic is straightforward to…

Methodology · Statistics 2018-10-11 Tamara Fernández , Arthur Gretton

The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…

Statistics Theory · Mathematics 2018-01-12 Tatsushi Oka , Pierre Perron

The paper concerns inference in the ill-conditioned functional response model, which is a part of functional data analysis. In this regression model, the functional response is modeled using several independent scalar variables. To verify…

Methodology · Statistics 2024-10-07 Łukasz Smaga , Natalia Stefańska

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

Many kinds of data are naturally amenable to being treated as sequences. An example is text data, where a text may be seen as a sequence of words. Another example is clickstream data, where a data instance is a sequence of clicks made by a…

Machine Learning · Computer Science 2019-10-31 Abhishek Ghose

We consider the problem of distributed binary hypothesis testing of two sequences that are generated by an i.i.d. doubly-binary symmetric source. Each sequence is observed by a different terminal. The two hypotheses correspond to different…

Information Theory · Computer Science 2018-01-03 Eli Haim , Yuval Kochman

Hypothesis testing results often rely on simple, yet important assumptions about the behaviour of the distribution of p-values under the null and the alternative. We examine tests for one dimensional parameters of interest that converge to…

Statistics Theory · Mathematics 2021-08-06 Yanbo Tang , Radu Craiu , Lei Sun

This paper proposes a framework for semantic hypothesis testing tailored to imaging inverse problems. Modern imaging methods struggle to support hypothesis testing, a core component of the scientific method that is essential for the…

Machine Learning · Statistics 2025-05-29 Yiming Xi , Konstantinos Zygalakis , Marcelo Pereyra

A common assumption in causal inference from observational data is that there is no hidden confounding. Yet it is, in general, impossible to verify this assumption from a single dataset. Under the assumption of independent causal mechanisms…

Methodology · Statistics 2023-11-07 Rickard K. A. Karlsson , Jesse H. Krijthe