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This paper develops novel conformal methods to test whether a new observation was sampled from the same distribution as a reference set. Blending inductive and transductive conformal inference in an innovative way, the described methods can…

Methodology · Statistics 2022-08-26 Ziyi Liang , Matteo Sesia , Wenguang Sun

We propose novel methodology for testing equality of model parameters between two high-dimensional populations. The technique is very general and applicable to a wide range of models. The method is based on sample splitting: the data is…

Methodology · Statistics 2013-01-17 Nicolas Städler , Sach Mukherjee

We develop a theoretical framework for sample splitting in A/B testing environments, where data for each test are partitioned into two splits to measure methodological performance when the true impacts of tests are unobserved. We show that…

Econometrics · Economics 2026-03-24 Ryan Kessler , James McQueen , Miikka Rokkanen

Given samples from two distributions over an $n$-element set, we wish to test whether these distributions are statistically close. We present an algorithm which uses sublinear in $n$, specifically, $O(n^{2/3}\epsilon^{-8/3}\log n)$,…

Data Structures and Algorithms · Computer Science 2010-11-05 Tugkan Batu , Lance Fortnow , Ronitt Rubinfeld , Warren D. Smith , Patrick White

Real-world datasets often contain outliers, and the presence of outliers can make the clustering problems to be much more challenging. In this paper, we propose a simple uniform sampling framework for solving three representative…

Machine Learning · Computer Science 2023-10-04 Jiawei Huang , Wenjie Liu , Hu Ding

We propose a two-sample test for high-dimensional means that requires neither distributional nor correlational assumptions, besides some weak conditions on the moments and tail properties of the elements in the random vectors. This…

Methodology · Statistics 2019-04-17 Kaijie Xue , Fang Yao

We study distribution-free property testing and learning problems where the unknown probability distribution is a product distribution over $\mathbb{R}^d$. For many important classes of functions, such as intersections of halfspaces,…

Data Structures and Algorithms · Computer Science 2021-11-17 Nathaniel Harms , Yuichi Yoshida

Bivariate count models having one marginal and the other conditionals being of the Poissons form are called pseudo-Poisson distributions. Such models have simple exible dependence structures, possess fast computation algorithms and generate…

Applications · Statistics 2023-06-08 Banoth Veeranna , B. G. Manjunath , B. Shobha

As training datasets grow larger, we aspire to develop models that generalize well to any diverse test distribution, even if the latter deviates significantly from the training data. Various approaches like domain adaptation, domain…

Machine Learning · Computer Science 2024-10-10 Andreas Loukas , Karolis Martinkus , Ed Wagstaff , Kyunghyun Cho

We study the problem of discrete distribution testing in the two-party setting. For example, in the standard closeness testing problem, Alice and Bob each have $t$ samples from, respectively, distributions $a$ and $b$ over $[n]$, and they…

Data Structures and Algorithms · Computer Science 2018-11-12 Alexandr Andoni , Tal Malkin , Negev Shekel Nosatzki

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

Methods of performing anomaly detection on high-dimensional data sets are needed, since algorithms which are trained on data are only expected to perform well on data that is similar to the training data. There are theoretical results on…

Machine Learning · Computer Science 2020-11-13 Forrest Laine , Claire Tomlin

Distance queries are a basic tool in data analysis. They are used for detection and localization of change for the purpose of anomaly detection, monitoring, or planning. Distance queries are particularly useful when data sets such as…

Data Structures and Algorithms · Computer Science 2015-03-20 Edith Cohen

The goal of two-sample tests is to assess whether two samples, $S_P \sim P^n$ and $S_Q \sim Q^m$, are drawn from the same distribution. Perhaps intriguingly, one relatively unexplored method to build two-sample tests is the use of binary…

Machine Learning · Statistics 2018-03-14 David Lopez-Paz , Maxime Oquab

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

The usual problem for group testing is this: For a given number of individuals and a given prevalence, how many tests T* are required to find every infected individual? In real life, however, the problem is usually different: For a given…

Applications · Statistics 2021-07-21 Matthew Aldridge

Let $\xi$ be a random integer vector, having uniform distribution \[\mathbf{P} \{\xi = (i_1,i_2,...,i_n) = 1/n^n \} \ \hbox{for} \ 1 \leq i_1,i_2,...,i_n\leq n.\] A realization $(i_1,i_2,...,i_n)$ of $\xi$ is called \textit{good}, if its…

Data Structures and Algorithms · Computer Science 2015-03-17 Antal Iványi , Balázs Novák

We examine the extent to which random samplings from the values of a random set, determine the distribution of the random set itself. We also comment on how, given the statistics of the sampling, to detect the distribution. Several methods…

Probability · Mathematics 2022-06-01 Zvi Artstein , Alon Shapira

We consider the problem of allocating samples to a finite set of discrete distributions in order to learn them uniformly well in terms of four common distance measures: $\ell_2^2$, $\ell_1$, $f$-divergence, and separation distance. To…

Machine Learning · Statistics 2019-12-10 Shubhanshu Shekhar , Tara Javidi , Mohammad Ghavamzadeh

The goal of property testing is to quickly distinguish between objects which satisfy a property and objects that are $\epsilon$-far from satisfying the property. There are now several general results in this area which show that natural…

Combinatorics · Mathematics 2018-04-05 Jacob Fox , Fan Wei