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This work is concern with testing the low-dimensional parameters of interest with divergent dimensional data and variable selection for the rest under the sparse case. A consistent test via the partial penalized likelihood approach, called…

Methodology · Statistics 2014-11-20 Shanshan Wang , Hengjian Cui

Detecting dependence between two random variables is a fundamental problem. Although the Pearson correlation is effective for capturing linear dependency, it can be entirely powerless for detecting nonlinear and/or heteroscedastic patterns.…

Methodology · Statistics 2016-11-21 Xufei Wang , Bo Jiang , Jun S. Liu

Given a set of people and a set of events they attend, we address the problem of measuring connectedness or tie strength between each pair of persons given that attendance at mutual events gives an implicit social network between people. We…

Social and Information Networks · Computer Science 2011-12-14 Mangesh Gupte , Tina Eliassi-Rad

The PC algorithm uses conditional independence tests for model selection in graphical modeling with acyclic directed graphs. In Gaussian models, tests of conditional independence are typically based on Pearson correlations, and…

Statistics Theory · Mathematics 2012-07-03 Naftali Harris , Mathias Drton

The score test statistic using the observed information is easy to compute numerically. Its large sample distribution under the null hypothesis is well known and is equivalent to that of the score test based on the expected information, the…

Statistics Theory · Mathematics 2018-08-10 N. Karavarsamis , G. Guillera-Arroita , RM Huggins , B J T Morgan

We consider the hypothesis testing problem of detecting a shift between the means of two multivariate normal distributions in the high-dimensional setting, allowing for the data dimension p to exceed the sample size n. Specifically, we…

Statistics Theory · Mathematics 2015-09-15 Miles E. Lopes , Laurent J. Jacob , Martin J. Wainwright

Investigating the relationships between two sets of variables helps to understand their interactions and can be done with canonical correlation analysis (CCA). However, the correlation between the two sets can sometimes depend on a third…

We propose a class of two-sample statistics for testing the equality of proportions and the equality of survival functions. We build our proposal on a weighted combination of a score test for the difference in proportions and a Weighted…

Methodology · Statistics 2021-12-08 Marta Bofill Roig , Guadalupe Gómez Melis

Various measures in two-way contingency table analysis have been proposed to express the strength of association between row and column variables in contingency tables. Tomizawa et al. (2004) proposed more general measures, including…

Methodology · Statistics 2023-07-10 Wataru Urasaki , Tomoyuki Nakagawa , Tomotaka Momozaki , Sadao Tomizawa

External controls from historical trials or observational data can augment randomized controlled trials when large-scale randomization is impractical or unethical, such as in drug evaluation for rare diseases. However, non-randomized…

Methodology · Statistics 2025-05-08 Ke Zhu , Shu Yang , Xiaofei Wang

This paper develops a Bayesian approach for assessing equivalence and non-inferiority hypotheses in two-arm trials using relative belief ratios. A relative belief ratio is a measure of statistical evidence and can indicate evidence either…

Applications · Statistics 2014-01-20 Saman Muthukumarana , Michael Evans

Although unbiasedness is a basic property of a good test, many tests on vector parameters or scalar parameters against two-sided alternatives are not finite-sample unbiased. This was already noticed by Sugiura [Ann. Inst. Statist. Math. 17…

Statistics Theory · Mathematics 2012-03-05 Jana Jurečková , Jan Kalina

Our study revisits the problem of accuracy-fairness tradeoff in binary classification. We argue that comparison of non-discriminatory classifiers needs to account for different rates of positive predictions, otherwise conclusions about…

Machine Learning · Computer Science 2015-05-22 Indre Zliobaite

The proposal of Reshef et al. (2011) is an interesting new approach for discovering non-linear dependencies among pairs of measurements in exploratory data mining. However, it has a potentially serious drawback. The authors laud the fact…

Methodology · Statistics 2014-01-30 Noah Simon , Robert Tibshirani

Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…

Statistics Theory · Mathematics 2008-07-17 Konstantinos Fokianos

How can we monitor, in real time, whether one uncertain prospect has any upside over another? To answer this question, we develop a novel family of sequential, anytime-valid tests for stochastic dominance (SD; also known as stochastic…

Methodology · Statistics 2026-04-24 Sebastian Arnold , Yo Joong Choe , Marco Scarsini , Ilia Tsetlin

In the context of the Beckerian theory of marriage, when men and women match on a single-dimensional index that is the weighted sum of their respective multivariate attributes, many papers in the literature have used linear canonical…

General Economics · Economics 2021-02-16 Arnaud Dupuy , Alfred Galichon

This paper is concerned with the analysis of correlation between two high-dimensional data sets when there are only few correlated signal components but the number of samples is very small, possibly much smaller than the dimensions of the…

Information Theory · Computer Science 2016-04-08 Yang Song , Peter J. Schreier , David Ramirez , Tanuj Hasija

We consider the network constraints on the bounds of the assortativity coefficient, which measures the tendency of nodes with the same attribute values to be interconnected. The assortativity coefficient is the Pearson's correlation…

Social and Information Networks · Computer Science 2021-01-13 Matteo Cinelli , Leto Peel , Antonio Iovanella , Jean-Charles Delvenne

In many scenarios, the observational data needed for causal inferences are spread over two data files. In particular, we consider scenarios where one file includes covariates and the treatment measured on one set of individuals, and a…

Methodology · Statistics 2020-09-22 Sharmistha Guha , Jerome P. Reiter , Andrea Mercatanti
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