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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

Given samples from an unknown distribution $p$, is it possible to distinguish whether $p$ belongs to some class of distributions $\mathcal{C}$ versus $p$ being far from every distribution in $\mathcal{C}$? This fundamental question has…

Data Structures and Algorithms · Computer Science 2015-12-09 Jayadev Acharya , Constantinos Daskalakis , Gautam Kamath

We study goodness-of-fit of discrete distributions in the distributed setting, where samples are divided between multiple users who can only release a limited amount of information about their samples due to various information constraints.…

Data Structures and Algorithms · Computer Science 2019-07-23 Jayadev Acharya , Clément L. Canonne , Yanjun Han , Ziteng Sun , Himanshu Tyagi

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

We derive a new discrepancy statistic for measuring differences between two probability distributions based on combining Stein's identity with the reproducing kernel Hilbert space theory. We apply our result to test how well a probabilistic…

Machine Learning · Statistics 2016-07-04 Qiang Liu , Jason D. Lee , Michael I. Jordan

We study the following distribution clustering problem: Given a hidden partition of $k$ distributions into two groups, such that the distributions within each group are the same, and the two distributions associated with the two clusters…

Data Structures and Algorithms · Computer Science 2025-12-10 Gunjan Kumar , Yash Pote , Jonathan Scarlett

In this work, we give a novel general approach for distribution testing. We describe two techniques: our first technique gives sample-optimal testers, while our second technique gives matching sample lower bounds. As a consequence, we…

Data Structures and Algorithms · Computer Science 2016-05-10 Ilias Diakonikolas , Daniel M. Kane

We study the problem of generalized uniformity testing \cite{BC17} of a discrete probability distribution: Given samples from a probability distribution $p$ over an {\em unknown} discrete domain $\mathbf{\Omega}$, we want to distinguish,…

Data Structures and Algorithms · Computer Science 2017-09-08 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…

Statistics Theory · Mathematics 2019-04-18 Feras A. Saad , Cameron E. Freer , Nathanael L. Ackerman , Vikash K. Mansinghka

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

Conformal testing is a way of testing the IID assumption based on conformal prediction. The topic of this note is computational evaluation of the performance of conformal testing in a model situation in which IID binary observations…

Machine Learning · Computer Science 2021-04-06 Vladimir Vovk

Recently, there has been significant work studying distribution testing under the Conditional Sampling model. In this model, a query specifies a subset $S$ of the domain, and the output received is a sample drawn from the distribution…

Data Structures and Algorithms · Computer Science 2020-11-05 Shyam Narayanan

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

Binary classification is a task that involves the classification of data into one of two distinct classes. It is widely utilized in various fields. However, conventional classifiers tend to make overconfident predictions for data that…

Machine Learning · Computer Science 2025-03-13 Shoma Yokura , Akihisa Ichiki

We give highly efficient algorithms, and almost matching lower bounds, for a range of basic statistical problems that involve testing and estimating the L_1 distance between two k-modal distributions $p$ and $q$ over the discrete domain…

Data Structures and Algorithms · Computer Science 2011-12-26 Constantinos Daskalakis , Ilias Diakonikolas , Rocco A. Servedio , Gregory Valiant , Paul Valiant

We consider the problem of closeness testing for two discrete distributions in the practically relevant setting of \emph{unequal} sized samples drawn from each of them. Specifically, given a target error parameter $\varepsilon > 0$, $m_1$…

Machine Learning · Computer Science 2015-04-20 Bhaswar B. Bhattacharya , Gregory Valiant

We investigate the statistical task of closeness (or equivalence) testing for multidimensional distributions. Specifically, given sample access to two unknown distributions $\mathbf p, \mathbf q$ on $\mathbb R^d$, we want to distinguish…

Data Structures and Algorithms · Computer Science 2023-11-23 Ilias Diakonikolas , Daniel M. Kane , Sihan Liu

Assessing goodness of fit to a given distribution plays an important role in computational statistics. The Probability integral transformation (PIT) can be used to convert the question of whether a given sample originates from a reference…

Methodology · Statistics 2022-12-22 Teemu Säilynoja , Paul-Christian Bürkner , Aki Vehtari

Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more…

Machine Learning · Statistics 2025-04-22 Oscar Key , Arthur Gretton , François-Xavier Briol , Tamara Fernandez

Classification is a fundamental problem in machine learning and data mining. During the past decades, numerous classification methods have been presented based on different principles. However, most existing classifiers cast the…

Machine Learning · Computer Science 2019-04-23 Zengyou He , Chaohua Sheng , Yan Liu , Quan Zou