Related papers: Higher Criticism to Compare Two Large Frequency Ta…
For multivariate data, dependence beyond pair-wise can be important. This is true, for example, in using functional MRI (fMRI) data to investigate brain functional connectivity. When one has more than a few variables, however, the number of…
Most of the literature on change-point analysis by means of hypothesis testing considers hypotheses of the form H0 : \theta_1 = \theta_2 vs. H1 : \theta_1 != \theta_2, where \theta_1 and \theta_2 denote parameters of the process before and…
We propose novel kernel-based tests for assessing the equivalence between distributions. Traditional goodness-of-fit testing is inappropriate for concluding the absence of distributional differences, because failure to reject the null…
This article inspects whether a multivariate distribution is different from a specified distribution or not, and it also tests the equality of two multivariate distributions. In the course of this study, a graphical tool-kit using…
We propose a general, modular method for significance testing of groups (or clusters) of variables in a high-dimensional linear model. In presence of high correlations among the covariables, due to serious problems of identifiability, it is…
We consider the hypothesis testing problem of deciding whether an observed high-dimensional vector has independent normal components or, alternatively, if it has a small subset of correlated components. The correlated components may have a…
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…
Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional condition on its rate of increase compared to the sample size. On the…
We study the Non-Homogeneous Sequential Hypothesis Testing (NHSHT), where a single active Decision-Maker (DM) selects actions with heterogeneous positive costs to identify the true hypothesis under an average error constraint \(\delta\),…
We propose a novel technique to boost the power of testing a high-dimensional vector $H:\btheta=0$ against sparse alternatives where the null hypothesis is violated only by a couple of components. Existing tests based on quadratic forms…
Causal inference grows increasingly complex as the number of confounders increases. Given treatments $X$, confounders $Z$ and outcomes $Y$, we develop a non-parametric method to test the \textit{do-null} hypothesis $H_0:\; p(y|\text{\it…
This paper introduces a likelihood ratio (LR)-type test that possesses the robustness properties of \(C(\alpha)\)-type procedures in an extremum estimation setting. The test statistic is constructed by applying separate adjustments to the…
We compare two different tests of quantum non-locality, both in theoretical terms and with respect to a possible implementation in a mesoscopic circuit: Hardy's test [Hardy, Phys. Rev. Lett. \textbf{68}, 2981 (1992)] and the CHSH test, the…
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…
We study the problem of estimating $\beta \in \mathbb{R}^p$ from its noisy linear observations $y= X\beta+ w$, where $w \sim N(0, \sigma_w^2 I_{n\times n})$, under the following high-dimensional asymptotic regime: given a fixed number…
In this paper, we propose a new test for testing the equality of two population covariance matrices in the ultra-high dimensional setting that the dimension is much larger than the sizes of both of the two samples. Our proposed methodology…
In many scenarios such as genome-wide association studies where dependences between variables commonly exist, it is often of interest to infer the interaction effects in the model. However, testing pairwise interactions among millions of…
We propose a novel nonparametric approach for estimating the location of block boundaries (change-points) of non-overlapping blocks in a random symmetric matrix which consists of random variables having their distribution changing from one…
Group testing, a problem with diverse applications across multiple disciplines, traditionally assumes independence across nodes' states. Recent research, however, focuses on real-world scenarios that often involve correlations among nodes,…
Nonparametric two-stage procedures to construct fixed-width confidence intervals are studied to quantify uncertainty. It is shown that the validity of the random central limit theorem (RCLT) accompanied by a consistent and asymptotically…