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In this paper, we study classification and regression error bounds for inhomogenous data that are independent but not necessarily identically distributed. First, we consider classification of data in the presence of non-stationary noise and…

Information Theory · Computer Science 2024-04-04 Ghurumuruhan Ganesan

A distributed binary hypothesis testing problem is studied with one observer and two decision centers. Achievable type-II error exponents are derived for testing against conditional independence when the observer communicates with the two…

Information Theory · Computer Science 2020-01-24 Sadaf Salehkalaibar , Michele Wigger , Roy Timo

Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…

Statistics Theory · Mathematics 2025-02-27 Marie-Christine Düker , Adam Waterbury

We propose using performance metrics derived from zero-failure testing to assess binary classifiers. The principal characteristic of the proposed approach is the asymmetric treatment of the two types of error. In particular, we construct a…

Machine Learning · Computer Science 2024-07-08 Ioannis Ivrissimtzis , Matthew Houliston , Shauna Concannon , Graham Roberts

Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…

Machine Learning · Statistics 2024-09-27 Ruijiang Gao , Mingzhang Yin , James McInerney , Nathan Kallus

The reproducing kernel Hilbert space (RKHS) embedding of distributions offers a general and flexible framework for testing problems in arbitrary domains and has attracted considerable amount of attention in recent years. To gain insights…

Machine Learning · Statistics 2017-09-26 Krishnakumar Balasubramanian , Tong Li , Ming Yuan

In this paper, we consider the problem of column subset selection. We present a novel analysis of the spectral norm reconstruction for a simple randomized algorithm and establish a new bound that depends explicitly on the sampling…

Numerical Analysis · Mathematics 2015-05-05 Tianbao Yang , Lijun Zhang , Rong Jin , Shenghuo Zhu

There exist a number of tests for assessing the nonparametric heteroscedastic location-scale assumption. Here we consider a goodness-of-fit test for the more general hypothesis of the validity of this model under a parametric functional…

Statistics Theory · Mathematics 2020-01-01 Marie Hušková , Simos G. Meintanis , Charl Pretorius

We propose a novel Bayesian methodology for inference in functional linear and logistic regression models based on the theory of reproducing kernel Hilbert spaces (RKHS's). We introduce general models that build upon the RKHS generated by…

Methodology · Statistics 2025-09-09 José R. Berrendero , Antonio Coín , Antonio Cuevas

Binary regression models represent a popular model-based approach for binary classification. In the Bayesian framework, computational challenges in the form of the posterior distribution motivate still-ongoing fruitful research. Here, we…

Computation · Statistics 2023-09-06 Augusto Fasano , Niccolò Anceschi , Beatrice Franzolini , Giovanni Rebaudo

We investigate the issue of bandwidth estimation in a nonparametric functional regression model with function-valued, continuous real-valued and discrete-valued regressors under the framework of unknown error density. Extending from the…

Methodology · Statistics 2016-06-20 Han Lin Shang

This paper explores Bayesian estimation for categorical data, focusing on simple yet effective models that provide a foundation for applying more advanced methods accurately and reliably in real-world applications. We begin by revisiting…

Methodology · Statistics 2025-09-03 Jan Kalina

Randomization testing is a fundamental method in statistics, enabling inferential tasks such as testing for (conditional) independence of random variables, constructing confidence intervals in semiparametric location models, and…

Methodology · Statistics 2023-03-21 Yash Nair , Lucas Janson

In data analysis problems where we are not able to rely on distributional assumptions, what types of inference guarantees can still be obtained? Many popular methods, such as holdout methods, cross-validation methods, and conformal…

Statistics Theory · Mathematics 2022-05-31 Yonghoon Lee , Rina Foygel Barber

The average treatment effect, which is the difference in expectation of the counterfactuals, is probably the most popular target effect in causal inference with binary treatments. However, treatments may have effects beyond the mean, for…

Methodology · Statistics 2023-11-02 Diego Martinez-Taboada , Aaditya Ramdas , Edward H. Kennedy

This paper introduces a kernel discrepancy-based framework for rerandomization to enhance the precision of causal inference in controlled experiments. We demonstrate that the kernel discrepancy is the key part of the variance upper bound…

Methodology · Statistics 2025-11-05 Yiou Li , Lulu Kang

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

Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature,…

Methodology · Statistics 2019-11-19 Ilmun Kim , Ann B. Lee , Jing Lei

We study finite-sample inference for the trade-off function of two unknown probability distributions, the function that traces the optimal type I/type II error frontier in binary testing. Given samples from distributions $P$ and $Q$, we…

Statistics Theory · Mathematics 2026-05-12 Kaining Shi , Qiaosen Wang , Cong Ma

Previous analysis of regularized functional linear regression in a reproducing kernel Hilbert space (RKHS) typically requires the target function to be contained in this kernel space. This paper studies the convergence performance of…

Machine Learning · Statistics 2024-02-20 Jiading Liu , Lei Shi
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