Related papers: Gaussian Universal Likelihood Ratio Testing

We propose the density ratio permutation test, a hypothesis test that assesses whether the ratio between two densities is proportional to a known function based on independent samples from each distribution. The test uses an efficient…

Cognitive Diagnosis Models (CDMs) are a special family of discrete latent variable models widely used in educational, psychological and social sciences. In many applications of CDMs, certain hierarchical structures among the latent…

Linear and Quadratic Discriminant Analysis are well-known classical methods but can heavily suffer from non-Gaussian distributions and/or contaminated datasets, mainly because of the underlying Gaussian assumption that is not robust. To…

Empirical likelihood serves as a powerful tool for constructing confidence intervals in nonparametric regression and regression discontinuity designs (RDD). The original empirical likelihood framework can be naturally extended to these…

Wasserman et al. (2020, PNAS, vol. 117, pp. 16880-16890) constructed estimator agnostic and finite-sample valid confidence sets and hypothesis tests, using split-data likelihood ratio-based statistics. We demonstrate that the same approach…

In this paper, we consider the detection of a small change in the frequency of sinusoidal signals, which arises in various signal processing applications. The generalized likelihood ratio test (GLRT) for this problem uses the maximum…

In this paper, we provide a statistical testing framework to check whether a random sample splitting in a multi-dimensional space is carried out in a valid way, which could be directly applied to A/B testing and multivariate testing to…

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

We develop a resilient binary hypothesis testing framework for decision making in adversarial multi-robot crowdsensing tasks. This framework exploits stochastic trust observations between robots to arrive at tractable, resilient decision…

We study the following fundamental hypothesis testing problem, which we term Gaussian mean testing. Given i.i.d. samples from a distribution $p$ on $\mathbb{R}^d$, the task is to distinguish, with high probability, between the following…

We propose a likelihood ratio statistic for forming hypothesis tests and confidence intervals for a nonparametrically estimated univariate regression function, based on the shape restriction of concavity (alternatively, convexity). Dealing…

We propose a new asymptotic test for the separability of a covariance matrix. The null distribution is valid in wide matrix elliptical model that includes, in particular, both matrix Gaussian and matrix $t$-distribution. The test is fast to…

We introduce fully nonparametric two-sample tests for testing the null hypothesis that the samples come from the same distribution if the values are only indirectly given via current status censoring. The tests are based on the likelihood…

Standard present day large-scale structure (LSS) analyses make a major assumption in their Bayesian parameter inference --- that the likelihood has a Gaussian form. For summary statistics currently used in LSS, this assumption, even if the…

This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under mild assumptions…

Dose-finding studies in oncology often include an up-and-down dose transition rule that assigns a dose to each cohort of patients based on accumulating data on dose-limiting toxicity (DLT) events. In making a dose transition decision, a key…

We develop a general assumption-lean framework for constructing uniformly valid confidence sets for functionals defined by moment equalities, referred to as $Z$-functionals. Our approach combines self-normalized statistics with a test…

We propose a new omnibus goodness-of-fit test based on trigonometric moments of probability-integral-transformed data. The test builds on the framework of the LK test introduced by Langholz and Kronmal [J. Amer. Statist. Assoc. 86 (1991),…

This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent…

Goodness-of-fit tests based on the Euclidean distance often outperform chi-square and other classical tests (including the standard exact tests) by at least an order of magnitude when the model being tested for goodness-of-fit is a discrete…