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We characterize the asymptotic performance of nonparametric goodness of fit testing. The exponential decay rate of the type-II error probability is used as the asymptotic performance metric, and a test is optimal if it achieves the maximum…

Machine Learning · Statistics 2019-03-19 Shengyu Zhu , Biao Chen , Pengfei Yang , Zhitang Chen

It is of great interest to test the equality of the means in two samples of functional data. Past research has predominantly concentrated on low-dimensional functional data, a focus that may not hold up in high-dimensional scenarios. In…

Methodology · Statistics 2025-05-27 Shouxia Wang , Jiguo Cao , Hua Liu , Jinhong You , Jicai Liu

We introduce a novel kernel-based framework for learning differential equations and their solution maps that is efficient in data requirements, in terms of solution examples and amount of measurements from each example, and computational…

Machine Learning · Statistics 2025-04-07 Yasamin Jalalian , Juan Felipe Osorio Ramirez , Alexander Hsu , Bamdad Hosseini , Houman Owhadi

Nonparametric two-sample tests such as the Maximum Mean Discrepancy (MMD) are often used to detect differences between two distributions in machine learning applications. However, the majority of existing literature assumes that error-free…

Machine Learning · Statistics 2023-08-08 Ron Nafshi , Maggie Makar

We propose optimal Bayesian two-sample tests for testing equality of high-dimensional mean vectors and covariance matrices between two populations. In many applications including genomics and medical imaging, it is natural to assume that…

Methodology · Statistics 2021-12-07 Kyoungjae Lee , Kisung You , Lizhen Lin

We propose a framework for analyzing and comparing distributions, allowing us to design statistical tests to determine if two samples are drawn from different distributions. Our test statistic is the largest difference in expectations over…

Machine Learning · Computer Science 2008-05-16 Arthur Gretton , Karsten Borgwardt , Malte J. Rasch , Bernhard Scholkopf , Alexander J. Smola

In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the…

Machine Learning · Statistics 2015-04-17 Vikas Sindhwani , Haim Avron

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 develop a kernel projected Wasserstein distance for the two-sample test, an essential building block in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. This method…

Statistics Theory · Mathematics 2022-05-10 Jie Wang , Rui Gao , Yao Xie

We investigate one/two-sample mean tests for high-dimensional compositional data when the number of variables is comparable with the sample size, as commonly encountered in microbiome research. Existing methods mainly focus on max-type test…

Statistics Theory · Mathematics 2024-04-15 Qianqian Jiang , Wenbo Li , Zeng Li

Recent years have seen a surge in methods for two-sample testing, among which the Maximum Mean Discrepancy (MMD) test has emerged as an effective tool for handling complex and high-dimensional data. Despite its success and widespread…

Machine Learning · Statistics 2026-05-21 Ikjun Choi , Ilmun Kim

We present the results of a large number of simulation studies regarding the power of various goodness-of-fit as well as non-parametric two-sample tests for multivariate data. In two dimensions this includes both continuous and discrete…

Methodology · Statistics 2026-05-13 Wolfgang Rolke

Representations of probability measures in reproducing kernel Hilbert spaces provide a flexible framework for fully nonparametric hypothesis tests of independence, which can capture any type of departure from independence, including…

Computation · Statistics 2018-06-11 Qinyi Zhang , Sarah Filippi , Arthur Gretton , Dino Sejdinovic

Representing, comparing, and measuring the distance between probability distributions is a key task in computational statistics and machine learning. The choice of representation and the associated distance determine properties of the…

Machine Learning · Statistics 2026-02-26 Masha Naslidnyk

We propose a two-sample test for high-dimensional means that requires neither distributional nor correlational assumptions, besides some weak conditions on the moments and tail properties of the elements in the random vectors. This…

Methodology · Statistics 2019-04-17 Kaijie Xue , Fang Yao

Two-sample hypothesis testing for network comparison presents many significant challenges, including: leveraging repeated network observations and known node registration, but without requiring them to operate; relaxing strong structural…

Methodology · Statistics 2024-02-05 Meijia Shao , Dong Xia , Yuan Zhang , Qiong Wu , Shuo Chen

Empirical observation of high dimensional phenomena, such as the double descent behaviour, has attracted a lot of interest in understanding classical techniques such as kernel methods, and their implications to explain generalization…

Statistical testing is widespread and critical for a variety of scientific disciplines. The advent of machine learning and the increase of computing power has increased the interest in the analysis and statistical testing of…

Computation · Statistics 2021-06-28 Alex Hagen , Shane Jackson , James Kahn , Jan Strube , Isabel Haide , Karl Pazdernik , Connor Hainje

Given two sets of independent samples from unknown distributions $P$ and $Q$, a two-sample test decides whether to reject the null hypothesis that $P=Q$. Recent attention has focused on kernel two-sample tests as the test statistics are…

Machine Learning · Statistics 2018-05-22 Shengyu Zhu , Biao Chen , Zhitang Chen

We propose a series of computationally efficient nonparametric tests for the two-sample, independence, and goodness-of-fit problems, using the Maximum Mean Discrepancy (MMD), Hilbert Schmidt Independence Criterion (HSIC), and Kernel Stein…

Machine Learning · Statistics 2023-01-27 Antonin Schrab , Ilmun Kim , Benjamin Guedj , Arthur Gretton