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This article considers change point testing and estimation for a sequence of high-dimensional data. In the case of testing for a mean shift for high-dimensional independent data, we propose a new test which is based on $U$-statistic in Chen…
Anomaly detection (AD) is the machine learning task of identifying highly discrepant abnormal samples by solely relying on the consistency of the normal training samples. Under the constraints of a distribution shift, the assumption that…
Accelerometer data is commonplace in physical activity research, exercise science, and public health studies, where the goal is to understand and compare physical activity differences between groups and/or subject populations, and to…
Standard tests of the "no-treatment-effect" hypothesis for a comparative experiment include permutation tests, the Wilcoxon rank sum test, two-sample $t$ tests, and Fisher-type randomization tests. Practitioners are aware that these…
The Gaussian process is a standard tool for building emulators for both deterministic and stochastic computer experiments. However, application of Gaussian process models is greatly limited in practice, particularly for large-scale and…
In this paper, we consider the problem of simultaneous testing of multivariate normal means under arbitrary covariance dependence. Specifically, let $\boldsymbol{X}\sim N_n(\boldsymbol{\theta},\boldsymbol{\Sigma})$, where…
The asymptotic normality for a large family of eigenvalue statistics of a general sample covariance matrix is derived under the ultra-high dimensional setting, that is, when the dimension to sample size ratio $p/n \to \infty$. Based on this…
In group sequential analysis, data is collected and analyzed in batches until pre-defined stopping criteria are met. Inference in the parametric setup typically relies on the limiting asymptotic multivariate normality of the repeatedly…
The group testing problem is concerned with identifying a small set of infected individuals in a large population. At our disposal is a testing procedure that allows us to test several individuals together. In an idealized setting, a test…
Soft errors in large VLSI circuits pose dramatic influence on computing- and memory-intensive neural network (NN) processing. Understanding the influence of soft errors on NNs is critical to protect against soft errors for reliable NN…
Considered here are robust subgroup-classifier learning and testing in change-plane regressions with heavy-tailed errors, which can identify subgroups as a basis for making optimal recommendations for individualized treatment. A new…
We study a novel class of affine invariant and consistent tests for multivariate normality. The tests are based on a characterization of the standard $d$-variate normal distribution by means of the unique solution of an initial value…
We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…
We develop and implement a novel fast bootstrap for dependent data. Our scheme is based on the i.i.d. resampling of the smoothed moment indicators. We characterize the class of parametric and semi-parametric estimation problems for which…
We propose a modified density estimation problem that is highly effective for detecting anomalies in tabular data. Our approach assumes that the density function is relatively stable (with lower variance) around normal samples. We have…
Classical tests of goodness-of-fit aim to validate the conformity of a postulated model to the data under study. Given their inferential nature, they can be considered a crucial step in confirmatory data analysis. In their standard…
We consider testing statistical hypotheses about densities of signals in deconvolution models. A new approach to this problem is proposed. We constructed score tests for the deconvolution with the known noise density and efficient score…
Randomized experiments have become important tools in empirical research. In a completely randomized treatment-control experiment, the simple difference in means of the outcome is unbiased for the average treatment effect, and covariate…
Symmetry-aware methods for machine learning, such as data augmentation and equivariant architectures, encourage correct model behavior on all transformations (e.g. rotations or permutations) of the original dataset. These methods can…
Sample average approximation (SAA) is a widely popular approach to data-driven decision-making under uncertainty. Under mild assumptions, SAA is both tractable and enjoys strong asymptotic performance guarantees. Similar guarantees,…