Related papers: Multiple-Splitting Projection Test for High-Dimens…
Data splitting divides data into two parts. One part is reserved for model selection. In some applications, the second part is used for model validation but we use this part for estimating the parameters of the chosen model. We focus on the…
We study equivalence, in the context of a variable diffusion problem, between (conforming) mixed methods and (primal) nonconforming methods defined on potentially general polytopal partitions. In this first paper of a series of two, we…
Jittered Sampling is a refinement of the classical Monte Carlo sampling method. Instead of picking $n$ points randomly from $[0,1]^2$, one partitions the unit square into $n$ regions of equal measure and then chooses a point randomly from…
Even though a train/test split of the dataset randomly performed is a common practice, could not always be the best approach for estimating performance generalization under some scenarios. The fact is that the usual machine learning…
A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…
Prototypical-part methods, e.g., ProtoPNet, enhance interpretability in image recognition by linking predictions to training prototypes, thereby offering intuitive insights into their decision-making. Existing methods, which rely on a…
Power-enhanced tests with high-dimensional data have received growing attention in theoretical and applied statistics in recent years. Existing tests possess their respective high-power regions, and we may lack prior knowledge about the…
Predictive Mutation Testing (PMT) is a technique to predict whether a mutant will be killed by using machine learning approaches. Researchers have proposed various machine learning methods for PMT under the cross-project setting. However,…
The problem of characterizing a multivariate distribution of a random vector using examination of univariate combinations of vector components is an essential issue of multivariate analysis. The likelihood principle plays a prominent role…
The notion of concept drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time; as a consequence machine learning models may become inaccurate and need adjustment. Many unsupervised…
In this paper we develop a methodology that we call split sampling methods to estimate high dimensional expectations and rare event probabilities. Split sampling uses an auxiliary variable MCMC simulation and expresses the expectation of…
Space-filling experimental designs are widely used in engineering computer experiments, where only a limited number of expensive model evaluations can be afforded. Distance-based designs such as Maximin or Minimax ensure global…
Split-plot or repeated measures designs are frequently used for planning experiments in the life or social sciences. Typical examples include the comparison of different treatments over time, where both factors may possess an additional…
We bring a control perspective to the problem of identifying paths of measures for sampling via dynamic measure transport (DMT). We highlight the fact that commonly used paths may be poor choices for DMT and connect existing methods for…
High-dimensional changepoint inference that adapts to various change patterns has received much attention recently. We propose a simple, fast yet effective approach for adaptive changepoint testing. The key observation is that two…
In this work, we study distance metric learning (DML) for high dimensional data. A typical approach for DML with high dimensional data is to perform the dimensionality reduction first before learning the distance metric. The main…
Multi-parameter one-sided hypothesis test problems arise naturally in many applications. We are particularly interested in effective tests for monitoring multiple quality indices in forestry products. Our search reveals that there are many…
We propose a high dimensional mean test framework for shrinking random variables, where the underlying random variables shrink to zero as the sample size increases. By pooling observations across overlapping subsets of dimensions, we…
In this paper we consider testing the equality of probability vectors of two independent multinomial distributions in high dimension. The classical chi-square test may have some drawbacks in this case since many of cell counts may be zero…
Change point testing for high-dimensional data has attracted a lot of attention in statistics and machine learning owing to the emergence of high-dimensional data with structural breaks from many fields. In practice, when the dimension is…