Related papers: Testing for Geometric Invariance and Equivariance
This paper provides some useful tests for fitting a parametric single-index regression model when covariates are measured with error and validation data is available. We propose two tests whose consistency rates do not depend on the…
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,…
If $\mathbb{F}_{q}$ is a finite field, $C$ is a vector subspace of $\mathbb{F}_{q}^{n}$ (linear code), and $G$ is a subgroup of the group of linear automorphisms of $\mathbb{F}_{q}^{n}$, $C$ is said to be $G$-invariant if $g(C)=C$ for all…
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…
Geometric quantum machine learning uses the symmetries inherent in data to design tailored machine learning tasks with reduced search space dimension. The field has been well-studied recently in an effort to avoid barren plateau issues…
This paper studies the problem of nonparametric testing for the effect of a random functional covariate on a real-valued error term. The covariate takes values in $L^2[0,1]$, the Hilbert space of the square-integrable real-valued functions…
This paper examines the problem of nonparametric testing for the no-effect of a random covariate (or predictor) on a functional response. This means testing whether the conditional expectation of the response given the covariate is almost…
For gauge theory, the matrix element for any physical process is independent of the gauge used. Since this is a formal statement and examples are known where gauge invariance is violated, for any specific process this gauge invariance needs…
We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…
Since model selection is ubiquitous in data analysis, reproducibility of statistical results demands a serious evaluation of reliability of the employed model selection method, no matter what label it may have in terms of good properties.…
Many supervised learning problems involve high-dimensional data such as images, text, or graphs. In order to make efficient use of data, it is often useful to leverage certain geometric priors in the problem at hand, such as invariance to…
In this work we introduce a criterion for testing general covariance in effective quantum gravity theories. It adapts the analysis of invariance under general spacetime diffeomorphisms of the Einstein-Hilbert action to the case of effective…
Let $(Y,(X_i)_{i\in\mathcal{I}})$ be a zero mean Gaussian vector and $V$ be a subset of $\mathcal{I}$. Suppose we are given $n$ i.i.d. replications of the vector $(Y,X)$. We propose a new test for testing that $Y$ is independent of…
Due to the broad applications of elliptical models, there is a long line of research on goodness-of-fit tests for empirically validating them. However, the existing literature on this topic is generally confined to low-dimensional settings,…
We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…
We propose a kernel-based partial permutation test for checking the equality of functional relationship between response and covariates among different groups. The main idea, which is intuitive and easy to implement, is to keep the…
In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…
This paper studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in…
One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…
Many scientific problems require to process data in the form of geometric graphs. Unlike generic graph data, geometric graphs exhibit symmetries of translations, rotations, and/or reflections. Researchers have leveraged such inductive bias…