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The task of testing whether two uncharacterized quantum devices behave in the same way is crucial for benchmarking near-term quantum computers and quantum simulators, but has so far remained open for continuous-variable quantum systems. In…

Quantum Physics · Physics 2023-05-29 Ya-Dong Wu , Yan Zhu , Ge Bai , Yuexuan Wang , Giulio Chiribella

We develop tests for high-dimensional covariance matrices under a generalized elliptical model. Our tests are based on a central limit theorem (CLT) for linear spectral statistics of the sample covariance matrix based on self-normalized…

Statistics Theory · Mathematics 2019-12-17 Xinxin Yang , Xinghua Zheng , Jiaqi Chen

In science and medicine, model interpretations may be reported as discoveries of natural phenomena or used to guide patient treatments. In such high-stakes tasks, false discoveries may lead investigators astray. These applications would…

Machine Learning · Statistics 2020-08-18 Collin Burns , Jesse Thomason , Wesley Tansey

The usual way of testing probability forecasts in game-theoretic probability is via construction of test martingales. The standard assumption is that all forecasts are output by the same forecaster. In this paper I will discuss possible…

Methodology · Statistics 2024-03-19 Vladimir Vovk

Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…

Medical Physics · Physics 2022-11-09 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl

It is shown that a quantum computer can test the convexity and monotonicity of a given function exponentially more efficiently than a classical computer. This establishes another prominent example that showcases the potential of quantum…

Quantum Physics · Physics 2025-03-25 Nhat A. Nghiem

Testing for white noise is a classical yet important problem in statistics, especially for diagnostic checks in time series modeling and linear regression. For high-dimensional time series in the sense that the dimension $p$ is large in…

Statistics Theory · Mathematics 2018-11-26 Zeng Li , Clifford Lam , Jianfeng Yao , Qiwei Yao

Risk evaluation is a forecast, and its validity must be backtested. Probability distribution forecasts are used in this work and allow for more powerful validations compared to point forecasts. Our aim is to use bivariate copulas in order…

Risk Management · Quantitative Finance 2023-11-21 Boris David , Gilles Zumbach

Randomization tests have gained popularity for causal inference under network interference because they are finite-sample valid with minimal assumptions. However, existing procedures are limited as they primarily focus on the existence of…

Methodology · Statistics 2025-02-28 Shunzhuang Huang , Xinran Li , Panos Toulis

Recent colorization works implicitly predict the semantic information while learning to colorize black-and-white images. Consequently, the generated color is easier to be overflowed, and the semantic faults are invisible. As a human…

Computer Vision and Pattern Recognition · Computer Science 2021-08-17 Man M. Ho , Lu Zhang , Alexander Raake , Jinjia Zhou

Uncertainty quantification in inverse medical imaging tasks with deep learning has received little attention. However, deep models trained on large data sets tend to hallucinate and create artifacts in the reconstructed output that are not…

Image and Video Processing · Electrical Eng. & Systems 2020-08-21 Max-Heinrich Laves , Malte Tölle , Tobias Ortmaier

Consider a problem of predicting a response variable using a set of covariates in a linear regression model. If it is \emph{a priori} known or suspected that a subset of the covariates do not significantly contribute to the overall fit of…

Applications · Statistics 2011-09-13 SM Enayetur Raheem , S. Ejaz Ahmed

As machine learning models become increasingly prevalent in critical decision-making models and systems in fields like finance, healthcare, etc., ensuring their robustness against adversarial attacks and changes in the input data is…

Machine Learning · Statistics 2024-08-05 Arun Prakash R , Anwesha Bhattacharyya , Joel Vaughan , Vijayan N. Nair

In this paper, we study the problem of testing the mean vectors of high dimensional data in both one-sample and two-sample cases. The proposed testing procedures employ maximum-type statistics and the parametric bootstrap techniques to…

Statistics Theory · Mathematics 2018-01-23 Jinyuan Chang , Chao Zheng , Wen-Xin Zhou , Wen Zhou

We describe here an iterative method for jointly estimating the noise power spectrum from a scanning experiment's time-ordered data, together with the maximum-likelihood map. We test the robustness of this method on simulated datasets with…

Astrophysics · Physics 2007-05-23 S. Prunet , C. B. Netterfield , E. Hivon , B. P. Crill

Estimation and hypothesis tests for the covariance matrix in high dimensions is a challenging problem as the traditional multivariate asymptotic theory is no longer valid. When the dimension is larger than or increasing with the sample…

Methodology · Statistics 2020-11-18 Deepak Nag Ayyala , Santu Ghosh , Daniel F. Linder

Surrogate data testing for linearity is frequently applied to confirm the results of nonlinear time series analysis. We argue that this, in general, is not possible.

Chaotic Dynamics · Physics 2009-10-31 J. Timmer

We describe how to calculate standard errors for A/B tests that include clustered data, ratio metrics, and/or covariate adjustment. We may do this for power analysis/sample size calculations prior to running an experiment using historical…

Methodology · Statistics 2024-06-12 Tim Hesterberg , Ben Knight

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

The lack of non-parametric statistical tests for confounding bias significantly hampers the development of robust, valid and generalizable predictive models in many fields of research. Here I propose the partial and full confounder tests,…

Machine Learning · Computer Science 2025-05-30 Tamas Spisak