Related papers: Testing Homogeneity: The Trouble with Sparse Funct…
We propose a novel family of test statistics to detect the presence of changepoints in a sequence of dependent, possibly multivariate, functional-valued observations. Our approach allows to test for a very general class of changepoints,…
In systems biology, it is common to measure biochemical entities at different levels of the same biological system. One of the central problems for the data fusion of such data sets is the heterogeneity of the data. This thesis discusses…
A density ratio is defined by the ratio of two probability densities. We study the inference problem of density ratios and apply a semi-parametric density-ratio estimator to the two-sample homogeneity test. In the proposed test procedure,…
In this paper, we propose a new test for the equality of several covariance functions for functional data. Its test statistic is taken as the supremum value of the sum of the squared differences between the estimated individual covariance…
In the first part of the series papers, we set out to answer the following question: given specific restrictions on a set of samplers, what kind of signal can be uniquely represented by the corresponding samples attained, as the foundation…
Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…
Economic choices are often stochastic: the same person may make a different choice when facing the same alternatives repeatedly. Standard models assume that the degree of randomness reflects the size of utility differences, but choice…
A common approach to synthetic data is to sample from a fitted model. We show that under general assumptions, this approach results in a sample with inefficient estimators and whose joint distribution is inconsistent with the true…
Testing the homogeneity of two distributions is fundamental in statistics, but classical procedures may fail under nonignorable nonresponse. In many surveys, callback data record repeated contact attempts and provide auxiliary information…
Pure-jump processes have been increasingly popular in modeling high-frequency financial data, partially due to their versatility and flexibility. In the meantime, several statistical tests have been proposed in the literature to check the…
The null hypothesis of equality of distributions of functional data coming from $K$ samples is considered. The proposed test statistic is multivariate and its components are based on pairwise Cram\'{e}r von Mises comparisons of empirical…
We propose a class of nonparametric two-sample tests with a cost linear in the sample size. Two tests are given, both based on an ensemble of distances between analytic functions representing each of the distributions. The first test uses…
The paper discusses a statistical problem related to testing for differences between two sparse networks with community structures. The community-wise edge probability matrices have entries of order $O(n^{-1}/\log n)$, where $n$ represents…
Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…
Smoothing of noisy sample covariances is an important component in functional data analysis. We propose a novel covariance smoothing method based on penalized splines and associated software. The proposed method is a bivariate spline…
Data dispersed across multiple files are commonly integrated through probabilistic linkage methods, where even minimal error rates in record matching can significantly contaminate subsequent statistical analyses. In regression problems, we…
Two-sample tests evaluate whether two samples are realizations of the same distribution (the null hypothesis) or two different distributions (the alternative hypothesis). We consider a new setting for this problem where sample features are…
Repeated observations have become increasingly common in biomedical research and longitudinal studies. For instance, wearable sensor devices are deployed to continuously track physiological and biological signals from each individual over…
We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…
How to estimate heterogeneity, e.g. the effect of some variable differing across observations, is a key question in political science. Methods for doing so make simplifying assumptions about the underlying nature of the heterogeneity to…