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A common problem in genetics is that of testing whether a set of highly dependent gene expressions differ between two populations, typically in a high-dimensional setting where the data dimension is larger than the sample size. Most…

Methodology · Statistics 2015-03-11 Måns Thulin

Randomization tests rely on simple data transformations and possess an appealing robustness property. In addition to being finite-sample valid if the data distribution is invariant under the transformation, these tests can be asymptotically…

Methodology · Statistics 2024-04-23 Panos Toulis

New nonparametric tests of copula exchangeability and radial symmetry are proposed. The novel aspect of the tests is a resampling procedure that exploits group invariance conditions associated with the relevant symmetry hypothesis. They may…

Econometrics · Economics 2020-12-16 Brendan K. Beare , Juwon Seo

Restricted mean survival time (RMST) is gaining attention as a measure to quantify the treatment effect on survival outcomes in randomized clinical trials. Several methods to determine sample size based on the RMST-based tests have been…

Methodology · Statistics 2022-12-19 Satoshi Hattori , Hajime Uno

Limit distributions of likelihood ratio statistics are well-known to be discontinuous in the presence of nuisance parameters at the boundary of the parameter space, which lead to size distortions when standard critical values are used for…

Econometrics · Economics 2025-07-29 Giuseppe Cavaliere , Adam McCloskey , Rasmus S. Pedersen , Anders Rahbek

In group sequential designs, where several data looks are conducted for early stopping, we generally assume the vector of test statistics from the sequential analyses follows (at least approximately or asymptotially) a multivariate normal…

Statistics Theory · Mathematics 2024-04-22 Long-Hao Xu , Tobias Mütze , Frank Konietschke , Tim Friede

In this paper, we study change-point testing for high-dimensional linear models, an important problem that has not been well explored in the literature. Specifically, we propose a quadratic-form cumulative sum (CUSUM) statistic to test the…

Statistics Theory · Mathematics 2024-10-23 Zifeng Zhao , Xiaokai Luo , Zongge Liu , Daren Wang

It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…

Methodology · Statistics 2023-11-14 Samuel D. Pimentel , Yaxuan Huang

Permutation tests are widely used in statistics, providing a finite-sample guarantee on the type I error rate whenever the distribution of the samples under the null hypothesis is invariant to some rearrangement. Despite its increasing…

Statistics Theory · Mathematics 2022-05-26 Ilmun Kim , Sivaraman Balakrishnan , Larry Wasserman

Statistical hypothesis testing and effect size measurement are routine parts of quantitative research. Advancements in computer processing power have greatly improved the capability of statistical inference through the availability of…

Methodology · Statistics 2024-01-18 Michael J. Crosse , John J. Foxe , Sophie Molholm

Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…

Statistics Theory · Mathematics 2016-03-02 Lubna Amro , Markus Pauly

The advent of modern data collection and processing techniques has seen the size, scale, and complexity of data grow exponentially. A seminal step in leveraging these rich datasets for downstream inference is understanding the…

Applications · Statistics 2024-07-30 Zeyi Wang , Eric Bridgeford , Shangsi Wang , Joshua T. Vogelstein , Brian Caffo

In this paper, we develop invariance-based procedures for testing and inference in high-dimensional regression models. These procedures, also known as randomization tests, provide several important advantages. First, for the global null…

Methodology · Statistics 2023-12-27 Wenxuan Guo , Panos Toulis

The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…

Methodology · Statistics 2017-12-12 Yi-Hui Zhou

In transformation regression models the response is transformed before fitting a regression model to covariates and transformed response. We assume such a model where the errors are independent from the covariates and the regression…

Statistics Theory · Mathematics 2020-02-17 Nick Kloodt , Natalie Neumeyer , Ingrid Van Keilegom

Using cumulative residual processes, we propose joint goodness-of-fit tests for conditional means and variances functions in the context of nonlinear time series with martingale difference innovations. The main challenge comes from the fact…

Methodology · Statistics 2021-07-02 Kilani Ghoudi , Naâmane Laïb , Mohamed Chaouch

Conformal prediction is a powerful tool to generate uncertainty sets with guaranteed coverage using any predictive model, under the assumption that the training and test data are i.i.d.. Recently, it has been shown that adversarial examples…

Machine Learning · Computer Science 2024-05-01 Ge Yan , Yaniv Romano , Tsui-Wei Weng

Diffusion models trained on different, non-overlapping subsets of a dataset often produce strikingly similar outputs when given the same noise seed. We trace this consistency to a simple linear effect: the shared Gaussian statistics across…

Machine Learning · Computer Science 2026-02-04 Binxu Wang , Jacob Zavatone-Veth , Cengiz Pehlevan

This paper proposes regenerative particle Thompson sampling (RPTS), a flexible variation of Thompson sampling. Thompson sampling itself is a Bayesian heuristic for solving stochastic bandit problems, but it is hard to implement in practice…

Machine Learning · Computer Science 2024-01-24 Zeyu Zhou , Bruce Hajek , Nakjung Choi , Anwar Walid

Fisher's randomization test (FRT) delivers exact $p$-values under the strong null hypothesis of no treatment effect on any units whatsoever and allows for flexible covariate adjustment to improve the power. Of interest is whether the…

Methodology · Statistics 2021-05-03 Anqi Zhao , Peng Ding