Related papers: A Sequential Test for Log-Concavity
We disprove a recent conjecture regarding discrete distributions and their generating polynomials stating that strong log-concavity implies log-submodularity.
We propose an e-value based framework for testing arbitrary composite nulls against composite alternatives, when an $\epsilon$ fraction of the data can be arbitrarily corrupted. Our tests are inherently sequential, being valid at arbitrary…
This paper develops a novel methodology for testing the goodness-of-fit of sparse parametric regression models based on projected empirical processes and p-value combination, where the covariate dimension may substantially exceed the sample…
This paper explores hypothesis testing for the parametric forms of the mean and variance functions in regression models under diverging-dimension settings. To mitigate the curse of dimensionality, we introduce weighted residual empirical…
Suppose we observe data from a distribution $P$ and we wish to test the composite null hypothesis that $P\in\mathscr P$ against a composite alternative $P\in \mathscr Q\subseteq \mathscr P^c$. Herbert Robbins and coauthors pointed out…
It has been recently shown that e-processes are sufficient for sequential testing in the following sense: every level-$\alpha$ sequential test can be obtained by thresholding an e-process at $1/\alpha$. However, in the above result, neither…
Menon's proof of the preservation of log-concavity of sequences under convolution becomes simpler when adapted to 2-sided infinite sequences. Under assumption of log-concavity of two 2-sided infinite sequences, the existence of the…
In this paper, we derive power guarantees of some sequential tests for bounded mean under general alternatives. We focus on testing procedures using nonnegative supermartingales which are anytime valid and consider alternatives which…
Inverse transform sampling is an exceptionally general method to generate non-uniform-distributed random numbers, but can be rather unstable when simulating extremely truncated distributions. Many famous probability models share a property…
Let $L$ be a convex cone of real random variables on the probability space $(\Omega,\mathcal{A},P_0)$. The existence of a probability $P$ on $\mathcal{A}$ such that $$ P \sim P_0,\quad E_P \abs{X}< \infty\, \text{ and } \, E_P(X) \leq 0\,…
Phylogenetic trees are key data objects in biology, and the method of phylogenetic reconstruction has been highly developed. The space of phylogenetic trees is a nonpositively curved metric space. Recently, statistical methods to analyze…
The estimation of a log-concave density on $\mathbb{R}^d$ represents a central problem in the area of nonparametric inference under shape constraints. In this paper, we study the performance of log-concave density estimators with respect to…
This paper studies estimation of and inference on a distribution function $F$ that is concave on the nonnegative half line and admits a density function $f$ with potentially unbounded support. When $F$ is strictly concave, we show that the…
Let $f$ be an $E$-function (in Siegel's sense) not of the form $e^{\beta z}$, $\beta \in \overline{\mathbb{Q}}$, and let $\log$ denote any fixed determination of the complex logarithm. We first prove that there exists a finite set $S(f)$…
In this paper we show that the family P_d of probability distributions on R^d with log-concave densities satisfies a strong continuity condition. In particular, it turns out that weak convergence within this family entails (i) convergence…
An important theme in recent work in asymptotic geometric analysis is that many classical implications between different types of geometric or functional inequalities can be reversed in the presence of convexity assumptions. In this note,…
In this paper, we derive comparison results for terminal values of $d$-dimensional special semimartingales and also for finite-dimensional distributions of multivariate L\'{e}vy processes. The comparison is with respect to nondecreasing,…
Consider an observation of a multivariate temporal point process $N$ with law $\mathcal P$ on the time interval $[0,T]$. To test the null hypothesis that $\mathcal P$ belongs to a given parametric family, we construct a convergent…
It is shown that the nonparametric maximum likelihood estimator of a univariate log-concave probability density satisfies desirable consistency properties in the tail regions. Specifically, let $P$ and $f$ denote the true underlying…
In this article, we propose a new class of consistent tests for $p$-variate normality. These tests are based on the characterization of the standard multivariate normal distribution, that the Hessian of the corresponding cumulant generating…