Related papers: A Sequential Test for Log-Concavity

Given a composite null hypothesis H, test supermartingales are non-negative supermartingales with respect to H with initial value 1. Large values of test supermartingales provide evidence against H. As a result, test supermartingales are an…

The problem of efficiently generating random samples from high-dimensional and non-log-concave posterior measures arising from nonlinear regression problems is considered. Extending investigations from arXiv:2009.05298, local and global…

We consider a generic class of log-concave, possibly random, (Gibbs) measures. We prove the concentration of an infinite family of order parameters called multioverlaps. Because they completely parametrise the quenched Gibbs measure of the…

We develop conservative tests for the mean of a bounded population under stratified sampling and apply them to risk-limiting post-election audits. The tests are ``anytime valid'' under sequential sampling, allowing optional stopping in each…

We study the {\em robust proper learning} of univariate log-concave distributions (over continuous and discrete domains). Given a set of samples drawn from an unknown target distribution, we want to compute a log-concave hypothesis…

In finite population causal inference exact randomization tests can be constructed for sharp null hypotheses, i.e. hypotheses which fully impute the missing potential outcomes. Oftentimes inference is instead desired for the weak null that…

We generalise the randomness test definitions in the literature for both the Martin-L\"of and Schnorr randomness of a series of binary outcomes, in order to allow for interval-valued rather than merely precise forecasts for these outcomes,…

We prove that the (B) conjecture and the Gardner-Zvavitch conjecture are true for all log-concave measures that are rotationally invariant, extending previous results known for Gaussian measures. Actually, our result apply beyond the case…

Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.…

Global null testing is a classical problem going back about a century to Fisher's and Stouffer's combination tests. In this work, we present simple martingale analogs of these classical tests, which are applicable in two distinct settings:…

We give new proofs of certain equivalent conditions for the existence of generalized moments of a L\'evy process $(X_t)_{t\geq 0}$; in particular, the existence of a generalized $g$-moment is equivalent to the uniform integrability of…

Shape-constrained density estimation is an important topic in mathematical statistics. We focus on densities on $\mathbb{R}^d$ that are log-concave, and we study geometric properties of the maximum likelihood estimator (MLE) for weighted…

We present a unified technique for sequential estimation of convex divergences between distributions, including integral probability metrics like the kernel maximum mean discrepancy, $\varphi$-divergences like the Kullback-Leibler…

We show that the sequence of moments of order less than 1 of averages of i.i.d. positive random variables is log-concave. For moments of order at least 1, we conjecture that the sequence is log-convex and show that this holds eventually for…

Principled nonparametric tests for regression curvature in $\mathbb{R}^{d}$ are often statistically and computationally challenging. This paper introduces the stratified incomplete local simplex (SILS) tests for joint concavity of…

We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…

The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…

Given samples from two non-negative random variables, we propose a family of tests for the null hypothesis that one random variable stochastically dominates the other at the second order. Test statistics are obtained as functionals of the…

Let $K/\mathbb{Q}$ be a number field. Let $\pi$ and $\pi^\prime$ be cuspidal automorphic representations of $\mathrm{GL}_d(\mathbb{A}_K)$ and $\mathrm{GL}_{d^\prime}(\mathbb{A}_K)$, and suppose that either both $d$ and $d'$ are at most 2 or…

Nonparametric tests for equality of multivariate distributions are frequently desired in research. It is commonly required that test-procedures based on relatively small samples of vectors accurately control the corresponding Type I Error…