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We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…

Econometrics · Economics 2025-02-05 David M. Ritzwoller , Joseph P. Romano , Azeem M. Shaikh

In a high dimensional regression setting in which the number of variables ($p$) is much larger than the sample size ($n$), the number of possible two-way interactions between the variables is immense. If the number of variables is in the…

Methodology · Statistics 2024-06-26 Marianne A Jonker , Luc van Schijndel , Eric Cator

Consider $K$ processes, each generating a sequence of identical and independent random variables. The probability measures of these processes have random parameters that must be estimated. Specifically, they share a parameter $\theta$…

Machine Learning · Computer Science 2022-10-12 Arpan Mukherjee , Ali Tajer , Pin-Yu Chen , Payel Das

In this paper, we develop a simple approach for testing multiple statistical hypotheses based on the observations of a number of probability ratios enumerated consecutively with respect to the index of hypotheses. Explicit and tight bounds…

Statistics Theory · Mathematics 2012-06-19 Xinjia Chen

We introduce fully nonparametric two-sample tests for testing the null hypothesis that the samples come from the same distribution if the values are only indirectly given via current status censoring. The tests are based on the likelihood…

Statistics Theory · Mathematics 2013-07-12 Piet Groeneboom

This paper addresses the multiple two-sample test problem in a graph-structured setting, which is a common scenario in fields such as Spatial Statistics and Neuroscience. Each node $v$ in fixed graph deals with a two-sample testing problem…

Machine Learning · Statistics 2024-02-09 Alejandro de la Concha , Nicolas Vayatis , Argyris Kalogeratos

We consider the problem of testing whether two finite-dimensional random dot product graphs have generating latent positions that are independently drawn from the same distribution, or distributions that are related via scaling or…

Statistics Theory · Mathematics 2015-11-13 Minh Tang , Avanti Athreya , Daniel L. Sussman , Vince Lyzinski , Carey E. Priebe

The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…

Methodology · Statistics 2023-04-21 Yiming Xing , Georgios Fellouris

To adapt kernel two-sample and independence testing to complex structured data, aggregation of multiple kernels is frequently employed to boost testing power compared to single-kernel tests. However, we observe a phenomenon that directly…

Machine Learning · Computer Science 2025-10-14 Zhijian Zhou , Xunye Tian , Liuhua Peng , Chao Lei , Antonin Schrab , Danica J. Sutherland , Feng Liu

Standard multiple testing procedures are designed to report a list of discoveries, or suspected false null hypotheses, given the hypotheses' p-values or test scores. Recently there has been a growing interest in enhancing such procedures by…

Methodology · Statistics 2025-10-29 Jack Freestone , William Stafford Noble , Uri Keich

Modern kernel-based two-sample tests have shown great success in distinguishing complex, high-dimensional distributions with appropriate learned kernels. Previous work has demonstrated that this kernel learning procedure succeeds, assuming…

Machine Learning · Statistics 2022-01-06 Feng Liu , Wenkai Xu , Jie Lu , Danica J. Sutherland

This paper aims to develop an effective model-free inference procedure for high-dimensional data. We first reformulate the hypothesis testing problem via sufficient dimension reduction framework. With the aid of new reformulation, we…

Methodology · Statistics 2022-05-17 Xu Guo , Runze Li , Zhe Zhang , Changliang Zou

Two-sample hypothesis testing-determining whether two sets of data are drawn from the same distribution-is a fundamental problem in statistics and machine learning with broad scientific applications. In the context of nonparametric testing,…

Machine Learning · Statistics 2026-04-21 Antoine Chatalic , Marco Letizia , Nicolas Schreuder , Lorenzo Rosasco

This paper introduces a novel multi-stage decision-making model that integrates hypothesis testing and dynamic programming algorithms to address complex decision-making scenarios.Initially,we develop a sampling inspection scheme that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Ziyang Liu , Yurui Hu , Yihan Deng

How can we find a general way to choose the most suitable samples for training a classifier? Even with very limited prior information? Active learning, which can be regarded as an iterative optimization procedure, plays a key role to…

Machine Learning · Computer Science 2019-04-16 Bo Du , Zengmao Wang , Lefei Zhang , Liangpei Zhang , Wei Liu , Jialie Shen , Dacheng Tao

Graph-based tests are a class of non-parametric two-sample tests useful for analyzing high-dimensional data. The test statistics are constructed from similarity graphs (such as K-minimum spanning tree), and consequently, their performance…

Methodology · Statistics 2025-06-23 Yichuan Bai , Lynna Chu

Hierarchically-organized data arise naturally in many psychology and neuroscience studies. As the standard assumption of independent and identically distributed samples does not hold for such data, two important problems are to accurately…

Statistics Theory · Mathematics 2018-09-03 Irene Dowding , Stefan Haufe

We consider the problem of noisy Bayesian active learning, where we are given a finite set of functions $\mathcal{H}$, a sample space $\mathcal{X}$, and a label set $\mathcal{L}$. One of the functions in $\mathcal{H}$ assigns labels to…

Information Theory · Computer Science 2016-11-15 Mohammad Naghshvar , Tara Javidi , Kamalika Chaudhuri

One of the motivations for property testing of boolean functions is the idea that testing can serve as a preprocessing step before learning. However, in most machine learning applications, it is not possible to request for labels of…

Data Structures and Algorithms · Computer Science 2012-04-18 Maria-Florina Balcan , Eric Blais , Avrim Blum , Liu Yang

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan