Related papers: A High-dimensional Convergence Theorem for U-stati…
Testing the equality in distributions of multiple samples is a common task in many fields. However, this problem for high-dimensional or non-Euclidean data has not been well explored. In this paper, we propose new nonparametric tests based…
Two-sample tests utilizing a similarity graph on observations are useful for high-dimensional and non-Euclidean data due to their flexibility and good performance under a wide range of alternatives. Existing works mainly focused on sparse…
This paper investigates the utilization of maximum and average distance correlations for multivariate independence testing. We characterize their consistency properties in high-dimensional settings with respect to the number of marginally…
We study the detection of change-points in time series. The classical CUSUM statistic for detection of jumps in the mean is known to be sensitive to outliers. We thus propose a robust test based on the Wilcoxon two-sample test statistic.…
Gradient descent (GD) on logistic regression has many fascinating properties. When the dataset is linearly separable, it is known that the iterates converge in direction to the maximum-margin separator regardless of how large the step size…
An $n$-vertex $k$-uniform hypergraph $G$ is $(d,\alpha)$-degenerate if $m_1(G)\le{d}$ and there exists a constant $\varepsilon >0$ such that for every subset $U\subseteq{V(G)}$ with size $2\le|U|\le{\varepsilon n}$, we have…
In this paper, we introduce a ${\mathcal L}_2$ type test for testing mutual independence and banded dependence structure for high dimensional data. The test is constructed based on the pairwise distance covariance and it accounts for the…
Generalized linear (GL-) statistics are defined as functionals of an U-quantile process and unify different classes of statistics such as U-statistics and L-statistics. We derive a central limit theorem for GL-statistics of strongly mixing…
A $\Gamma$-convergence analysis is used to perform a 3D-2D dimension reduction of variational problems with linear growth. The adopted scaling gives rise to a nonlinear membrane model which, because of the presence of higher order external…
In this paper, we consider the problem of testing the equality of two multivariate distributions based on geometric graphs constructed using the interpoint distances between the observations. These include the tests based on the minimum…
Denoising Diffusion Probabilistic Models (DDPM) are powerful state-of-the-art methods used to generate synthetic data from high-dimensional data distributions and are widely used for image, audio, and video generation as well as many more…
We analyze hypotheses tests using classical results on large deviations to compare two models, each one described by a different H\"older Gibbs probability measure. One main difference to the classical hypothesis tests in Decision Theory is…
We characterize the asymptotic performance of nonparametric one- and two-sample testing. The exponential decay rate or error exponent of the type-II error probability is used as the asymptotic performance metric, and an optimal test…
We provide an improved version of the Darling-Erd\"os theorem for sums of i.i.d. random variables with mean zero and finite variance. We extend this result to multidimensional random vectors. Our proof is based on a new strong invariance…
U-max statistics were introduced by Lao and Mayer in 2008. Instead of averaging the kernel over all possible subsets of the original sample, they considered the maximum of the kernel. Such statistics are natural in stochastic geometry.…
We propose a framework to construct practical kernel-based two-sample tests from the family of $f$-divergences. The test statistic is computed from the witness function of a regularized variational representation of the divergence, which we…
Many statistical applications, such as the Principal Component Analysis, matrix completion, tensor regression and many others, rely on accurate estimation of leading eigenvectors of a matrix. The Davis-Kahan theorem is known to be…
This paper is concerned with Spearman's correlation matrices under large dimensional regime, in which the data dimension diverges to infinity proportionally with the sample size. We establish the central limit theorem for the linear…
Diffusion models are distinguished by their exceptional generative performance, particularly in producing high-quality samples through iterative denoising. While current theory suggests that the number of denoising steps required for…
In typical high dimensional statistical inference problems, confidence intervals and hypothesis tests are performed for a low dimensional subset of model parameters under the assumption that the parameters of interest are unconstrained.…