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New inference methods for the multivariate coefficient of variation and its reciprocal, the standardized mean, are presented. While there are various testing procedures for both parameters in the univariate case, it is less known how to do…

Methodology · Statistics 2020-03-31 Marc Ditzhaus , Łukas Smaga

For measuring the strength of visually-observed subpopulation differences, the Population Difference Criterion is proposed to assess the statistical significance of visually observed subpopulation differences. It addresses the following…

Methodology · Statistics 2023-09-21 Xi Yang , Jan Hannig , Katherine A. Hoadley , Iain Carmichael , J. S. Marron

Re-sampling based statistical tests are known to be computationally heavy, but reliable when small sample sizes are available. Despite their nice theoretical properties not much effort has been put to make them efficient. In this paper we…

Methodology · Statistics 2018-06-29 Christina Chatzipantsiou , Marios Dimitriadis , Manos Papadakis , Michail Tsagris

Permutation tests are among the simplest and most widely used statistical tools. Their p-values can be computed by a straightforward sampling of permutations. However, this way of computing p-values is often so slow that it is replaced by…

Computation · Statistics 2018-07-27 Jean-Marie Droz

Mutation testing was proposed to identify weaknesses in test suites by repeatedly generating artificially faulty versions of the software (mutants) and determining if the test suite is sufficient to detect them (kill them). When the tests…

Software Engineering · Computer Science 2024-11-18 Hang Du , Vijay Krishna Palepu , James A. Jones

Power analyses are an important aspect of experimental design, because they help determine how experiments are implemented in practice. It is common to specify a desired level of power and compute the sample size necessary to obtain that…

Methodology · Statistics 2022-12-09 Zach Branson , Xinran Li , Peng Ding

A permutation array $A$ is a set of permutations on a finite set $\Omega$, say of size $n$. Given distinct permutations $\pi, \sigma\in \Omega$, we let $hd(\pi, \sigma) = |\{ x\in \Omega: \pi(x) \ne \sigma(x) \}|$, called the Hamming…

Combinatorics · Mathematics 2018-09-12 Sergey Bereg , Zevi Miller , Luis Gerardo Mojica , Linda Morales , I. H. Sudborough

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

Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

Methodology · Statistics 2024-09-05 F. Richard Guo , Rajen D. Shah

In contemporary problems involving genetic or neuroimaging data, thousands of hypotheses need to be tested. Due to their high power, and finite sample guarantees on type-I error under weak assumptions, Monte Carlo permutation tests are…

Methodology · Statistics 2025-09-01 Lasse Fischer , Timothy Barry , Aaditya Ramdas

A key challenge of oversampling in imbalanced classification is that the generation of new minority samples often neglects the usage of majority classes, resulting in most new minority sampling spreading the whole minority space. In view of…

Machine Learning · Computer Science 2020-12-24 Hao Luo , Li Liu

We study a structured permutation scheme for two-sample testing that restricts permutations to single cross-swaps between block-selected representatives. Our analysis yields three main results. First, we provide an exact validity…

Machine Learning · Statistics 2025-12-02 Jungwoo Ho

Hotelling's $T^2$-test for the mean of a multivariate normal distribution is one of the triumphs of classical multivariate analysis. It is uniformly most powerful among invariant tests, and admissible, proper Bayes, and locally and…

Statistics Theory · Mathematics 2019-10-10 Michael D. Perlman

We consider testing for two-sample means of high dimensional populations by thresholding. Two tests are investigated, which are designed for better power performance when the two population mean vectors differ only in sparsely populated…

Methodology · Statistics 2014-10-13 Song Xi Chen , Jun Li , Ping-Shou Zhong

Large deviation theory has provided important clues for the choice of importance sampling measures for Monte Carlo evaluation of exceedance probabilities. However, Glasserman and Wang [Ann. Appl. Probab. 7 (1997) 731--746] have given…

Probability · Mathematics 2007-05-23 Hock Peng Chan , Tze Leung Lai

Ensembling is a simple and popular technique for boosting evaluation performance by training multiple models (e.g., with different initializations) and aggregating their predictions. This approach is commonly reserved for the largest…

Machine Learning · Computer Science 2020-05-05 Dan Kondratyuk , Mingxing Tan , Matthew Brown , Boqing Gong

Given a large matrix containing independent data entries, we consider the problem of detecting a submatrix inside the data matrix that contains larger-than-usual values. Different from previous literature, we do not have exact information…

Statistics Theory · Mathematics 2020-03-03 Yuchao Liu , Jiaqi Guo

In the group-testing literature, efficient algorithms have been developed to minimize the number of tests required to identify all minimal "defective" sub-groups embedded within a larger group, using deterministic group splitting with a…

Discrete Mathematics · Computer Science 2020-10-20 Laurence A. Clarfeld , Margaret J. Eppstein

We present a quantum Monte Carlo algorithm for the simulation of general quantum and classical many-body models within a single unifying framework. The algorithm builds on a power series expansion of the quantum partition function in its…

Statistical Mechanics · Physics 2020-08-05 Lalit Gupta , Tameem Albash , Itay Hen

Due to the intrinsic complexity of the quantum many-body problem, quantum Monte Carlo algorithms and their corresponding Monte Carlo configurations can be defined in various ways. Configurations corresponding to few Feynman diagrams often…

Strongly Correlated Electrons · Physics 2019-04-30 Alexander Kowalski , Andreas Hausoel , Markus Wallerberger , Patrik Gunacker , Giorgio Sangiovanni