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Topological data analysis involves the statistical characterization of the shape of data. Persistent homology is a primary tool of topological data analysis, which can be used to analyze topological features and perform statistical…

Methodology · Statistics 2023-03-01 Chul Moon , Nicole A. Lazar

We study the problem of multiple hypothesis testing for multidimensional data when inter-correlations are present. The problem of multiple comparisons is common in many applications. When the data is multivariate and correlated, existing…

Statistics Theory · Mathematics 2015-06-02 Mahdis Azadbakhsh , Xin Gao , Hanna Jankowski

The paper considers a paired data framework and discuss the question of marginal homogeneity of bivariate high dimensional or functional data. The related testing problem can be endowed into a more general setting for paired random…

Methodology · Statistics 2021-05-04 Marc Ditzhaus , Daniel Gaigall

Fairness testing evaluates whether a model satisfies a specified fairness criterion across different groups, yet most research has focused on classification models, leaving regression models underexplored. This paper introduces a framework…

Machine Learning · Computer Science 2026-02-11 Wanxin Li , Yongjin P. Park , Khanh Dao Duc

The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

Methodology · Statistics 2016-09-06 Yi-Hui Zhou

In this paper, we investigate score function-based tests to check the significance of an ultrahigh-dimensional sub-vector of the model coefficients when the nuisance parameter vector is also ultrahigh-dimensional in linear models. We first…

Methodology · Statistics 2024-11-12 Weichao Yang , Xu Guo , Lixing Zhu

We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…

Signal Processing · Electrical Eng. & Systems 2020-03-04 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

The abundance of models of complex networks and the current insufficient validation standards make it difficult to judge which models are strongly supported by data and which are not. We focus here on likelihood maximization methods for…

Physics and Society · Physics 2014-03-26 Matus Medo

We introduce a new method of performing high dimensional discriminant analysis, which we call multiDA. We achieve this by constructing a hybrid model that seamlessly integrates a multiclass diagonal discriminant analysis model and feature…

Machine Learning · Statistics 2018-07-05 Sarah Elizabeth Romanes , John Thomas Ormerod , Jean YH Yang

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…

Statistics Theory · Mathematics 2026-01-05 Falong Tan , Shan Tang , Lixing Zhu

While multiple testing procedures have been the focus of much statistical research, an important facet of the problem is how to deal with possible confounding. Procedures have been developed by authors in genetics and statistics. In this…

Methodology · Statistics 2008-12-18 Debashis Ghosh

This paper presents a general framework for estimating high-dimensional conditional latent factor models via constrained nuclear norm regularization. We establish large sample properties of the estimators and provide efficient algorithms…

Econometrics · Economics 2025-12-09 Qihui Chen

The power of multiple testing procedures can be increased by using weighted p-values (Genovese, Roeder and Wasserman 2005). We derive the optimal weights and we show that the power is remarkably robust to misspecification of these weights.…

Statistics Theory · Mathematics 2007-06-13 Larry Wasserman , Kathryn Roeder

We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on…

Methodology · Statistics 2025-01-07 Xiaotong Lin , Weihao Li , Fangqiao Tian , Dongming Huang

Factor and sparse models are two widely used methods to impose a low-dimensional structure in high-dimensions. However, they are seemingly mutually exclusive. We propose a lifting method that combines the merits of these two models in a…

Econometrics · Economics 2022-09-07 Jianqing Fan , Ricardo Masini , Marcelo C. Medeiros

We propose a test of fairness in score-based ranking systems called matched pair calibration. Our approach constructs a set of matched item pairs with minimal confounding differences between subgroups before computing an appropriate measure…

The identification of new rare signals in data, the detection of a sudden change in a trend, and the selection of competing models, are among the most challenging problems in statistical practice. These challenges can be tackled using a…

Methodology · Statistics 2022-04-06 Sara Algeri , David A. van Dyk

The most popular multiple testing procedures are stepwise procedures based on $P$-values for individual test statistics. Included among these are the false discovery rate (FDR) controlling procedures of Benjamini--Hochberg [J. Roy. Statist.…

Statistics Theory · Mathematics 2009-06-18 Arthur Cohen , Harold B. Sackrowitz , Minya Xu

Motivated by recent findings in Li and Zhang (2025), which established an equivalence between certain p-value-based multiple testing procedures and the e-Benjamini-Hochberg procedure (Wang and Ramdas, 2022), we introduce a general framework…

Methodology · Statistics 2025-08-22 Guanxun Li , Xianyang Zhang

We propose a two-sample test for covariance matrices in the high-dimensional regime, where the dimension diverges proportionally to the sample size. Our hybrid test combines a Frobenius-norm-based statistic as considered in Li and Chen…

Statistics Theory · Mathematics 2025-06-10 Thomas Lam , Nina Dörnemann , Holger Dette