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We propose a simple and intuitive test for arguably the most prevailing hypothesis in statistics that data are independent and identically distributed (IID), based on a newly introduced off-diagonal sequential U-process. This IID test is…

Methodology · Statistics 2025-06-30 Tongyu Li , Jonas Mueller , Fang Yao

We present methodology for constructing exact significance tests for cross tabulated data for "difficult" composite alternative hypotheses that have no natural test statistic. We construct a test for discovering Simpson's Paradox and a…

Methodology · Statistics 2013-12-12 Daniel Yekutieli

Testing the validity of probabilistic models containing unmeasured (hidden) variables is shown to be a hard task. We show that the task of testing whether models are structurally incompatible with the data at hand, requires an exponential…

Artificial Intelligence · Computer Science 2013-02-28 Dan Geiger , Azaria Paz , Judea Pearl

Efficient automatic protein classification is of central importance in genomic annotation. As an independent way to check the reliability of the classification, we propose a statistical approach to test if two sets of protein domain…

To assess whether there is some signal in a big database, aggregate tests for the global null hypothesis of no effect are routinely applied in practice before more specialized analysis is carried out. Although a plethora of aggregate tests…

Statistics Theory · Mathematics 2024-05-08 Anders Bredahl Kock , David Preinerstorfer

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

Identifying dependency between two random variables is a fundamental problem. The clear interpretability and ability of a procedure to provide information on the form of possible dependence is particularly important when exploring…

Methodology · Statistics 2026-04-27 Bogdan Ćmiel , Teresa Ledwina

Conditional independence plays a foundational role in database theory, probability theory, information theory, and graphical models. In databases, conditional independence appears in database normalization and is known as the (embedded)…

Databases · Computer Science 2023-12-19 Miika Hannula

In this paper, we address the problem of testing independence between two high-dimensional random vectors. Our approach involves a series of max-sum tests based on three well-known classes of rank-based correlations. These correlation…

Methodology · Statistics 2024-04-04 Hongfei Wang , Binghui Liu , Long Feng

For a continuous random variable $Z$, testing conditional independence $X \perp\!\!\!\perp Y |Z$ is known to be a particularly hard problem. It constitutes a key ingredient of many constraint-based causal discovery algorithms. These…

Statistics Theory · Mathematics 2021-12-21 Philip A. Boeken , Joris M. Mooij

Pearl and Verma developed d-separation as a widely used graphical criterion to reason about the conditional independencies that are implied by the causal structure of a Bayesian network. As acyclic ground probabilistic logic programs…

Logic in Computer Science · Computer Science 2023-08-31 Kilian Rückschloß , Felix Weitkämper

In this paper, we focus on the problem of stable prediction across unknown test data, where the test distribution is agnostic and might be totally different from the training one. In such a case, previous machine learning methods might…

Machine Learning · Computer Science 2020-06-11 Kun Kuang , Bo Li , Peng Cui , Yue Liu , Jianrong Tao , Yueting Zhuang , Fei Wu

There has been considerable recent interest in distribution-tests whose run-time and sample requirements are sublinear in the domain-size $k$. We study two of the most important tests under the conditional-sampling model where each query…

Data Structures and Algorithms · Computer Science 2015-04-17 Moein Falahatgar , Ashkan Jafarpour , Alon Orlitsky , Venkatadheeraj Pichapathi , Ananda Theertha Suresh

Let $\mathbf{A}$ be an $n\times n$-matrix over $\mathbb{F}_2$ whose every entry equals $1$ with probability $d/n$ independently for a fixed $d>0$. Draw a vector $\mathbf{y}$ randomly from the column space of $\mathbf{A}$. It is a simple…

Combinatorics · Mathematics 2023-09-08 Amin Coja-Oghlan , Oliver Cooley , Mihyun Kang , Joon Lee , Jean Bernoulli Ravelomanana

We wish to test whether a real-valued variable $Z$ has explanatory power, in addition to a multivariate variable $X$, for a binary variable $Y$. Thus, we are interested in testing the hypothesis $\mathbb{P}(Y=1\, | \, X,Z)=\mathbb{P}(Y=1\,…

Methodology · Statistics 2025-12-23 John H. J. Einmahl , Denis Kojevnikov , Bas J. M. Werker

We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test under the generalized Neyman-Pearson criterion. In outlier hypothesis testing, one is given multiple…

Information Theory · Computer Science 2022-02-15 Lin Zhou , Yun Wei , Alfred Hero

We consider the testing of mutual independence among all entries in a $d$-dimensional random vector based on $n$ independent observations. We study two families of distribution-free test statistics, which include Kendall's tau and…

Statistics Theory · Mathematics 2017-07-24 Fang Han , Shizhe Chen , Han Liu

Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…

Statistics Theory · Mathematics 2016-03-02 Lubna Amro , Markus Pauly

Given samples from an unknown multivariate distribution $p$, is it possible to distinguish whether $p$ is the product of its marginals versus $p$ being far from every product distribution? Similarly, is it possible to distinguish whether…

Data Structures and Algorithms · Computer Science 2019-07-12 Constantinos Daskalakis , Nishanth Dikkala , Gautam Kamath

We consider the structural change in a class of discrete valued time series that the conditional distribution follows a one-parameter exponential family. We propose a change-point test based on the maximum likelihood estimator of the…

Statistics Theory · Mathematics 2016-03-01 Mamadou Lamine Diop , William Kengne
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