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A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…

Machine Learning · Computer Science 2024-07-01 Weizhi Li , Prad Kadambi , Pouria Saidi , Karthikeyan Natesan Ramamurthy , Gautam Dasarathy , Visar Berisha

Randomness or mutual independence is a fundamental assumption forming the basis of statistical inference across disciplines such as economics, finance, and management. Consequently, validating this assumption is essential for the reliable…

Methodology · Statistics 2025-06-27 Shriya Gehlot , Arnab Kumar Laha

In scientific studies involving analyses of multivariate data, basic but important questions often arise for the researcher: Is the sample exchangeable, meaning that the joint distribution of the sample is invariant to the ordering of the…

Methodology · Statistics 2023-08-31 Alan J. Aw , Jeffrey P. Spence , Yun S. Song

In this paper, we focus on the problem of statistical dependence estimation using characteristic functions. We propose a statistical dependence measure, based on the maximum-norm of the difference between joint and product-marginal…

Machine Learning · Computer Science 2022-08-18 Povilas Daniušis , Shubham Juneja , Lukas Kuzma , Virginijus Marcinkevičius

We investigate the problem of detecting dependencies between the components of a high-dimensional vector. Our approach advances the existing literature in two important respects. First, we consider the problem under privacy constraints.…

Statistics Theory · Mathematics 2026-03-24 Patrick Bastian , Holger Dette , Martin Dunsche

Many tools exist to detect dependence between random variables, a core question across a wide range of machine learning, statistical, and scientific endeavors. Although several statistical tests guarantee eventual detection of any…

Machine Learning · Statistics 2026-03-23 Nathaniel Xu , Feng Liu , Danica J. Sutherland

We revisit the distributed hypothesis testing (or hypothesis testing with communication constraints) problem from the viewpoint of privacy. Instead of observing the raw data directly, the transmitter observes a sanitized or randomized…

Information Theory · Computer Science 2019-06-26 Atefeh Gilani , Selma Belhadj Amor , Sadaf Salehkalaibar , Vincent Y. F. Tan

We study the problem of independence testing given independent and identically distributed pairs taking values in a $\sigma$-finite, separable measure space. Defining a natural measure of dependence $D(f)$ as the squared $L^2$-distance…

Statistics Theory · Mathematics 2020-11-09 Thomas B. Berrett , Ioannis Kontoyiannis , Richard J. Samworth

We describe a novel non-parametric statistical hypothesis test of relative dependence between a source variable and two candidate target variables. Such a test enables us to determine whether one source variable is significantly more…

Machine Learning · Statistics 2015-05-28 Wacha Bounliphone , Arthur Gretton , Arthur Tenenhaus , Matthew Blaschko

When learning from positive and unlabelled data, it is a strong assumption that the positive observations are randomly sampled from the distribution of $X$ conditional on $Y = 1$, where X stands for the feature and Y the label. Most…

Machine Learning · Computer Science 2020-03-04 Fengxiang He , Tongliang Liu , Geoffrey I Webb , Dacheng Tao

The validity OF a causal model can be tested ONLY IF the model imposes constraints ON the probability distribution that governs the generated data. IN the presence OF unmeasured variables, causal models may impose two types OF constraints :…

Artificial Intelligence · Computer Science 2013-01-07 Jin Tian , Judea Pearl

Emerging applications of sensor networks for detection sometimes suggest that classical problems ought be revisited under new assumptions. This is the case of binary hypothesis testing with independent - but not necessarily identically…

Information Theory · Computer Science 2019-03-27 Stefano Marano , Peter Willett

We study a new framework for property testing of probability distributions, by considering distribution testing algorithms that have access to a conditional sampling oracle.* This is an oracle that takes as input a subset $S \subseteq [N]$…

Data Structures and Algorithms · Computer Science 2015-01-19 Clement Canonne , Dana Ron , Rocco A. Servedio

It is frequently of interest to jointly analyze two paired sequences of multiple tests. This paper studies the problem of detecting whether there are more pairs of tests that are significant in both sequences than would be expected by…

Methodology · Statistics 2017-06-26 Sihai Dave Zhao , T. Tony Cai , Hongzhe Li

We propose a test of the conditional independence of random variables $X$ and~$Y$ given~$Z$ under the additional assumption that $X$ is stochastically nondecreasing in~$Z$. The well-documented hardness of testing conditional independence…

Methodology · Statistics 2026-04-24 Rohan Hore , Jake A. Soloff , Rina Foygel Barber , Richard J. Samworth

We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test. In outlier hypothesis testing, one is given multiple observed sequences, where most sequences are…

Statistics Theory · Mathematics 2022-05-17 Lin Zhou , Yun Wei , Alfred Hero

Test of independence is of fundamental importance in modern data analysis, with broad applications in variable selection, graphical models, and causal inference. When the data is high dimensional and the potential dependence signal is…

Methodology · Statistics 2023-06-13 Zhanrui Cai , Jing Lei , Kathryn Roeder

Independence testing is a fundamental problem in statistical inference: given samples from a joint distribution $p$ over multiple random variables, the goal is to determine whether $p$ is a product distribution or is $\epsilon$-far from all…

Machine Learning · Statistics 2026-03-06 Maryam Aliakbarpour , Alireza Azizi , Ria Stevens

When faced with distribution shift at test time, deep neural networks often make inaccurate predictions with unreliable uncertainty estimates. While improving the robustness of neural networks is one promising approach to mitigate this…

Machine Learning · Computer Science 2021-09-28 Aurick Zhou , Sergey Levine

An important aspect of multiple hypothesis testing is controlling the significance level, or the level of Type I error. When the test statistics are not independent it can be particularly challenging to deal with this problem, without…

Statistics Theory · Mathematics 2009-03-04 Sandy Clarke , Peter Hall
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