Related papers: Two-sample KS test with approxQuantile in Apache S…
Integral probability metrics (IPMs) constitute a general class of nonparametric two-sample tests that are based on maximizing the mean difference between samples from one distribution $P$ versus another $Q$, over all choices of data…
Implementation of many statistical methods for large, multivariate data sets requires one to solve a linear system that, depending on the method, is of the dimension of the number of observations or each individual data vector. This is…
Two-sample tests have been extensively employed in various scientific fields and machine learning such as evaluation on the effectiveness of drugs and A/B testing on different marketing strategies to discriminate whether two sets of samples…
We provide a unifying framework linking two classes of statistics used in two-sample and independence testing: on the one hand, the energy distances and distance covariances from the statistics literature; on the other, distances between…
In a sampling problem, we are given an input x, and asked to sample approximately from a probability distribution D_x. In a search problem, we are given an input x, and asked to find a member of a nonempty set A_x with high probability. (An…
We extend the Kolmogorov--Smirnov (K-S) test to multiple dimensions by suggesting a $\mathbb{R}^n \rightarrow [0,1]$ mapping based on the probability content of the highest probability density region of the reference distribution under…
Comparing multivariate yield quality distributions across spatially referenced agricultural fields is complicated by two pervasive features: non-normality and spatial autocorrelation. Classical procedures such as ANOVA, MANOVA, and standard…
In this paper, we propose a new test for testing the equality of two population covariance matrices in the ultra-high dimensional setting that the dimension is much larger than the sizes of both of the two samples. Our proposed methodology…
Quantum Krylov subspace diagonalization (QKSD) is an emerging method used in place of quantum phase estimation in the early fault-tolerant era, where limited quantum circuit depth is available. In contrast to the classical Krylov subspace…
The Gibbs sampler (GS) is a crucial algorithm for approximating complex calculations, and it is justified by Markov chain theory, the alternating projection theorem, and $I$-projection, separately. We explore the equivalence between these…
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…
By facilitating the generation of samples from arbitrary probability distributions, Markov Chain Monte Carlo (MCMC) is, arguably, \emph{the} tool for the evaluation of Bayesian inference problems that yield non-standard posterior…
This paper is concerned with the problem of comparing the population means of two groups of independent observations. An approximate randomization test procedure based on the test statistic of Chen and Qin (2010) is proposed. The asymptotic…
Counting pairs of galaxies or stars according to their distance is at the core of real-space correlation analyzes performed in astrophysics and cosmology. Upcoming galaxy surveys (LSST, Euclid) will measure properties of billions of…
The multitime probability distributions obtained by repeatedly probing a quantum system via the measurement of an observable generally violate Kolmogorov's consistency property. Therefore, one cannot interpret such distributions as the…
Many scientific questions rely on determining whether two sequences of event times are associated. This article introduces a likelihood ratio test which can be parameterised in several ways to detect different forms of dependence. A common…
Reproducing Kernel Hilbert Space (RKHS) embedding of probability distributions has proved to be an effective approach, via MMD (maximum mean discrepancy), for nonparametric hypothesis testing problems involving distributions defined over…
We propose a novel kernel-based two-sample test that leverages the spectral decomposition of the maximum mean discrepancy (MMD) statistic to identify and utilize well-estimated directional components in reproducing kernel Hilbert space…
We introduce a probabilistic framework for two-sample comparison based on a nonparametric process taking the form of a Markov model that transitions between a "divide" and a "merge" state on a multi-resolution partition tree of the sample…
CFS (Correlation-Based Feature Selection) is an FS algorithm that has been successfully applied to classification problems in many domains. We describe Distributed CFS (DiCFS) as a completely redesigned, scalable, parallel and distributed…