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We propose three measures of mutual dependence between multiple random vectors. All the measures are zero if and only if the random vectors are mutually independent. The first measure generalizes distance covariance from pairwise dependence…

Statistics Theory · Mathematics 2018-05-18 Ze Jin , David S. Matteson

Maximum Variance Unfolding is one of the main methods for (nonlinear) dimensionality reduction. We study its large sample limit, providing specific rates of convergence under standard assumptions. We find that it is consistent when the…

Machine Learning · Statistics 2013-03-21 Ery Arias-Castro , Bruno Pelletier

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

Variable Muckenhoupt weights are considered in variable exponent Lebesgue spaces. Applications are given for polynomial approximation in these spaces. Boundedness of averaging operator is proved to gain a transference result. Almost all…

Classical Analysis and ODEs · Mathematics 2021-09-02 Ramazam Akgün

We derive the limit null distribution of the class of Sobolev tests of uniformity on the hypersphere when the dimension and the sample size diverge to infinity at arbitrary rates. The limiting non-null behavior of these tests is obtained…

Statistics Theory · Mathematics 2025-01-22 Bruno Ebner , Eduardo García-Portugués , Thomas Verdebout

The object of study is the problem of testing for uniformity of the multinomial distribution. We consider tests based on symmetric statistics, defined as the sum of some function of cell-frequencies. Mainly, attention is focused on the…

Statistics Theory · Mathematics 2022-09-12 Sherzod M. Mirakhmedov

We consider the problem of testing the mean of high-dimensional data when the dimension may grow without explicit rate restrictions relative to the sample size. The proposed procedure is based on the statistic V_n = n||Xn||^2, which avoids…

Statistics Theory · Mathematics 2026-05-18 Dietmar Ferger

Uniformity testing is one of the most well-studied problems in property testing, with many known test statistics, including ones based on counting collisions, singletons, and the empirical TV distance. It is known that the optimal sample…

Machine Learning · Statistics 2022-06-23 Shivam Gupta , Eric Price

We propose deep learning methods for classical Monge's optimal mass transportation problems, where where the distribution constraint is treated as penalty terms defined by the maximum mean discrepancy in the theory of Hilbert space…

Optimization and Control · Mathematics 2026-02-17 Takafumi Saito , Yumiharu Nakano

The kernel Maximum Mean Discrepancy~(MMD) is a popular multivariate distance metric between distributions that has found utility in two-sample testing. The usual kernel-MMD test statistic is a degenerate U-statistic under the null, and thus…

Methodology · Statistics 2025-09-16 Shubhanshu Shekhar , Ilmun Kim , Aaditya Ramdas

The problem of testing for the presence of epidemic changes in random fields is investigated. In order to be able to deal with general changes in the marginal distribution, a Cram\'er-von Mises type test is introduced which is based on…

Statistics Theory · Mathematics 2016-10-21 Béatrice Bucchia , Martin Wendler

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

This paper investigates testing for deviation of a high-dimensional mean vector $\boldsymbol{\mu}$. In contrast to the standard one-sample significance test of the form: $H_0^\texttt{e} : \boldsymbol{\mu} = \boldsymbol{\mu}_0$ versus…

Methodology · Statistics 2026-03-20 Zengjing Chen , Ruihan Liu , Jianfeng Yao

While likelihood-based inference and its variants provide a statistically efficient and widely applicable approach to parametric inference, their application to models involving intractable likelihoods poses challenges. In this work, we…

Methodology · Statistics 2019-06-17 Francois-Xavier Briol , Alessandro Barp , Andrew B. Duncan , Mark Girolami

Independence analysis is an indispensable step before regression analysis to find out essential factors that influence the objects. With many applications in machine Learning, medical Learning and a variety of disciplines, statistical…

Methodology · Statistics 2022-07-08 Wenliang Pan , Yujue Li , Jianwu Liu , Pei Dang , Weixiong Mai

We consider the goodness-of-fit testing problem of distinguishing whether the data are drawn from a specified distribution, versus a composite alternative separated from the null in the total variation metric. In the discrete case, we…

Statistics Theory · Mathematics 2017-07-03 Sivaraman Balakrishnan , Larry Wasserman

The kernel two-sample test based on the maximum mean discrepancy (MMD) is one of the most popular methods for detecting differences between two distributions over general metric spaces. In this paper we propose a method to boost the power…

Methodology · Statistics 2024-09-06 Anirban Chatterjee , Bhaswar B. Bhattacharya

This article presents general procedures for constructing, estimating, and testing Hilbert space multi-dimensional (HSM) models, which are based on quantum probability theory. HSM models can be applied to collections of K different…

Quantum Physics · Physics 2017-04-18 Jerome R. Busemeyer , Zheng Wang

In order to adapt the Wasserstein distance to the large sample multivariate non-parametric two-sample problem, making its application computationally feasible, permutation tests based on the Sinkhorn divergence between probability vectors…

Statistics Theory · Mathematics 2022-09-30 E. del Barrio , J. S. Osorio , A. J. Quiroz

As technology continues to advance at a rapid pace, the prevalence of multivariate functional data (MFD) has expanded across diverse disciplines, spanning biology, climatology, finance, and numerous other fields of study. Although MFD are…

Methodology · Statistics 2025-07-18 Tianming Zhu
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