Related papers: Statistical divergences in high-dimensional hypoth…
We present a general framework for hypothesis testing on distributions of sets of individual examples. Sets may represent many common data sources such as groups of observations in time series, collections of words in text or a batch of…
We propose a two-sample test for high-dimensional means that requires neither distributional nor correlational assumptions, besides some weak conditions on the moments and tail properties of the elements in the random vectors. This…
Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional condition on its rate of increase compared to the sample size. On the…
The estimation of an f-divergence between two probability distributions based on samples is a fundamental problem in statistics and machine learning. Most works study this problem under very weak assumptions, in which case it is provably…
Two-sample tests are important in statistics and machine learning, both as tools for scientific discovery as well as to detect distribution shifts. This led to the development of many sophisticated test procedures going beyond the standard…
We discuss a general approach to handling "multiple hypotheses" testing in the case when a particular hypothesis states that the vector of parameters identifying the distribution of observations belongs to a convex compact set associated…
There is a growing trend among statistical agencies to explore non-probability data sources for producing more timely and detailed statistics, while reducing costs and respondent burden. Coverage and measurement error are two issues that…
We propose an approach for testing the hypothesis that two realizations of the random variables in the form of histograms are taken from the same statistical population (i.e. that two histograms are drawn from the same distribution). The…
Clustering is part of unsupervised analysis methods that consist in grouping samples into homogeneous and separate subgroups of observations also called clusters. To interpret the clusters, statistical hypothesis testing is often used to…
In many application domains, time series are monitored to detect extreme events like technical faults, natural disasters, or disease outbreaks. Unfortunately, it is often non-trivial to select both a time series that is informative about…
Current statistical inference problems in areas like astronomy, genomics, and marketing routinely involve the simultaneous testing of thousands -- even millions -- of null hypotheses. For high-dimensional multivariate distributions, these…
We develop and analyze $M$-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variational characterization of $f$-divergences, which allows the…
Variational representations of divergences and distances between high-dimensional probability distributions offer significant theoretical insights and practical advantages in numerous research areas. Recently, they have gained popularity in…
This paper proposes a novel test method for high-dimensional mean testing regard for the temporal dependent data. Comparison to existing methods, we establish the asymptotic normality of the test statistic without relying on restrictive…
Permutation tests are a distribution free way of performing hypothesis tests. These tests rely on the condition that the observed data are exchangeable among the groups being tested under the null hypothesis. This assumption is easily…
Hypothesis testing for graphs has been an important tool in applied research fields for more than two decades, and still remains a challenging problem as one often needs to draw inference from few replicates of large graphs. Recent studies…
This paper aims to develop an effective model-free inference procedure for high-dimensional data. We first reformulate the hypothesis testing problem via sufficient dimension reduction framework. With the aid of new reformulation, we…
In this paper we discuss how to evaluate the differences between fitted logistic regression models across sub-populations. Our motivating example is in studying computerized diagnosis for learning disabilities, where sub-populations based…
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…
It has become an increasingly common practice for scientists in modern science and engineering to collect samples of multiple network data in which a network serves as a basic data object. The increasing prevalence of multiple network data…