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This paper provides an overview of results and concepts in minimax robust hypothesis testing for two and multiple hypotheses. It starts with an introduction to the subject, highlighting its connection to other areas of robust statistics and…

Information Theory · Computer Science 2021-05-21 Michael Fauß , Abdelhak M. Zoubir , H. Vincent Poor

We study continuity and robustness properties of infinite-horizon average expected cost problems with respect to (controlled) transition kernels, and applications of these results to the problem of robustness of control policies designed…

Systems and Control · Electrical Eng. & Systems 2020-12-22 Ali Devran Kara , Maxim Raginsky , Serdar Yuksel

Neural networks have demonstrated significant accuracy across various domains, yet their vulnerability to subtle input alterations remains a persistent challenge. Conventional methods like data augmentation, while effective to some extent,…

Machine Learning · Computer Science 2023-11-20 Shashank Kotyan , Danilo Vasconcellos Vargas

Recent advances have shown that statistical tests for the rank of cross-covariance matrices play an important role in causal discovery. These rank tests include partial correlation tests as special cases and provide further graphical…

Machine Learning · Computer Science 2025-06-13 Xinshuai Dong , Ignavier Ng , Boyang Sun , Haoyue Dai , Guang-Yuan Hao , Shunxing Fan , Peter Spirtes , Yumou Qiu , Kun Zhang

This paper develops permutation versions of identification-robust tests in linear instrumental variables (IV) regression. Unlike the existing randomization and rank-based tests in which independence between the instruments and the error…

Econometrics · Economics 2024-07-24 Purevdorj Tuvaandorj

We describe a data-efficient, kernel-based approach to statistical testing of conditional independence. A major challenge of conditional independence testing is to obtain the correct test level (the specified upper bound on the rate of…

Machine Learning · Computer Science 2025-09-23 Roman Pogodin , Antonin Schrab , Yazhe Li , Danica J. Sutherland , Arthur Gretton

Tests based on heteroskedasticity robust standard errors are an important technique in econometric practice. Choosing the right critical value, however, is not simple at all: conventional critical values based on asymptotics often lead to…

Statistics Theory · Mathematics 2025-05-07 Benedikt M. Pötscher , David Preinerstorfer

Independence testing plays a central role in statistical and causal inference from observational data. Standard independence tests assume that the data samples are independent and identically distributed (i.i.d.) but that assumption is…

Machine Learning · Statistics 2022-07-04 Ragib Ahsan , Zahra Fatemi , David Arbour , Elena Zheleva

The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

Methodology · Statistics 2016-09-06 Yi-Hui Zhou

To adapt kernel two-sample and independence testing to complex structured data, aggregation of multiple kernels is frequently employed to boost testing power compared to single-kernel tests. However, we observe a phenomenon that directly…

Machine Learning · Computer Science 2025-10-14 Zhijian Zhou , Xunye Tian , Liuhua Peng , Chao Lei , Antonin Schrab , Danica J. Sutherland , Feng Liu

Modern machine learning pipelines leverage large amounts of public data, making it infeasible to guarantee data quality and leaving models open to poisoning and backdoor attacks. Provably bounding model behavior under such attacks remains…

Machine Learning · Computer Science 2024-10-31 Philip Sosnin , Mark N. Müller , Maximilian Baader , Calvin Tsay , Matthew Wicker

This paper introduces an approach for detecting differences in the first-order structures of spatial point patterns. The proposed approach leverages the kernel mean embedding in a novel way by introducing its approximate version tailored to…

Methodology · Statistics 2020-06-15 Raif M. Rustamov , James T. Klosowski

Existing sequential generalized estimating equation methodology for longitudinal and group-correlated data focuses on narrow hypotheses concerning treatment efficacy and often makes modeling assumptions that impede the desirable robustness…

Methodology · Statistics 2026-03-16 Nathan T. Provost , Abdus S. Wahed

We present a robust test for composite null hypothesis based on the general $S$-divergence family. This requires a non-trivial extension of the results of Ghosh et al.~(2015). We derive the asymptotic and theoretical robustness properties…

Statistics Theory · Mathematics 2016-07-04 Abhik Ghosh , Ayanendranath Basu

In this paper, we propose a test for the equality of multiple distributions based on kernel mean embeddings. Our framework provides a flexible way to handle multivariate or even high-dimensional data by virtue of kernel methods and allows…

Statistics Theory · Mathematics 2020-06-08 Ilmun Kim

This paper proposes a new framework and several results to quantify the performance of data-driven state-feedback controllers for linear systems against targeted perturbations of the training data. We focus on the case where subsets of the…

Systems and Control · Electrical Eng. & Systems 2019-12-24 Rajasekhar Anguluri , Abed AlRahman Al Makdah , Vaibhav Katewa , Fabio Pasqualetti

We study a hypothesis testing problem in which data is compressed distributively and sent to a detector that seeks to decide between two possible distributions for the data. The aim is to characterize all achievable encoding rates and…

Information Theory · Computer Science 2011-02-01 Md. Saifur Rahman , Aaron B. Wagner

We study robust testing and estimation of discrete distributions in the strong contamination model. We consider both the "centralized setting" and the "distributed setting with information constraints" including communication and local…

Information Theory · Computer Science 2021-04-23 Jayadev Acharya , Ziteng Sun , Huanyu Zhang

Neural Networks have been shown to be sensitive to common perturbations such as blur, Gaussian noise, rotations, etc. They are also vulnerable to some artificial malicious corruptions called adversarial examples. The adversarial examples…

Machine Learning · Computer Science 2019-10-10 Alfred Laugros , Alice Caplier , Matthieu Ospici

We propose novel statistics which maximise the power of a two-sample test based on the Maximum Mean Discrepancy (MMD), by adapting over the set of kernels used in defining it. For finite sets, this reduces to combining (normalised) MMD…

Machine Learning · Statistics 2023-10-31 Felix Biggs , Antonin Schrab , Arthur Gretton