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We propose two tests for the equality of covariance matrices between two high-dimensional populations. One test is on the whole variance--covariance matrices, and the other is on off-diagonal sub-matrices, which define the covariance…

Statistics Theory · Mathematics 2012-06-06 Jun Li , Song Xi Chen

Consider a big data multiple testing task, where, due to storage and computational bottlenecks, one is given a very large collection of p-values by splitting into manageable chunks and distributing over thousands of computer nodes. This…

Methodology · Statistics 2018-05-08 Subhadeep Mukhopadhyay

Causal analyses for observational studies are often complicated by covariate imbalances among treatment groups, and matching methodologies alleviate this complication by finding subsets of treatment groups that exhibit covariate balance. It…

Methodology · Statistics 2021-04-26 Zach Branson

Two-sided marketplace platforms often run experiments to test the effect of an intervention before launching it platform-wide. A typical approach is to randomize individuals into the treatment group, which receives the intervention, and the…

Methodology · Statistics 2021-04-27 Hannah Li , Geng Zhao , Ramesh Johari , Gabriel Y. Weintraub

While the problem of testing multivariate normality has received considerable attention in the classical low-dimensional setting where the sample size $n$ is much larger than the feature dimension $d$ of the data, there is presently a…

Methodology · Statistics 2025-12-23 Xin Bing , Derek Latremouille

We are concerned with the detection of associations between random vectors of any dimension. Few tests of independence exist that are consistent against all dependent alternatives. We propose a powerful test that is applicable in all…

Methodology · Statistics 2013-08-08 Ruth Heller , Yair Heller , Malka Gorfine

In this paper, we consider the problem of simultaneous testing of multivariate normal means under arbitrary covariance dependence. Specifically, let $\boldsymbol{X}\sim N_n(\boldsymbol{\theta},\boldsymbol{\Sigma})$, where…

Statistics Theory · Mathematics 2026-05-29 Prasenjit Ghosh , Arijit Chakrabarti

In applied research, it is often sensible to account for one or several covariates when testing for differences between multivariate means of several groups. However, the "classical" parametric multivariate analysis of covariance (MANCOVA)…

Methodology · Statistics 2020-04-28 Georg Zimmermann , Markus Pauly , Arne C. Bathke

Maximum Mean Discrepancy (MMD) has been widely used in the areas of machine learning and statistics to quantify the distance between two distributions in the $p$-dimensional Euclidean space. The asymptotic property of the sample MMD has…

Statistics Theory · Mathematics 2023-08-29 Hanjia Gao , Xiaofeng Shao

Given the cost and duration of phase III and phase IV clinical trials, the development of statistical methods for go/no-go decisions is vital. In this paper, we introduce a Bayesian methodology to compute the probability of success based on…

Methodology · Statistics 2020-10-27 Ethan M. Alt , Matthew A. Psioda , Joseph G. Ibrahim

In this paper, we study distance covariance, Hilbert-Schmidt covariance (aka Hilbert-Schmidt independence criterion [Gretton et al. (2008)]) and related independence tests under the high dimensional scenario. We show that the sample…

Statistics Theory · Mathematics 2019-02-12 Changbo Zhu , Shun Yao , Xianyang Zhang , Xiaofeng Shao

This paper addresses the problem of deciding whether the dose response relationships between subgroups and the full population in a multi-regional trial are similar to each other. Similarity is measured in terms of the maximal deviation…

Statistics Theory · Mathematics 2024-04-30 Holger Dette , Lukas Koletzko , Frank Bretz

A common goal in observational research is to estimate marginal causal effects in the presence of confounding variables. One solution to this problem is to use the covariate distribution to weight the outcomes such that the data appear…

Methodology · Statistics 2020-08-18 Kevin P. Josey , Elizabeth Juarez-Colunga , Fan Yang , Debashis Ghosh

When designing a randomized experiment, one way to ensure treatment and control groups exhibit similar covariate distributions is to randomize treatment until some prespecified level of covariate balance is satisfied; this strategy is known…

Methodology · Statistics 2025-06-05 Kyle Schindl , Zach Branson

Continuous engineering of autonomous driving functions commonly requires deploying vehicles in road testing to obtain inputs that cause problematic decisions. Although the discovery leads to producing an improved system, it also challenges…

Artificial Intelligence · Computer Science 2021-09-28 Chih-Hong Cheng , Rongjie Yan

Multivariate meta-analysis of test accuracy studies when tests are evaluated in terms of sensitivity and specificity at more than one threshold represents an effective way to synthesize results by fully exploiting the data, if compared to…

Methodology · Statistics 2019-01-29 Annamaria Guolo , Duc Khanh To

Two important considerations in clinical research studies are proper evaluations of internal and external validity. While randomized clinical trials can overcome several threats to internal validity, they may be prone to poor external…

Methodology · Statistics 2022-07-19 Kevin P. Josey , Fan Yang , Debashis Ghosh , Sridharan Raghavan

Kernel embeddings of distributions and the Maximum Mean Discrepancy (MMD), the resulting distance between distributions, are useful tools for fully nonparametric two-sample testing and learning on distributions. However, it is rarely that…

Machine Learning · Statistics 2017-11-07 Ho Chung Leon Law , Christopher Yau , Dino Sejdinovic

Large-scale multiple testing with correlated and heavy-tailed data arises in a wide range of research areas from genomics, medical imaging to finance. Conventional methods for estimating the false discovery proportion (FDP) often ignore the…

Methodology · Statistics 2018-09-19 Jianqing Fan , Yuan Ke , Qiang Sun , Wen-Xin Zhou

Chemical multisensor devices need calibration algorithms to estimate gas concentrations. Their possible adoption as indicative air quality measurements devices poses new challenges due to the need to operate in continuous monitoring modes…

Artificial Intelligence · Computer Science 2020-02-14 S. De Vito , E. Esposito , M. Salvato , O. Popoola , F. Formisano , R. Jones , G. Di Francia