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Clinical decision-making often involves selecting tests that are costly, invasive, or time-consuming, motivating individualized, sequential strategies for what to measure and when to stop ascertaining. We study the problem of learning…

Machine Learning · Statistics 2026-04-16 Doudou Zhou , Yiran Zhang , Dian Jin , Yingye Zheng , Lu Tian , Tianxi Cai

We propose a two-sample test for large-dimensional covariance matrices in generalized elliptical models. The test statistic is based on a U-statistic estimator of the squared Frobenius norm of the difference between the two population…

Statistics Theory · Mathematics 2025-07-04 Nina Dörnemann

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

Statistics Theory · Mathematics 2017-07-25 Abhik Ghosh , Ayanendranath Basu

For hypothesis testing of functional parameters, given a functional statistic $T_n$ and a functional depth $D$ with respect to the distribution $P_n$ of $T_n$, we propose the depth value $DT_n \equiv D(T_n;P_n)$ as a test statistic, which…

Methodology · Statistics 2026-03-10 Hyemin Yeon

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

Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

Methodology · Statistics 2024-09-05 F. Richard Guo , Rajen D. Shah

The stochastic block model is a popular tool for detecting community structures in network data. Detecting the difference between two community structures is an important issue for stochastic block models. However, the two-sample test has…

Methodology · Statistics 2022-12-21 Kang Fu , Jianwei Hu , Seydou Keita , Hao Liu

Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…

Methodology · Statistics 2024-08-12 Hao Chen , Jerome H. Friedman

Statistical data depth plays an important role in the analysis of multivariate data sets. The main outcome is a center-outward ordering of the observations that can be used both to highlight features of the underlying distribution of the…

Statistics Theory · Mathematics 2026-03-11 Giacomo Francisci , Claudio Agostinelli

Instead of testing solely a precise hypothesis, it is often useful to enlarge it with alternatives that are deemed to differ from it negligibly. For instance, in a bioequivalence study one might consider the hypothesis that the…

Methodology · Statistics 2024-03-12 Rodrigo F. L. Lassance , Rafael Izbicki , Rafael B. Stern

This paper proposes a new deep-learning method to construct test statistics by computer vision and metrics learning. The application highlighted in this paper is applying computer vision on Q-Q plot to construct a new test statistic for…

Computer Vision and Pattern Recognition · Computer Science 2019-09-17 Ke-Wei Huang , Mengke Qiao , Xuanqi Liu , Siyuan Liu , Mingxi Dai

Testing the equivalence of multiple quantiles between two populations is important in many scientific applications, such as clinical trials, where conventional mean-based methods may be inadequate. This is particularly relevant in bridging…

Methodology · Statistics 2025-10-21 Jun Wu , Stéphane Guerrier , Si Gou , Yogeshvar N. Kalia , Luca Insolia

Statistical depths have been well studied for multivariate and functional data over the past few decades, but remain under-explored for point processes. A first attempt on the notion of point process depth was conducted recently where the…

Methodology · Statistics 2019-09-17 Kai Qi , Yang Chen , Wei Wu

We investigate one/two-sample mean tests for high-dimensional compositional data when the number of variables is comparable with the sample size, as commonly encountered in microbiome research. Existing methods mainly focus on max-type test…

Statistics Theory · Mathematics 2024-04-15 Qianqian Jiang , Wenbo Li , Zeng Li

Double descent is a surprising phenomenon in machine learning, in which as the number of model parameters grows relative to the number of data, test error drops as models grow ever larger into the highly overparameterized (data…

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

The recent success of generative adversarial networks and variational learning suggests training a classifier network may work well in addressing the classical two-sample problem. Network-based tests have the computational advantage that…

Machine Learning · Statistics 2022-06-01 Xiuyuan Cheng , Alexander Cloninger

We present the results of a large number of simulation studies regarding the power of various non-parametric two-sample tests for multivariate data. This includes both continuous and discrete data. In general no single method can be relied…

Methodology · Statistics 2025-07-23 Wolfgang Rolke

Data scarcity drives the need for more sample-efficient large language models. In this work, we use the double descent phenomenon to holistically compare the sample efficiency of discrete diffusion and autoregressive models. We show that…

Machine Learning · Computer Science 2025-09-30 Ahmad Fraij , Sam Dauncey

The notion of data depth has long been in use to obtain robust location and scale estimates in a multivariate setting. The depth of an observation is a measure of its centrality, with respect to a data set or a distribution. The data depths…

Methodology · Statistics 2009-09-29 Sara López-Pintado , Rebecka Jornsten