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Not all experiments publish their results with a description of the correlations between the data points. This makes it difficult to do hypothesis tests or model fits with that data, since just assuming no correlation can lead to an over-…

Data Analysis, Statistics and Probability · Physics 2021-06-30 Lukas Koch

The network data has attracted considerable attention in modern statistics. In research on complex network data, one key issue is finding its underlying connection structure given a network sample. The methods that have been proposed in…

Methodology · Statistics 2024-08-09 Kang Fu , Jianwei Hu , Seydou Keita

Statistical modeling plays a fundamental role in understanding the underlying mechanism of massive data (statistical inference) and predicting the future (statistical prediction). Although all models are wrong, researchers try their best to…

Methodology · Statistics 2020-06-17 Hangjin Jiang

Data analysis in cosmology requires reliable covariance matrices. Covariance matrices derived from numerical simulations often require a very large number of realizations to be accurate. When a theoretical model for the covariance matrix…

Cosmology and Nongalactic Astrophysics · Physics 2022-12-21 Alessandra Fumagalli , Matteo Biagetti , Alexandro Saro , Emiliano Sefusatti , Anže Slosar , Pierluigi Monaco , Alfonso Veropalumbo

Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more…

Machine Learning · Statistics 2025-04-22 Oscar Key , Arthur Gretton , François-Xavier Briol , Tamara Fernandez

Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…

Methodology · Statistics 2022-04-07 Wei Li , Shanshan Luo , Wangli Xu

There exist a number of tests for assessing the nonparametric heteroscedastic location-scale assumption. Here we consider a goodness-of-fit test for the more general hypothesis of the validity of this model under a parametric functional…

Statistics Theory · Mathematics 2020-01-01 Marie Hušková , Simos G. Meintanis , Charl Pretorius

The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…

Methodology · Statistics 2017-12-12 Yi-Hui Zhou

A simple test is proposed for examining the correctness of a given completely specified response function against unspecified general alternatives in the context of univariate regression. The usual diagnostic tools based on residuals plots…

Methodology · Statistics 2010-04-27 Jean-Baptiste Aubin , Samuela Leoni-Aubin

In addition to the commonly analyzed measures of location, dispersion measurements such as variance and correlation provide many valuable information. Consequently, they play a crucial role in multivariate statistics, which leads to tests…

Computation · Statistics 2025-09-26 Paavo Sattler , Svenja Jedhoff

High complexity models are notorious in machine learning for overfitting, a phenomenon in which models well represent data but fail to generalize an underlying data generating process. A typical procedure for circumventing overfitting…

Machine Learning · Statistics 2025-03-11 James Schmidt

Understanding statistical inference under possibly non-sparse high-dimensional models has gained much interest recently. For a given component of the regression coefficient, we show that the difficulty of the problem depends on the sparsity…

Statistics Theory · Mathematics 2022-08-22 Jelena Bradic , Jianqing Fan , Yinchu Zhu

This paper develops an inferential theory for high-dimensional matrix-variate factor models with missing observations. We propose an easy-to-use all-purpose method that involves two straightforward steps. First, we perform principal…

Methodology · Statistics 2025-03-26 Yongxia Zhang , Jinwen Liang , Liwen Xu , Keming Yu , Maozai Tian

This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussian assumption, whereas existing robust estimation ones assume…

Hypothesis testing in the linear regression model is a fundamental statistical problem. We consider linear regression in the high-dimensional regime where the number of parameters exceeds the number of samples ($p> n$). In order to make…

Statistics Theory · Mathematics 2019-09-24 Adel Javanmard , Jason D. Lee

In this manuscript we study the modeling of experimental data and its impact on the resulting integral experimental covariance and correlation matrices. By investigating a set of three low enriched and water moderated UO2 fuel rod arrays we…

Data Analysis, Statistics and Probability · Physics 2016-02-25 Elisabeth Peters , Fabian Sommer , Maik Stuke

Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal…

Methodology · Statistics 2023-03-20 Lolian Shtembari , Allen Caldwell

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…

Statistics Theory · Mathematics 2016-02-24 A. Goldenshluger , A. Juditski , A. Nemirovski

In scientific inference problems, the underlying statistical modeling assumptions have a crucial impact on the end results. There exist, however, only a few automatic means for validating these fundamental modelling assumptions. The…

Methodology · Statistics 2019-05-21 Andreas Svensson , Dave Zachariah , Petre Stoica , Thomas B. Schön

After variable selection, standard inferential procedures for regression parameters may not be uniformly valid; there is no finite-sample size at which a standard test is guaranteed to approximately attain its nominal size. This problem is…

Methodology · Statistics 2020-07-07 Oliver Dukes , Vahe Avagyan , Stijn Vansteelandt
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