Related papers: Biased Linearity Testing in the 1% Regime
This paper studies the problem of nonparametric testing for the effect of a random functional covariate on a real-valued error term. The covariate takes values in $L^2[0,1]$, the Hilbert space of the square-integrable real-valued functions…
This article is concerned with the spectral behavior of $p$-dimensional linear processes in the moderately high-dimensional case when both dimensionality $p$ and sample size $n$ tend to infinity so that $p/n\to0$. It is shown that, under an…
The classic problems of testing uniformity of and learning a discrete distribution, given access to independent samples from it, are examined under general $\ell_p$ metrics. The intuitions and results often contrast with the classic…
In this paper we revisit the binary hypothesis testing problem with one-sided compression. Specifically we assume that the distribution in the null hypothesis is a mixture distribution of iid components. The distribution under the…
This paper introduces a unified framework for the detection of a source with a sensor array in the context where the noise variance and the channel between the source and the sensors are unknown at the receiver. The Generalized Maximum…
Permutation testing in linear models, where the number of nuisance coefficients is smaller than the sample size, is a well-studied topic. The common approach of such tests is to permute residuals after regressing on the nuisance covariates.…
We consider multiple testing means of many dependent Normal random variables that do not necessarily follow a joint Normal distribution. Under weak dependence, we show the uniform consistency of proportion estimators that are constructed as…
We consider the problem of minimizing a given $n$-variate polynomial $f$ over the hypercube $[-1,1]^n$. An idea introduced by Lasserre, is to find a probability distribution on $[-1,1]^n$ with polynomial density function $h$ (of given…
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…
We consider a power system with $N$ transmission lines whose initial loads (i.e., power flows) $L_1, \ldots, L_N$ are independent and identically distributed with $P_L(x)$. The capacity $C_i$ defines the maximum flow allowed on line $i$,…
A quantitative regularity theory is developed for weak solutions to the parabolic system $$ \partial_t u-\mathrm{div}\,{\boldsymbol{\mathsf A}}(x,t,Du)=0 \quad\text{in }E_T\subset \mathbb{R}^N\times\mathbb{R}, $$ which features the…
This paper deals with a new Bayesian approach to the standard one-sample $z$- and $t$- tests. More specifically, let $x_1,\ldots,x_n$ be an independent random sample from a normal distribution with mean $\mu$ and variance $\sigma^2$. The…
We develop a new technique for proving distribution testing lower bounds for properties defined by inequalities involving the bin probabilities of the distribution in question. Using this technique we obtain new lower bounds for…
Nonparametric generalized likelihood ratio test is popularly used for model checking for regressions. However, there are two issues that may be the barriers for its powerfulness. First, the bias term in its liming null distribution causes…
This paper studies the classification of high-dimensional Gaussian signals from low-dimensional noisy, linear measurements. In particular, it provides upper bounds (sufficient conditions) on the number of measurements required to drive the…
Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…
A test of uniformity on [0,1] is developed for the setting of a single observation recorded with sufficient precision. Although consistency against general alternatives is not attainable with only one draw in the classical large-sample…
In this paper, we consider the problem of testing properties of joint distributions under the Conditional Sampling framework. In the standard sampling model, the sample complexity of testing properties of joint distributions is exponential…
This paper studies estimation of and inference on a distribution function $F$ that is concave on the nonnegative half line and admits a density function $f$ with potentially unbounded support. When $F$ is strictly concave, we show that the…
Let $\xi$ be a random integer vector, having uniform distribution \[\mathbf{P} \{\xi = (i_1,i_2,...,i_n) = 1/n^n \} \ \hbox{for} \ 1 \leq i_1,i_2,...,i_n\leq n.\] A realization $(i_1,i_2,...,i_n)$ of $\xi$ is called \textit{good}, if its…