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Vast literature on experimental design extends from Fisher and Snedecor to the modern day. When data lies beyond the assumption of univariate normality, nonparametric methods including rank based statistics and permutation tests are…

Statistics Theory · Mathematics 2022-05-30 Adam B Kashlak , Sergii Myroshnychenko , Susanna Spektor

We propose an independence test for random variables valued into metric spaces by using a test statistic obtained from appropriately centering and rescaling the squared Hilbert-Schmidt norm of the usual empirical estimator of normalized…

Statistics Theory · Mathematics 2022-11-11 Terence Kevin Manfoumbi Djonguet , Guy Martial Nkiet

Change point tests for abrupt changes in the mean of functional data, i.e., random elements in infinite-dimensional Hilbert spaces, are either based on dimension reduction techniques, e.g., based on principal components, or directly based…

Statistics Theory · Mathematics 2026-01-23 Claudia Kirch , Hedvika Ranošová , Martin Wendler

Comparing $K$-sample distributions is a fundamental problem in data science that arises in a wide variety of fields and applications. In this article, we introduce a maximum-of-differences approach to make such comparisons. Specifically, we…

Methodology · Statistics 2026-04-13 Wei Lan , Long Feng , Runze Li , Chih-Ling Tsai

We introduce a formulation of optimal transport problem for distributions on function spaces, where the stochastic map between functional domains can be partially represented in terms of an (infinite-dimensional) Hilbert-Schmidt operator…

Machine Learning · Statistics 2023-08-29 Jiacheng Zhu , Aritra Guha , Dat Do , Mengdi Xu , XuanLong Nguyen , Ding Zhao

We propose a novel family of test statistics to detect the presence of changepoints in a sequence of dependent, possibly multivariate, functional-valued observations. Our approach allows to test for a very general class of changepoints,…

Methodology · Statistics 2023-10-10 B. Cooper Boniece , Lajos Horváth , Lorenzo Trapani

We employ scoring functions, used in statistics for eliciting risk functionals, as cost functions in the Monge-Kantorovich (MK) optimal transport problem. This gives raise to a rich variety of novel asymmetric MK divergences, which subsume…

Risk Management · Quantitative Finance 2024-04-11 Silvana M. Pesenti , Steven Vanduffel

Analyzing the covariance structure of data is a fundamental task of statistics. While this task is simple for low-dimensional observations, it becomes challenging for more intricate objects, such as multivariate functions. Here, the…

Methodology · Statistics 2023-01-12 Holger Dette , Gauthier Dierickx , Tim Kutta

In this paper, we generalize the metric-based permutation test for the equality of covariance operators proposed by Pigoli et al. (2014) to the case of multiple samples of functional data. To this end, the non-parametric combination…

Methodology · Statistics 2020-08-05 Alessandra Cabassi , Davide Pigoli , Piercesare Secchi , Patrick A. Carter

In the common nonparametric regression model the problem of testing for a specific parametric form of the variance function is considered. Recently Dette and Hetzler (2008) proposed a test statistic, which is based on an empirical process…

Statistics Theory · Mathematics 2008-09-30 H. Dette , B. Hetzler

We propose a kernel-based partial permutation test for checking the equality of functional relationship between response and covariates among different groups. The main idea, which is intuitive and easy to implement, is to keep the…

Methodology · Statistics 2021-11-01 Xinran Li , Bo Jiang , Jun S. Liu

Permutation methods are commonly used to test significance of regressors of interest in general linear models (GLMs) for functional (image) data sets, in particular for neuroimaging applications as they rely on mild assumptions. Permutation…

Methodology · Statistics 2021-11-23 Tomas Mrkvicka , Mari Myllymaki , Mikko Kuronen , Naveen Naidu Narisetty

Permutation tests are a distribution free way of performing hypothesis tests. These tests rely on the condition that the observed data are exchangeable among the groups being tested under the null hypothesis. This assumption is easily…

Methodology · Statistics 2017-12-14 Daniell Toth

We introduce an operational and statistically meaningful measure, the quantum tomographic transfer function, that possesses important physical invariance properties for judging whether a given informationally complete quantum measurement…

Quantum Physics · Physics 2019-07-31 Jaroslav Rehacek , Yong Siah Teo , Zdenek Hradil

We study the problem of testing the equivalence of functional parameters (such as the mean or variance function) in the two sample functional data problem. In contrast to previous work, which reduces the functional problem to a multiple…

Statistics Theory · Mathematics 2020-04-28 Holger Dette , Kevin Kokot

A fundamental problem of statistical data analysis, distribution density estimation by experimental data, is considered. A new method with optimal asymptotic behavior, the root density estimator, is developed. The method proposed may be…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Yu. I. Bogdanov

The quantum analogue of the equality function, known as the quantum state identity problem, is the task of deciding whether $n$ unknown quantum states are equal or unequal, given the promise that all states are either pairwise orthogonal or…

Quantum Physics · Physics 2026-04-15 Harry Buhrman , Dmitry Grinko , Philip Verduyn Lunel , Jordi Weggemans

Many experiments record sequential trajectories where each trajectory consists of oscillations and fluctuations around zero. Such trajectories can be viewed as zero-mean functional data. When there are structural breaks (on the sequence of…

Methodology · Statistics 2022-05-11 Shuhao Jiao , Ron D. Frostig , Hernando Ombao

This paper investigates the estimation of the self-similarity parameter in fractional processes. We re-examine the Kolmogorov-Smirnov (KS) test as a distribution-based method for assessing self-similarity, emphasizing its robustness and…

Methodology · Statistics 2025-02-12 Daniele Angelini , Sergio Bianchi

Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…

Machine Learning · Statistics 2020-11-09 Ievgen Redko , Titouan Vayer , Rémi Flamary , Nicolas Courty