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In this paper, we study the problem of testing the mean vectors of high dimensional data in both one-sample and two-sample cases. The proposed testing procedures employ maximum-type statistics and the parametric bootstrap techniques to…

Statistics Theory · Mathematics 2018-01-23 Jinyuan Chang , Chao Zheng , Wen-Xin Zhou , Wen Zhou

Many economic and scientific problems involve the analysis of high-dimensional functional time series, where the number of functional variables $p$ diverges as the number of serially dependent observations $n$ increases. In this paper, we…

Methodology · Statistics 2025-08-12 Shaojun Guo , Xinghao Qiao , Qingsong Wang , Zihan Wang

In machine learning it is common to interpret each data point as a vector in Euclidean space. However the data may actually be functional i.e.\ each data point is a function of some variable such as time and the function is discretely…

Computer Vision and Pattern Recognition · Computer Science 2016-01-07 Stephen Tierney , Junbin Gao , Yi Guo , Zhengwu Zhang

In this paper we develop statistical inference tools for high dimensional functional time series. We introduce a new concept of physical dependent processes in the space of square integrable functions, which adopts the idea of basis…

Statistics Theory · Mathematics 2020-03-16 Zhou Zhou , Holger Dette

This work considers the problem of fitting functional models with sparsely and irregularly sampled functional data. It overcomes the limitations of the state-of-the-art methods, which face major challenges in the fitting of more complex…

Methodology · Statistics 2023-05-02 Aniruddha Rajendra Rao , Matthew Reimherr

In this work we propose a generalized additive functional regression model for partially observed functional data. Our approach accommodates functional predictors of varying dimensions without requiring imputation of missing observations.…

Methodology · Statistics 2025-11-03 Pavel Hernández-Amaro , Maria Durban , M. Carmen Aguilera-Morillo

This paper introduces new scan statistics for multivariate functional data indexed in space. The new methods are derivated from a MANOVA test statistic for functional data, an adaptation of the Hotelling T2-test statistic, and a…

Methodology · Statistics 2021-03-29 Camille Frévent , Mohamed-Salem Ahmed , Sophie Dabo-Niang , Michaël Genin

We study two-sample tests for relevant differences in persistence diagrams obtained from $L^p$-$m$-approximable data $(\mathcal{X}_t)_t$ and $(\mathcal{Y}_t)_t$. To this end, we compare variance estimates w.r.t.\ the Wasserstein metrics on…

Statistics Theory · Mathematics 2024-01-22 Johannes Krebs , Daniel Rademacher

Tests based on sample mean vectors and sample spatial signs have been studied in the recent literature for high dimensional data with the dimension larger than the sample size. For suitable sequences of alternatives, we show that the powers…

Statistics Theory · Mathematics 2015-05-22 Anirvan Chakraborty , Probal Chaudhuri

While there is considerable work on change point analysis in univariate time series, more and more data being collected comes from high dimensional multivariate settings. This paper introduces the asymptotic concept of high dimensional…

Statistics Theory · Mathematics 2016-06-28 John A. D. Aston , Claudia Kirch

The homogeneity problem for testing if more than two different samples come from the same population is considered for the case of functional data. The methodological results are motivated by the study of homogeneity of electronic devices…

The rise of generative models for scientific research calls for the development of new methods to evaluate their fidelity. A natural framework for addressing this problem is two-sample hypothesis testing, namely the task of determining…

Machine Learning · Statistics 2025-08-05 Samuele Grossi , Marco Letizia , Riccardo Torre

Modern surveys have provided the astronomical community with a flood of high-dimensional data, but analyses of these data often occur after their projection to lower-dimensional spaces. In this work, we introduce a local two-sample…

Instrumentation and Methods for Astrophysics · Physics 2017-08-23 P. E. Freeman , I. Kim , A. B. Lee

The focus of this study is to evaluate the effectiveness of Machine Learning (ML) methods for two-sample testing with right-censored observations. To achieve this, we develop several ML-based methods with varying architectures and implement…

Machine Learning · Computer Science 2024-09-27 Petr Philonenko , Sergey Postovalov

In this paper, we propose two new tests for testing the equality of the covariance functions of several functional populations, namely a quasi GPF test and a quasi $F_{\max}$ test. The asymptotic random expressions of the two tests under…

Methodology · Statistics 2016-09-15 Jia Guo , Jin-Ting Zhang

As the development of measuring instruments and computers has accelerated the collection of massive amounts of data, functional data analysis (FDA) has experienced a surge of attention. The FDA methodology treats longitudinal data as a set…

Methodology · Statistics 2024-07-09 Tomoya Wakayama , Hidetoshi Matsui

We propose a high dimensional mean test framework for shrinking random variables, where the underlying random variables shrink to zero as the sample size increases. By pooling observations across overlapping subsets of dimensions, we…

Methodology · Statistics 2026-02-11 Liujun Chen , Chen Zhou

Irregular functional data in which densely sampled curves are observed over different ranges pose a challenge for modeling and inference, and sensitivity to outlier curves is a concern in applications. Motivated by applications in…

Methodology · Statistics 2021-05-14 Yeonjoo Park , Xiaohui Chen , Douglas G. Simpson

Physical activity is crucial for human health. With the increasing availability of large-scale mobile health data, strong associations have been found between physical activity and various diseases. However, accurately capturing this…

Methodology · Statistics 2026-01-19 Xiaojing Sun , Bingxin Zhao , Fei Xue

This study intends to introduce kernel mean embedding of probability measures over infinite-dimensional separable Hilbert spaces induced by functional response statistical models. The embedded function represents the concentration of…

Statistics Theory · Mathematics 2020-11-05 Saeed Hayati , Kenji Fukumizu , Afshin Parvardeh
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