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Heteroskedasticity testing in nonparametric regression is a classic statistical problem with important practical applications, yet fundamental limits are unknown. Adopting a minimax perspective, this article considers the testing problem in…

Statistics Theory · Mathematics 2024-12-11 Subhodh Kotekal , Soumyabrata Kundu

High-dimensional auto-regressive models provide a natural way to model influence between $M$ actors given multi-variate time series data for $T$ time intervals. While there has been considerable work on network estimation, there is limited…

Statistics Theory · Mathematics 2018-12-13 Lili Zheng , Garvesh Raskutti

This paper establishes a formal connection between finite-sample and asymptotically minimax robust hypothesis testing under distributional uncertainty. It is shown that, whenever a finite-sample minimax robust test exists, it coincides with…

Statistics Theory · Mathematics 2026-02-24 Gökhan Gül

Turning rich neuroimaging data into mechanistic insight remains challenging. Statistical models capture associations but remain largely agnostic to underlying mechanisms. Biophysical models embody candidate mechanisms but remain difficult…

Neurons and Cognition · Quantitative Biology 2026-01-15 Dominic Boutet , Sylvain Baillet

In this paper, we have established a general framework of multistage hypothesis tests which applies to arbitrarily many mutually exclusive and exhaustive composite hypotheses. Within the new framework, we have constructed specific…

Statistics Theory · Mathematics 2013-11-05 Xinjia Chen

Consider the problem of testing whether the outputs of a large language model (LLM) system change under an arbitrary intervention, such as an input perturbation or changing the model variant. We cannot simply compare two LLM outputs since…

Computation and Language · Computer Science 2025-06-10 Paulius Rauba , Qiyao Wei , Mihaela van der Schaar

Model checking is essential to evaluate the adequacy of statistical models and the validity of inferences drawn from them. Particularly, hierarchical models such as latent Gaussian models (LGMs) pose unique challenges as it is difficult to…

Methodology · Statistics 2023-07-25 Rafael Cabral , David Bolin , Håvard Rue

The ability to predict individualized treatment effects (ITEs) based on a given patient's profile is essential for personalized medicine. We propose a hypothesis testing approach to choosing between two potential treatments for a given…

Methodology · Statistics 2020-08-11 Tianxi Cai , Tony Cai , Zijian Guo

Equivalence testing for scalar data has been well addressed in the literature, however, the same cannot be said for functional data. The resultant complexity from maintaining the functional structure of the data, rather than using a scalar…

Applications · Statistics 2015-03-05 Colin B. Fogarty , Dylan S. Small

We consider testing for the parameters of Ferromagnetic Ising models. While testing for the presence of possibly sparse magnetizations, we provide a general lower bound of minimax separation rates which yields sharp results in high…

Statistics Theory · Mathematics 2019-06-04 Rajarshi Mukherjee , Gourab Ray

In this work, we design differentially private hypothesis tests for the following problems in the general linear model: testing a linear relationship and testing for the presence of mixtures. The majority of our hypothesis tests are based…

Statistics Theory · Mathematics 2022-06-30 Daniel Alabi , Salil Vadhan

The standard paired-sample testing approach in the multidimensional setting applies multiple univariate tests on the individual features, followed by p-value adjustments. Such an approach suffers when the data carry numerous features. A…

Machine Learning · Statistics 2023-09-29 Ioannis Bargiotas , Argyris Kalogeratos , Nicolas Vayatis

Two-sample hypothesis testing for random graphs arises naturally in neuroscience, social networks, and machine learning. In this paper, we consider a semiparametric problem of two-sample hypothesis testing for a class of latent position…

Methodology · Statistics 2015-06-19 Minh Tang , Avanti Athreya , Daniel L. Sussman , Vince Lyzinski , Carey E. Priebe

We investigate the discrimination of two candidates of an unknown parameter in quantum systems with continuous weak measurement, inspired by the application of hypothesis testing in distinguish-ing two Hamiltonians [Kiilerich and M{\o}lmer,…

Quantum Physics · Physics 2019-07-24 Beili Gong , Wei Cui

We propose a new family of combinatorial inference problems for graphical models. Unlike classical statistical inference where the main interest is point estimation or parameter testing, combinatorial inference aims at testing the global…

Statistics Theory · Mathematics 2018-02-14 Matey Neykov , Junwei Lu , Han Liu

The problem of identifying regions of spatially interesting, different or adversarial behavior is inherent to many practical applications involving distributed multisensor systems. In this work, we develop a general framework stemming from…

Signal Processing · Electrical Eng. & Systems 2022-06-14 Martin Gölz , Abdelhak M. Zoubir , Visa Koivunen

We present a general framework for hypothesis testing on distributions of sets of individual examples. Sets may represent many common data sources such as groups of observations in time series, collections of words in text or a batch of…

Methodology · Statistics 2021-02-03 Alexis Bellot , Mihaela van der Schaar

In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…

Statistics Theory · Mathematics 2017-06-28 Jean-Bernard Salomond

The extraction of nonstationary signals from blind and semi-blind multivariate observations is a recurrent problem. Numerous algorithms have been developed for this problem, which are based on the exact or approximate joint diagonalization…

Signal Processing · Electrical Eng. & Systems 2021-08-27 Reza Sameni , Christian Jutten

Particularly in genomics, but also in other fields, it has become commonplace to undertake highly multiple Student's $t$-tests based on relatively small sample sizes. The literature on this topic is continually expanding, but the main…

Statistics Theory · Mathematics 2010-10-11 Peter Hall , Qiying Wang