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In this paper, we propose a general method for testing composite hypotheses. Our idea is to use confidence limits to define stopping and decision rules. The requirements of operating characteristic function can be satisfied by adjusting the…

Statistics Theory · Mathematics 2012-02-10 Xinjia Chen

This paper takes a different look on the problem of testing the mutual independence of the components of a high-dimensional vector. Instead of testing if all pairwise associations (e.g. all pairwise Kendall's $\tau$) between the components…

Statistics Theory · Mathematics 2024-02-14 Patrick Bastian , Holger Dette , Johannes Heiny

Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…

Data Analysis, Statistics and Probability · Physics 2024-08-02 Jeremy J. H. Wilkinson , Christopher G. Lester

Many binary classification problems minimize misclassification above (or below) a threshold. We show that instances of ranking problems, accuracy at the top or hypothesis testing may be written in this form. We propose a general framework…

Machine Learning · Computer Science 2020-02-26 Lukáš Adam , Václav Mácha , Václav Šmídl , Tomáš Pevný

We consider the hypothesis testing problem that two vertices $i$ and $j$ of a generalized random dot product graph have the same latent positions, possibly up to scaling. Special cases of this hypothesis test include testing whether two…

Methodology · Statistics 2022-03-15 Xinjie Du , Minh Tang

We study hypothesis testing for penalized estimators in settings where the full marginal distribution of a multivariate response is difficult to specify, such as longitudinal data with correlated measurements or high-dimensional…

Methodology · Statistics 2026-04-08 Jing Zhou , Zhe Zhang

We consider a hypothesis testing problem where a part of data cannot be observed. Our helper observes the missed data and can send us a limited amount of information about them. What kind of this limited information will allow us to make…

Information Theory · Computer Science 2020-09-08 Marat V. Burnashev

This paper investigates improved testing inferences under a general multivariate elliptical regression model. The model is very flexible in terms of the specification of the mean vector and the dispersion matrix, and of the choice of the…

Statistics Theory · Mathematics 2016-11-01 T. F. N. Melo , S. L. P. Ferrari , A. G. Patriota

We consider statistical procedures for hypothesis testing of real valued functionals of matched pairs with missing values. In order to improve the accuracy of existing methods, we propose a novel multiplication combination procedure.…

Statistics Theory · Mathematics 2018-01-29 Lubna Amro , Frank Konietschke , Markus Pauly

We investigate Gaussian Universality for data distributions generated via diffusion models. By Gaussian Universality we mean that the test error of a generalized linear model $f(\mathbf{W})$ trained for a classification task on the…

Machine Learning · Statistics 2025-09-30 Reza Ghane , Anthony Bao , Danil Akhtiamov , Babak Hassibi

In this paper, we propose a new spectral-based approach to hypothesis testing for populations of networks. The primary goal is to develop a test to determine whether two given samples of networks come from the same random model or…

Methodology · Statistics 2020-11-26 Li Chen , Nathaniel Josephs , Lizhen Lin , Jie Zhou , Eric D. Kolaczyk

We interpret likelihood-based test functions from a geometric perspective where the Kullback-Leibler (KL) divergence is adopted to quantify the distance from a distribution to another. Such a test function can be seen as a sub-Gaussian…

Information Theory · Computer Science 2021-01-05 Yan Wang

Testing hypothesis of independence between two random elements on a joint alphabet is a fundamental exercise in statistics. Pearson's chi-squared test is an effective test for such a situation when the contingency table is relatively small.…

Statistics Theory · Mathematics 2025-03-19 Jialin Zhang , Zhiyi Zhang

Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RKHSs), to compare…

Machine Learning · Computer Science 2013-05-03 Somayeh Danafar , Paola M. V. Rancoita , Tobias Glasmachers , Kevin Whittingstall , Juergen Schmidhuber

The issue of model selection in applied research is of vital importance. Since the true model in such research is not known, which model should be used from among various potential ones is an empirical question. There might exist several…

Econometrics · Economics 2018-05-24 R. Scott Hacker , Abdulnasser Hatemi-J

Binary hypothesis testing under the Neyman-Pearson formalism is a statistical inference framework for distinguishing data generated by two different source distributions. Privacy restrictions may require the curator of the data or the data…

Information Theory · Computer Science 2016-07-05 Jiachun Liao , Lalitha Sankar , Vincent Y. F. Tan , Flavio P. Calmon

Consider a Poisson point process with unknown support boundary curve $g$, which forms a prototype of an irregular statistical model. We address the problem of estimating non-linear functionals of the form $\int \Phi(g(x))\,dx$. Following a…

Statistics Theory · Mathematics 2019-02-13 Markus Reiß , Martin Wahl

We consider the estimation accuracy of individual strength parameters of a Thurstone choice model when each input observation consists of a choice of one item from a set of two or more items (so called top-1 lists). This model accommodates…

Statistics Theory · Mathematics 2017-05-02 Milan Vojnovic , Se-Young Yun

We study simple binary hypothesis testing under both local differential privacy (LDP) and communication constraints. We qualify our results as either minimax optimal or instance optimal: the former hold for the set of distribution pairs…

Statistics Theory · Mathematics 2023-12-19 Ankit Pensia , Amir R. Asadi , Varun Jog , Po-Ling Loh

We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…

Statistics Theory · Mathematics 2021-06-01 Liyan Xie , Rui Gao , Yao Xie
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