Related papers: Hypothesis Testing for Generalized Thurstone Model…
The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…
Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…
We derive a new class of statistical tests for generalized linear models based on thresholding point estimators. These tests can be employed whether the model includes more parameters than observations or not. For linear models, our tests…
In this paper we propose a general methodology, based on multiple testing, for testing that the mean of a Gaussian vector in R^n belongs to a convex set. We show that the test achieves its nominal level, and characterize a class of vectors…
There are many high dimensional function classes that have fast agnostic learning algorithms when assumptions on the distribution of examples can be made, such as Gaussianity or uniformity over the domain. But how can one be confident that…
Empirical process theory for i.i.d. observations has emerged as a ubiquitous tool for understanding the generalization properties of various statistical problems. However, in many applications where the data exhibit temporal dependencies…
This note uses a simple example to show how moment inequality models used in the empirical economics literature lead to general minimax relative efficiency comparisons. The main point is that such models involve inference on a low…
In analyzing high-dimensional models, sparsity of the model parameter is a common but often undesirable assumption. In this paper, we study the following two-sample testing problem: given two samples generated by two high-dimensional linear…
This paper is concerned with the testing bilateral linear hypothesis on the mean matrix in the context of the generalized multivariate analysis of variance (GMANOVA) model when the dimensions of the observed vector may exceed the sample…
We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…
Inference for functional linear models in the presence of heteroscedastic errors has received insufficient attention given its practical importance; in fact, even a central limit theorem has not been studied in this case. At issue,…
This paper considers an ML inspired approach to hypothesis testing known as classifier/classification-accuracy testing ($\mathsf{CAT}$). In $\mathsf{CAT}$, one first trains a classifier by feeding it labeled synthetic samples generated by…
Few-shot image classification remains challenging due to the scarcity of labeled training examples. Augmenting them with synthetic data has emerged as a promising way to alleviate this issue, but models trained on synthetic samples often…
Synthetic data can improve generalization when real data is scarce, but excessive reliance may introduce distributional mismatches that degrade performance. In this paper, we present a learning-theoretic framework to quantify the trade-off…
Modern statisticians are often presented with hundreds or thousands of hypothesis testing problems to evaluate at the same time, generated from new scientific technologies such as microarrays, medical and satellite imaging devices, or flow…
Rubinfeld & Vasilyan recently introduced the framework of testable learning as an extension of the classical agnostic model. It relaxes distributional assumptions which are difficult to verify by conditions that can be checked efficiently…
The effort to understand network systems in increasing detail has resulted in a diversity of methods designed to extract their large-scale structure from data. Unfortunately, many of these methods yield diverging descriptions of the same…
The deviation test belong to core tools in point process statistics, where hypotheses are typically tested considering differences between an empirical summary function and its expectation under the null hypothesis, which depend on a…
High-dimensional logistic regression is widely used in analyzing data with binary outcomes. In this paper, global testing and large-scale multiple testing for the regression coefficients are considered in both single- and two-regression…
Linear stochastic transitivity is a central assumption in paired comparison models that is rarely verified in practice. Empirical violations, however, are common and can substantially affect inference and ranking. We develop a class of…