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We study two-sample variable selection: identifying variables that discriminate between the distributions of two sets of data vectors. Such variables help scientists understand the mechanisms behind dataset discrepancies. Although…

Machine Learning · Statistics 2025-11-06 Kensuke Mitsuzawa , Motonobu Kanagawa , Stefano Bortoli , Margherita Grossi , Paolo Papotti

A/B tests are typically analyzed via frequentist p-values and confidence intervals; but these inferences are wholly unreliable if users endogenously choose samples sizes by *continuously monitoring* their tests. We define *always valid*…

Statistics Theory · Mathematics 2019-07-18 Ramesh Johari , Leo Pekelis , David J. Walsh

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

A/B testing has become the cornerstone of decision-making in online markets, guiding how platforms launch new features, optimize pricing strategies, and improve user experience. In practice, we typically employ the pairwise $t$-test to…

Machine Learning · Statistics 2025-10-29 Junpeng Gong , Chunkai Wang , Hao Li , Jinyong Ma , Haoxuan Li , Xu He

Industry practitioners care about small improvements in malware detection accuracy because their models are deployed to hundreds of millions of machines, meaning a 0.1\% change can cause an overwhelming number of false positives. However,…

Machine Learning · Computer Science 2023-12-27 Tirth Patel , Fred Lu , Edward Raff , Charles Nicholas , Cynthia Matuszek , James Holt

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Statistics Theory · Mathematics 2022-11-15 Loris Michel , Jeffrey Näf , Nicolai Meinshausen

This article studies the benefits of using spatially randomized experimental designs which partition the experimental area into distinct, non-overlapping units with treatments assigned randomly. Such designs offer improved policy evaluation…

Statistics Theory · Mathematics 2025-11-18 Ying Yang , Chengchun Shi , Fang Yao , Shouyang Wang , Hongtu Zhu

When artificial neural networks have demonstrated exceptional practical success in a variety of domains, investigations into their theoretical characteristics, such as their approximation power, statistical properties, and generalization…

Machine Learning · Statistics 2023-10-06 Shijin Gong , Xinyu Zhang

We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of contexts in operations research, engineering,…

Methodology · Statistics 2019-09-10 Zdravko I. Botev , Pierre L'Ecuyer

A/B testing is a widely-used paradigm within marketing optimization because it promises identification of causal effects and because it is implemented out of the box in most messaging delivery software platforms. Modern businesses, however,…

Machine Learning · Computer Science 2023-05-03 Schaun Wheeler

Deep neural two-sample tests have recently shown strong power for detecting distributional differences between groups, yet their black-box nature limits interpretability and practical adoption in biomedical analysis. Moreover, most existing…

Computer Vision and Pattern Recognition · Computer Science 2026-02-06 Masoumeh Javanbakhat , Piotr Komorowski , Dilyara Bareeva , Wei-Chang Lai , Wojciech Samek , Christoph Lippert

A/B testing, also known as controlled experiment, bucket testing or splitting testing, has been widely used for evaluating a new feature, service or product in the data-driven decision processes of online websites. The goal of A/B testing…

Applications · Statistics 2016-10-26 Bai Jiang , Xiaolin Shi , Hongwei Shang , Zhigeng Geng , Alyssa Glass

Two-sample tests are important in statistics and machine learning, both as tools for scientific discovery as well as to detect distribution shifts. This led to the development of many sophisticated test procedures going beyond the standard…

Machine Learning · Computer Science 2023-01-18 Jonas M. Kübler , Vincent Stimper , Simon Buchholz , Krikamol Muandet , Bernhard Schölkopf

Randomization tests are widely used to generate finite-sample valid $p$-values for causal inference on experimental data. However, when applied to subgroup analysis, these tests may lack power due to small subgroup sizes. Incorporating a…

Methodology · Statistics 2025-08-01 Yao Zhang , Zijun Gao

Two semimetrics on probability distributions are proposed, given as the sum of differences of expectations of analytic functions evaluated at spatial or frequency locations (i.e, features). The features are chosen so as to maximize the…

Machine Learning · Statistics 2016-10-31 Wittawat Jitkrittum , Zoltan Szabo , Kacper Chwialkowski , Arthur Gretton

In the era of Model-as-a-Service, organizations increasingly rely on third-party AI models for rapid deployment. However, the dynamic nature of emerging AI applications, the continual introduction of new datasets, and the growing number of…

Machine Learning · Computer Science 2026-02-10 Zihan Zhu , Yanqiu Wu , Qiongkai Xu

We investigate the finite sample performance of sample splitting, cross-fitting and averaging for the estimation of the conditional average treatment effect. Recently proposed methods, so-called meta-learners, make use of machine learning…

Methodology · Statistics 2020-08-27 Daniel Jacob

Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…

Methodology · Statistics 2024-04-30 Shirin Golchi , James Willard

Split sample methods have recently been put forward as a way to reduce the coverage oscillations that haunt confidence intervals for parameters of lattice distributions, such as the binomial and Poisson distributions. We study split sample…

Methodology · Statistics 2015-03-11 Måns Thulin

In this paper, we propose a class of efficient, accurate, and general methods for solving state-estimation problems with equality and inequality constraints. The methods are based on recent developments in variable splitting and partially…

Optimization and Control · Mathematics 2020-12-02 Rui Gao , Filip Tronarp , Simo Särkkä