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A prominent family of methods for learning data distributions relies on density ratio estimation (DRE), where a model is trained to $\textit{classify}$ between data samples and samples from some reference distribution. DRE-based models can…

Machine Learning · Computer Science 2024-11-01 Shahar Yadin , Noam Elata , Tomer Michaeli

This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process distributions. The test statistic is of CUSUM type, based on…

Statistics Theory · Mathematics 2011-05-04 Denys Pommeret , Mohamed Boutahar , Badih Ghattas

The analysis of large-scale datasets, especially in biomedical contexts, frequently involves a principled screening of multiple hypotheses. The celebrated two-group model jointly models the distribution of the test statistics with mixtures…

Methodology · Statistics 2023-03-10 Francesco Denti , Stefano Peluso , Michele Guindani , Antonietta Mira

The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…

Statistics Theory · Mathematics 2019-04-18 Feras A. Saad , Cameron E. Freer , Nathanael L. Ackerman , Vikash K. Mansinghka

This study considers the problem of testing for a parameter change in the presence of outliers. For this, we propose a robust test using the objective function of minimum density power divergence estimator (MDPDE) by Basu et al.…

Statistics Theory · Mathematics 2020-03-04 Junmo Song , Jiwon Kang

The kernel exponential family is a rich class of distributions, which can be fit efficiently and with statistical guarantees by score matching. Being required to choose a priori a simple kernel such as the Gaussian, however, limits its…

Machine Learning · Statistics 2021-01-15 Li Wenliang , Danica J. Sutherland , Heiko Strathmann , Arthur Gretton

Recently, a Distribution Separation Method (DSM) is proposed for relevant feedback in information retrieval, which aims to approximate the true relevance distribution by separating a seed irrelevance distribution from the mixture one. While…

Information Retrieval · Computer Science 2015-10-19 Peng Zhang , Qian Yu , Yuexian Hou , Dawei Song , Jingfei Li , Bin Hu

We provide new asymptotic theory for kernel density estimators, when these are applied to autoregressive processes exhibiting moderate deviations from a unit root. This fills a gap in the existing literature, which has to date considered…

Statistics Theory · Mathematics 2019-08-19 James A. Duffy

Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current…

Statistics Theory · Mathematics 2014-11-25 Aaditya Ramdas , Sashank J. Reddi , Barnabas Poczos , Aarti Singh , Larry Wasserman

We examine the extent to which sublinear-sample property testing and estimation apply to settings where samples are independently but not identically distributed. Specifically, we consider the following distributional property testing…

Data Structures and Algorithms · Computer Science 2025-11-05 Shivam Garg , Chirag Pabbaraju , Kirankumar Shiragur , Gregory Valiant

We consider nonparametric or universal sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution. These algorithms are…

Information Theory · Computer Science 2013-08-30 Jithin K. Sreedharan , Vinod Sharma

Given two networks of differing sizes, it is of interest to test whether the two networks belong to the same distribution. We formalize the notion of "equality of distribution" under the framework of the generalized random dot product…

Statistics Theory · Mathematics 2026-03-10 Joshua Agterberg , Minh Tang , Carey Priebe

We study the question of testing structured properties (classes) of discrete distributions. Specifically, given sample access to an arbitrary distribution $D$ over $[n]$ and a property $\mathcal{P}$, the goal is to distinguish between…

Data Structures and Algorithms · Computer Science 2016-01-22 Clément L. Canonne , Ilias Diakonikolas , Themis Gouleakis , Ronitt Rubinfeld

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

This article presents a general framework for the transport of probability measures towards minimum divergence generative modeling and sampling using ordinary differential equations (ODEs) and Reproducing Kernel Hilbert Spaces (RKHSs),…

Machine Learning · Statistics 2024-02-14 Biraj Pandey , Bamdad Hosseini , Pau Batlle , Houman Owhadi

There exist some testing procedures based on the maximum mean discrepancy (MMD) to address the challenge of model specification. However, they ignore the presence of estimated parameters in the case of composite null hypotheses. In this…

Methodology · Statistics 2024-12-10 Florian Brück , Jean-David Fermanian , Aleksey Min

Empirical data can often be considered as samples from a set of probability distributions. Kernel methods have emerged as a natural approach for learning to classify these distributions. Although numerous kernels between distributions have…

Machine Learning · Computer Science 2024-12-02 Oleksii Kachaiev , Stefano Recanatesi

We introduce a new nonparametric density estimator inspired by Markov Chains, and generalizing the well-known Kernel Density Estimator (KDE). Our estimator presents several benefits with respect to the usual ones and can be used…

Methodology · Statistics 2020-09-15 Andrea De Simone , Alessandro Morandini

Ordinary differential equations have been used to model dynamical systems in a broad range. Model checking for parametric ordinary differential equations is a necessary step to check whether the assumed models are plausible. In this paper…

Statistics Theory · Mathematics 2020-03-26 Ran Liu , Yun Fang , Lixing Zhu

In this paper we develop a novel bootstrap test for the comparison of two multinomial distributions. The two distributions are called {\it equivalent} or {\it similar} if a norm of the difference between the class probabilities is smaller…

Statistics Theory · Mathematics 2023-05-16 Patrick Bastian , Holger Dette , Lukas Koletzko
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