Related papers: Leave-one-out testing for node-level differences i…
This paper addresses the multiple two-sample test problem in a graph-structured setting, which is a common scenario in fields such as Spatial Statistics and Neuroscience. Each node $v$ in fixed graph deals with a two-sample testing problem…
We generalize Levene's test for variance (scale) heterogeneity between $k$ groups for more complex data, which includes sample correlation and group membership uncertainty. Following a two-stage regression framework, we show that least…
Let $G = (V,E)$ be a graph, and for each $e \in E(G)$, let $L_e$ be a list of real numbers. Let $w:E(G) \to \cup_{e \in E(G)}L_e$ be an edge weighting function such that $w(e) \in L_e$ for each $e \in E(G)$, and let $c_w$ be the vertex…
Hypothesis testing for graphs has been an important tool in applied research fields for more than two decades, and still remains a challenging problem as one often needs to draw inference from few replicates of large graphs. Recent studies…
Hypothesis testing of structure in covariance matrices is of significant importance, but faces great challenges in high-dimensional settings. Although consistent frequentist one-sample covariance tests have been proposed, there is a lack of…
Correlation analysis is a fundamental step in uncovering meaningful insights from complex datasets. In this paper, we study the problem of detecting correlations between two random graphs following the Gaussian Wigner model with unlabeled…
This paper provides general expression for Bartlett and Bartlett-type correction factors for the likelihood ratio and gradient statistics to test the dispersion parameter in heteroscedastic symmetric nonlinear models. This class of…
We propose a novel kernel-based nonparametric two-sample test, employing the combined use of kernel mean and kernel covariance embedding. Our test builds on recent results showing how such combined embeddings map distinct probability…
This paper discusses estimation and limited information goodness-of-fit test statistics in factor models for binary data using pairwise likelihood estimation and sampling weights. The paper extends the applicability of pairwise likelihood…
Leave-one-out cross-validation (LOO-CV) is a popular method for estimating out-of-sample predictive accuracy. However, computing LOO-CV criteria can be computationally expensive due to the need to fit the model multiple times. In the…
We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…
We study the problem of testing, using only a single sample, between mean field distributions (like Curie-Weiss, Erd\H{o}s-R\'enyi) and structured Gibbs distributions (like Ising model on sparse graphs and Exponential Random Graphs). Our…
Motivated by the need to study the molecular mechanism underlying Type 1 Diabetes (T1D) with the gene expression data collected from both the patients and healthy controls at multiple time points, we propose an innovative method for jointly…
In this paper, we consider the problem of testing the equality of two multivariate distributions based on geometric graphs constructed using the interpoint distances between the observations. These include the tests based on the minimum…
Sparse graphical modelling has attained widespread attention across various academic fields. We propose two new graphical model approaches, Gslope and Tslope, which provide sparse estimates of the precision matrix by penalizing its sorted…
We study the data-driven selection of causal graphical models using constraint-based algorithms, which determine the existence or non-existence of edges (causal connections) in a graph based on testing a series of conditional independence…
In this paper, we propose novel, fully Bayesian non-parametric tests for one-sample and two-sample multivariate location problems. We model the underlying distribution using a Dirichlet process prior, and develop a testing procedure based…
The future predictive performance of a Bayesian model can be estimated using Bayesian cross-validation. In this article, we consider Gaussian latent variable models where the integration over the latent values is approximated using the…
In reliable decision-making systems based on machine learning, models have to be robust to distributional shifts or provide the uncertainty of their predictions. In node-level problems of graph learning, distributional shifts can be…
Traditionally, graph neural networks have been trained using a single observed graph. However, the observed graph represents only one possible realization. In many applications, the graph may encounter uncertainties, such as having…