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Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…

Methodology · Statistics 2012-03-06 David Shilane , Derek Bean

Missing outcome data is one of the principal threats to the validity of treatment effect estimates from randomized trials. The outcome distributions of participants with missing and observed data are often different, which increases the…

Methodology · Statistics 2017-04-06 Iván Díaz , Mark J. van der Laan

We consider the problem of estimating the finite population mean $\bar{Y}$ of an outcome variable $Y$ using data from a nonprobability sample and auxiliary information from a probability sample. Existing double robust (DR) estimators of…

Methodology · Statistics 2025-10-30 Shaun Seaman

We provide a general framework for designing Generative Adversarial Networks (GANs) to solve high dimensional robust statistics problems, which aim at estimating unknown parameter of the true distribution given adversarially corrupted…

Machine Learning · Computer Science 2022-02-04 Banghua Zhu , Jiantao Jiao , Michael I. Jordan

In this paper, we introduce an innovative testing procedure for assessing individual hypotheses in high-dimensional linear regression models with measurement errors. This method remains robust even when either the X-model or Y-model is…

Methodology · Statistics 2025-01-14 Shijie Cui , Xu Guo , Songshan Yang , Zhe Zhang

Many works in statistics aim at designing a universal estimation procedure, that is, an estimator that would converge to the best approximation of the (unknown) data generating distribution in a model, without any assumption on this…

Statistics Theory · Mathematics 2025-02-14 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

The standard efficient testing procedures in the Generalized Inverse Gaussian (GIG) family (also known as Halphen Type A family) are likelihood ratio tests, hence rely on Maximum Likelihood (ML) estimation of the three parameters of the…

Methodology · Statistics 2014-04-23 Angelo Efoevi Koudou , Christophe Ley

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…

Statistics Theory · Mathematics 2021-08-03 Indrabati Bhattacharya , Subhashis Ghosal

Density power divergence (DPD) is designed to robustly estimate the underlying distribution of observations, in the presence of outliers. However, DPD involves an integral of the power of the parametric density models to be estimated; the…

Methodology · Statistics 2024-02-09 Akifumi Okuno

Recently in [1, 2], Ali-Akbar Bromideh introduced the Kullback-Leibler Divergence (KLD) test statistic in discrim- inating between two models. It was found that the Ratio Minimized Kulback-Leibler Divergence (RMKLD) works better than the…

Methodology · Statistics 2017-10-02 Papa Ngom , Jean de Dieu Nkurunziza , Carlos Simplice Ogouyandjou

Categorical variables are of uttermost importance in biomedical research. When two of them are considered, it is often the case that one wants to test whether or not they are statistically dependent. We show weaknesses of classical methods…

The paper introduces a new kernel-based Maximum Mean Discrepancy (MMD) statistic for measuring the distance between two distributions given finitely-many multivariate samples. When the distributions are locally low-dimensional, the proposed…

Machine Learning · Statistics 2018-09-03 Xiuyuan Cheng , Alexander Cloninger , Ronald R. Coifman

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…

Machine Learning · Statistics 2025-09-16 Leonardo V. Santoro , Victor M. Panaretos

Sliced mutual information (SMI) is defined as an average of mutual information (MI) terms between one-dimensional random projections of the random variables. It serves as a surrogate measure of dependence to classic MI that preserves many…

Information Theory · Computer Science 2022-10-18 Ziv Goldfeld , Kristjan Greenewald , Theshani Nuradha , Galen Reeves

Goodness-of-fit tests based on the empirical Wasserstein distance are proposed for simple and composite null hypotheses involving general multivariate distributions. For group families, the procedure is to be implemented after preliminary…

Methodology · Statistics 2021-01-28 Marc Hallin , Gilles Mordant , Johan Segers

Nonparametric two-sample tests such as the Maximum Mean Discrepancy (MMD) are often used to detect differences between two distributions in machine learning applications. However, the majority of existing literature assumes that error-free…

Machine Learning · Statistics 2023-08-08 Ron Nafshi , Maggie Makar

Kernel methods provide a flexible and powerful framework for nonparametric statistical testing by embedding probability distributions into a reproducing kernel Hilbert space (RKHS). In this work, we study the kernel two-sample testing…

Statistics Theory · Mathematics 2026-04-09 Perrine Lacroix , Bertrand Michel , Franck Picard , Vincent Rivoirard

A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…

Methodology · Statistics 2025-10-10 Gitte Kremling , Gerhard Dikta

We establish higher-order nonasymptotic expansions for a difference between probability distributions of sums of i.i.d. random vectors in a Euclidean space. The derived bounds are uniform over two classes of sets: the set of all Euclidean…

Statistics Theory · Mathematics 2022-11-30 Mayya Zhilova

Integrating non-probability samples into finite-population inference typically requires modeling unknown selection probabilities under a missing-at-random (MAR) assumption that is difficult to verify. We propose a design-based alternative…

Methodology · Statistics 2026-05-08 Andrius Čiginas , Ieva Burakauskaitė , Jae Kwang Kim