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In this paper, we develop invariance-based procedures for testing and inference in high-dimensional regression models. These procedures, also known as randomization tests, provide several important advantages. First, for the global null…

Methodology · Statistics 2023-12-27 Wenxuan Guo , Panos Toulis

A popular approach for testing if two univariate random variables are statistically independent consists of partitioning the sample space into bins, and evaluating a test statistic on the binned data. The partition size matters, and the…

Methodology · Statistics 2016-04-28 Ruth Heller , Yair Heller , Shachar Kaufman , Barak Brill , Malka Gorfine

We study the problem of distribution testing when the samples can only be accessed using a locally differentially private mechanism and focus on two representative testing questions of identity (goodness-of-fit) and independence testing for…

Data Structures and Algorithms · Computer Science 2018-08-08 Jayadev Acharya , Clément L. Canonne , Cody Freitag , Himanshu Tyagi

We study the problem of conditional two-sample testing, which aims to determine whether two populations have the same distribution after accounting for confounding factors. This problem commonly arises in various applications, such as…

Machine Learning · Statistics 2026-05-05 Seongchan Lee , Suman Cha , Ilmun Kim

In this paper we study the problem of measuring and testing joint independence for a collection of multivariate random variables. Using the emerging theory of optimal transport (OT) based multivariate ranks, we propose a distribution-free…

Statistics Theory · Mathematics 2022-12-01 Ziang Niu , Bhaswar B. Bhattacharya

We study the fundamental task of estimating the median of an underlying distribution from a finite number of samples, under pure differential privacy constraints. We focus on distributions satisfying the minimal assumption that they have a…

Statistics Theory · Mathematics 2020-11-13 Christos Tzamos , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Ilias Zadik

A nonparametric anomalous hypothesis testing problem is investigated, in which there are totally n sequences with s anomalous sequences to be detected. Each typical sequence contains m independent and identically distributed (i.i.d.)…

Machine Learning · Computer Science 2016-12-15 Shaofeng Zou , Yingbin Liang , H. Vincent Poor , Xinghua Shi

We provide a unified framework for independence and mean independence tests based on the Hilbert-Schmidt independence criterion, extending some previous results in the literature to hold in general topological spaces. We also present a…

Methodology · Statistics 2026-05-01 Daniel Diz-Castro , Manuel Febrero-Bande , Wenceslao González-Manteiga

We study distributed goodness-of-fit testing for discrete distribution under bandwidth and differential privacy constraints. Information constraint distributed goodness-of-fit testing is a problem that has received considerable attention…

Statistics Theory · Mathematics 2024-11-05 Lasse Vuursteen

Distribution testing is a fundamental statistical task with many applications, but we are interested in a variety of problems where systematic mislabelings of the sample prevent us from applying the existing theory. To apply distribution…

Data Structures and Algorithms · Computer Science 2023-04-05 Renato Ferreira Pinto , Nathaniel Harms

We study simple binary hypothesis testing under both local differential privacy (LDP) and communication constraints. We qualify our results as either minimax optimal or instance optimal: the former hold for the set of distribution pairs…

Statistics Theory · Mathematics 2023-12-19 Ankit Pensia , Amir R. Asadi , Varun Jog , Po-Ling Loh

This paper introduces a decision-theoretic framework for constructing and evaluating test statistics based on their relationship with ancillary statistics-quantities whose distributions remain fixed under the null and alternative…

Methodology · Statistics 2026-04-03 Albert Vexler , Douglas Landsittel

We explore the problem of distributed Hypothesis Testing (DHT) against independence, focusing specifically on Binary Symmetric Sources (BSS). Our investigation aims to characterize the optimal quantizer among binary linear codes, with the…

Information Theory · Computer Science 2024-10-23 Fatemeh Khaledian , Reza Asvadi , Elsa Dupraz , Tad Matsumoto

The primary problem in property testing is to decide whether a given function satisfies a certain property, or is far from any function satisfying it. This crucially requires a notion of distance between functions. The most prevalent notion…

Discrete Mathematics · Computer Science 2014-04-04 Deeparnab Chakrabarty , Kashyap Dixit , Madhav Jha , C. Seshadhri

We take a different look at the problem of testing the independence of two metric-space-valued random variables using the distance correlation. Instead of testing if the distance correlation vanishes exactly, we are interested in the…

Statistics Theory · Mathematics 2025-11-19 Holger Dette , Marius Kroll

Permutation tests are a popular choice for distinguishing distributions and testing independence, due to their exact, finite-sample control of false positives and their minimax optimality when paired with U-statistics. However, standard…

Statistics Theory · Mathematics 2025-03-26 Carles Domingo-Enrich , Raaz Dwivedi , Lester Mackey

We consider the hypothesis testing problem of detecting conditional dependence, with a focus on high-dimensional feature spaces. Our contribution is a new test statistic based on samples from a generative adversarial network designed to…

Machine Learning · Statistics 2019-12-20 Alexis Bellot , Mihaela van der Schaar

Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing tests are not invariant under monotone transformations of the…

Statistics Theory · Mathematics 2019-11-15 Angshuman Roy , Anil Ghosh , Alok Goswami , C. A. Murthy

This paper aims to develop an effective model-free inference procedure for high-dimensional data. We first reformulate the hypothesis testing problem via sufficient dimension reduction framework. With the aid of new reformulation, we…

Methodology · Statistics 2022-05-17 Xu Guo , Runze Li , Zhe Zhang , Changliang Zou

Testing cross-sectional independence in panel data models is of fundamental importance in econometric analysis with high-dimensional panels. Recently, econometricians began to turn their attention to the problem in the presence of serial…

Methodology · Statistics 2023-09-18 Hongfei Wang , Binghui Liu , Long Feng , Yanyuan Ma
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