Related papers: Deviation Tests for a High-dimensional Mean
This paper addresses hypothesis testing for the mean of matrix-valued data in high-dimensional settings. We investigate the minimum discrepancy test, originally proposed by Cragg (1997), which serves as a rank test for lower-dimensional…
We analyze the effect of a heterogeneous variance on bump detection in a Gaussian regression model. To this end we allow for a simultaneous bump in the variance and specify its impact on the difficulty to detect the null signal against a…
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…
Methods for random-effects meta-analysis require an estimate of the between-study variance, $\tau^2$. The performance of estimators of $\tau^2$ (measured by bias and coverage) affects their usefulness in assessing heterogeneity of…
Motivated by applications in text mining and discrete distribution inference, we investigate the testing for equality of probability mass functions of $K$ groups of high-dimensional multinomial distributions. A test statistic, which is…
We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…
We investigate large deviations for the empirical measure of the position and momentum of a particle traveling in a box with hot walls. The particle travels with uniform speed from left to right, until it hits the right boundary. Then it is…
We study the task of high-dimensional entangled mean estimation in the subset-of-signals model. Specifically, given $N$ independent random points $x_1,\ldots,x_N$ in $\mathbb{R}^D$ and a parameter $\alpha \in (0, 1)$ such that each $x_i$ is…
The Full Bayesian Significance Test (FBST) for precise hypotheses was presented by Pereira and Stern (1999) as a Bayesian alternative instead of the traditional significance test based on p-value. The FBST uses the evidence in favor of the…
Variable selection in high-dimensional scenarios is of great interested in statistics. One application involves identifying differentially expressed genes in genomic analysis. Existing methods for addressing this problem have some limits or…
We investigate the problem of identity testing for multidimensional histogram distributions. A distribution $p: D \rightarrow \mathbb{R}_+$, where $D \subseteq \mathbb{R}^d$, is called a $k$-histogram if there exists a partition of the…
This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the finite-sample theory of weighted-average power (WAP)…
We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with…
We obtain error rates for large deviations of sums of i.i.d. random variables in, a particular case, of the domain of a non-symmetric infinite mean $\alpha=1$-stable law. The focus of this work is on the method of proof via analytic…
We investigate the problem of detecting dependencies between the components of a high-dimensional vector. Our approach advances the existing literature in two important respects. First, we consider the problem under privacy constraints.…
You measure the value of a quantity x for a number of systems (cells, molecules, people, chunks of metal, DNA vectors, etc.). You repeat the whole set of measures in different occasions or assays, which you try to design as equal to one…
In a high dimensional regression setting in which the number of variables ($p$) is much larger than the sample size ($n$), the number of possible two-way interactions between the variables is immense. If the number of variables is in the…
This paper studies the problem of high-dimensional multiple testing and sparse recovery from the perspective of sequential analysis. In this setting, the probability of error is a function of the dimension of the problem. A simple…
When data analysts train a classifier and check if its accuracy is significantly different from chance, they are implicitly performing a two-sample test. We investigate the statistical properties of this flexible approach in the…
After rejecting the null hypothesis in the analysis of variance, the next step is to make the pairwise comparisons to find out differences in means. The purpose of this paper is threefold. The foremost aim is to suggest expression for…