Related papers: Optimal multiple testing under family-wise error c…
Score matching is an alternative to maximum likelihood (ML) for estimating a probability distribution parametrized up to a constant of proportionality. By fitting the ''score'' of the distribution, it sidesteps the need to compute this…
Recently we introduced a family of $U(N)$ invariant Random Matrix Ensembles which is characterized by a parameter $\lambda$ describing logarithmic soft-confinement potentials $V(H) \sim [\ln H]^{(1+\lambda)} \:(\lambda>0$). We showed that…
The generalized egg dropping problem is a classic challenge in sequential decision-making. Standard dynamic programming evaluates the minimax minimum number of tests in $\mathcal{O}(K \cdot N^2)$ time. A known approach formulates the…
Randomized block factorial experiments are widely used in industrial engineering, clinical trials, and social science. Researchers often use a linear model and analysis of covariance to analyze experimental results; however, limited studies…
In this paper, we propose a new test for testing the equality of two population covariance matrices in the ultra-high dimensional setting that the dimension is much larger than the sizes of both of the two samples. Our proposed methodology…
Likelihood ratio tests are widely used to test statistical hypotheses about parametric families of probability distributions. If interest is restricted to a subfamily of distributions, then it is natural to inquire if the restricted LRT is…
We consider the problem of upper bounding the expected log-likelihood sub-optimality of the maximum likelihood estimate (MLE), or a conjugate maximum a posteriori (MAP) for an exponential family, in a non-asymptotic way. Surprisingly, we…
Multi-parameter one-sided hypothesis test problems arise naturally in many applications. We are particularly interested in effective tests for monitoring multiple quality indices in forestry products. Our search reveals that there are many…
Testing multiple hypotheses of conditional independence with provable error rate control is a fundamental problem with various applications. To infer conditional independence with family-wise error rate (FWER) control when only summary…
We consider the problem of non-parametric testing of independence of two components of a stationary bivariate spatial process. In particular, we revisit the random shift approach that has become a standard method for testing the independent…
Two-sample hypothesis testing for network comparison presents many significant challenges, including: leveraging repeated network observations and known node registration, but without requiring them to operate; relaxing strong structural…
Hommel's and Hochberg's procedures for familywise error control are both derived as shortcuts in a closed testing procedure with the Simes local test. Hommel's shortcut is exact but takes quadratic time in the number of hypotheses.…
The paper is concerned with a free boundary problem generated by the biharmonic operator and an obstacle. The main goal is to deduce a fully guaranteed upper bound of the difference between the exact minimizer u and any function…
Shape restriction, like monotonicity or convexity, imposed on a function of interest, such as a regression or density function, allows for its estimation without smoothness assumptions. The concept of $k$-monotonicity encompasses a family…
We propose a unified theory of generalized weights for linear codes endowed with an arbitrary distance. Instead of relying on supports or anticodes, the weights of a code are defined via the intersections of the code with a chosen family of…
We consider the question of learning the natural parameters of a $k$ parameter minimal exponential family from i.i.d. samples in a computationally and statistically efficient manner. We focus on the setting where the support as well as the…
This paper considers testing linear hypotheses of a set of mean vectors with unequal covariance matrices in large dimensional setting. The problem of testing the hypothesis $H_0 : \sum_{i=1}^q \beta_i \bmu_i =\bmu_0 $ for a given vector…
The problem of distributed testing against independence with variable-length coding is considered when the \emph{average} and not the \emph{maximum} communication load is constrained as in previous works. The paper characterizes the optimum…
Tukey's boxplot is a foundational tool for exploratory data analysis, but its classic outlier-flagging rule does not account for the sample size, and subsequent modifications have often been presented as separate, heuristic adjustments. In…
Equivalence testing for a polynomial family {g_m} over a field F is the following problem: Given black-box access to an n-variate polynomial f(x), where n is the number of variables in g_m, check if there exists an A in GL(n,F) such that…