相关论文: Spatial-Sign based High-Dimensional Location Test

Detecting spatial patterns is fundamental to scientific discovery, yet current methods lack statistical consensus and face computational barriers when applied to large-scale spatial omics datasets. We unify major approaches through a single…

In applications like environment monitoring and pollution control, physical quantities are modeled by spatio-temporal fields. It is of interest to learn the statistical distribution of such fields as a function of space, time or both. In…

In this paper, we propose a class of monitoring statistics for a mean shift in a sequence of high-dimensional observations. Inspired by the recent U-statistic based retrospective tests developed by Wang et al.(2019) and Zhang et al.(2020),…

We propose a multiple-splitting projection test (MPT) for one-sample mean vectors in high-dimensional settings. The idea of projection test is to project high-dimensional samples to a 1-dimensional space using an optimal projection…

We introduce a new method for high-dimensional, online changepoint detection in settings where a $p$-variate Gaussian data stream may undergo a change in mean. The procedure works by performing likelihood ratio tests against simple…

Spatial transcriptomics (ST) provides essential spatial context by mapping gene expression within tissue, enabling detailed study of cellular heterogeneity and tissue organization. However, aligning ST data with histology images poses…

We introduce a new framework for the mean-variance spanning (MVS) hypothesis testing. The procedure can be applied to any test-asset dimension and only requires stationary asset returns and the number of benchmark assets to be smaller than…

We investigate one/two-sample mean tests for high-dimensional compositional data when the number of variables is comparable with the sample size, as commonly encountered in microbiome research. Existing methods mainly focus on max-type test…

This paper is concerned with a robust estimator of the intensity of a stationary spatial point process. The estimator corresponds to the median of a jittered sample of the number of points, computed from a tessellation of the observation…

Testing the equality in distributions of multiple samples is a common task in many fields. However, this problem for high-dimensional or non-Euclidean data has not been well explored. In this paper, we propose new nonparametric tests based…

We propose a general method for constructing confidence intervals and statistical tests for single or low-dimensional components of a large parameter vector in a high-dimensional model. It can be easily adjusted for multiplicity taking…

The well-known spatial sign covariance matrix (SSCM) carries out a radial transform which moves all data points to a sphere, followed by computing the classical covariance matrix of the transformed data. Its popularity stems from its…

Change-point detection has been a classical problem in statistics and econometrics. This work focuses on the problem of detecting abrupt distributional changes in the data-generating distribution of a sequence of high-dimensional…

This paper develops a novel spatial quantile function-on-scalar regression model, which studies the conditional spatial distribution of a high-dimensional functional response given scalar predictors. With the strength of both quantile…

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…

Most work on supervised learning research has focused on marginal predictions. In decision problems, joint predictive distributions are essential for good performance. Previous work has developed methods for assessing low-order predictive…

Testing for dependence has been a well-established component of spatial statistical analyses for decades. In particular, several popular test statistics have desirable properties for testing for the presence of spatial autocorrelation in…

The detection of change-points in a spatially or time ordered data sequence is an important problem in many fields such as genetics and finance. We derive the asymptotic distribution of a statistic recently suggested for detecting…

This paper presents a new mathematical signal transform that is especially suitable for decoding information related to non-rigid signal displacements. We provide a measure theoretic framework to extend the existing Cumulative Distribution…

High-dimensional feature selection is a central problem in a variety of application domains such as machine learning, image analysis, and genomics. In this paper, we propose graph-based tests as a useful basis for feature selection. We…