相关论文: Minimax Lower Bounds for Linear Independence Testi…

Testing for association or dependence between pairs of random variables is a fundamental problem in statistics. In some applications, data are subject to selection bias that causes dependence between observations even when it is absent from…

We apply the concept of distance covariance for testing independence of two long-range dependent time series. As test statistic we propose a linear combination of empirical distance cross-covariances. We derive the asymptotic distribution…

This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…

This paper deals with the problem of nonparametric independence testing, a fundamental decision-theoretic problem that asks if two arbitrary (possibly multivariate) random variables $X,Y$ are independent or not, a question that comes up in…

A measurement strategy is developed for a new kind of hypothesis testing. It assigns, with minimum probability of error, the state of a quantum system to one or the other of two complementary subsets of a set of N given non-orthogonal…

We consider nonadaptive probabilistic group testing in the linear regime, where each of n items is defective independently with probability p in (0,1), and p is a constant independent of n. We show that testing each item individually is…

This paper studies distributed binary test of statistical independence under communication (information bits) constraints. While testing independence is very relevant in various applications, distributed independence test is particularly…

We consider a hypothesis testing problem where a part of data cannot be observed. Our helper observes the missed data and can send us a limited amount of information about them. What kind of this limited information will allow us to make…

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

We derive an $\mathcal{L}_{q}$-maximal inequality for zero mean dependent random variables $\{x_{t}\}_{t=1}^{n}$ on $\mathbb{R}^{p}$, where $p$ $>>$ $% n $ is allowed. The upper bound is a familiar multiple of $\ln (p)$ and an $% l_{\infty…

The Multinomial Logit (MNL) model and the axiom it satisfies, the Independence of Irrelevant Alternatives (IIA), are together the most widely used tools of discrete choice. The MNL model serves as the workhorse model for a variety of…

Testing for independence between two random vectors is a fundamental problem in statistics. It is observed from empirical studies that many existing omnibus consistent tests may not work well for some strongly nonmonotonic and nonlinear…

This paper considers testing a covariance matrix $\Sigma$ in the high dimensional setting where the dimension $p$ can be comparable or much larger than the sample size $n$. The problem of testing the hypothesis $H_0:\Sigma=\Sigma_0$ for a…

In this paper, the maximal nonlinear conditional correlation of two random vectors $X$ and $Y$ given another random vector $Z$, denoted by $\rho_1(X,Y|Z)$, is defined as a measure of conditional association, which satisfies certain…

We introduce an independence criterion based on entropy regularized optimal transport. Our criterion can be used to test for independence between two samples. We establish non-asymptotic bounds for our test statistic and study its…

In the recent times, test of Lorentz Invariance has been used as a means to probe theories of physics beyond the standard model. We describe a simple way of utilizing the polarimeters, which are a critical beam instrument at precision and…

We study the problem of testing the null hypothesis that X and Y are conditionally independent given Z, where each of X, Y and Z may be functional random variables. This generalises testing the significance of X in a regression model of…

Many tools exist to detect dependence between random variables, a core question across a wide range of machine learning, statistical, and scientific endeavors. Although several statistical tests guarantee eventual detection of any…

Conditional local independence is an asymmetric independence relation among continuous time stochastic processes. It describes whether the evolution of one process is directly influenced by another process given the histories of additional…

We consider the problem of non-parametric Conditional Independence testing (CI testing) for continuous random variables. Given i.i.d samples from the joint distribution $f(x,y,z)$ of continuous random vectors $X,Y$ and $Z,$ we determine…