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This paper is about two related decision theoretic problems, nonparametric two-sample testing and independence testing. There is a belief that two recently proposed solutions, based on kernels and distances between pairs of points, behave…

机器学习 · 统计学 2014-11-25 Sashank J. Reddi , Aaditya Ramdas , Barnabás Póczos , Aarti Singh , Larry Wasserman

The statistical analysis of discrete data has been the subject of extensive statistical research dating back to the work of Pearson. In this survey we review some recently developed methods for testing hypotheses about high-dimensional…

机器学习 · 统计学 2017-12-19 Sivaraman Balakrishnan , Larry Wasserman

In many applied sciences a popular analysis strategy for high-dimensional data is to fit many multivariate generalized linear models in parallel. This paper presents a novel approach to address the resulting multiple testing problem by…

Bayesian inference for rank-order problems is frustrated by the absence of an explicit likelihood function. This hurdle can be overcome by assuming a latent normal representation that is consistent with the ordinal information in the data:…

统计方法学 · 统计学 2019-05-20 Johnny van Doorn , Alexander Ly , Maarten Marsman , Eric-Jan Wagenmakers

The notion of `stable rank' of a matrix is central to the analysis of randomized matrix algorithms, covariance estimation, deep neural networks, and recommender systems. We compare the properties of the stable rank and intrinsic dimension…

数值分析 · 数学 2024-12-20 Ilse C. F. Ipsen , Arvind K. Saibaba

This paper considers the asymptotic power of likelihood ratio test (LRT) for the identity test when the dimension p is large compared to the sample size n. The asymptotic distribution of LRT under alternatives is given and an explicit…

统计理论 · 数学 2013-02-15 Cheng Wang , Longbing Cao , Baiqi Miao

The log-normal distribution is used to describe the positive data, that it has skewed distribution with small mean and large variance. This distribution has application in many sciences for example medicine, economics, biology and…

统计方法学 · 统计学 2015-08-10 Saba Aghadoust , Kamel Abdollahnezhad , Farhad Yaghmaei , Ali Akbar Jafari

Sign language detection, identifying if someone is signing or not, is becoming crucially important for its applications in remote conferencing software and for selecting useful sign data for training sign language recognition or translation…

计算与语言 · 计算机科学 2023-03-21 Abhilash Pal , Stephan Huber , Cyrine Chaabani , Alessandro Manzotti , Oscar Koller

When testing for the mean vector in a high dimensional setting, it is generally assumed that the observations are independently and identically distributed. However if the data are dependent, the existing test procedures fail to preserve…

统计理论 · 数学 2014-11-17 Deepak Nag Ayyala , Junyong Park , Anindya Roy

We conduct an extensive evaluation of price jump tests based on high-frequency financial data. After providing a concise review of multiple alternative tests, we document the size and power of all tests in a range of empirically relevant…

统计金融 · 定量金融 2020-01-22 Worapree Maneesoonthorn , Gael M. Martin , Catherine S. Forbes

Kendall rank correlation coefficient is used to measure the ordinal association between two measurements. In this paper, we introduce the Concordance coefficient as a generalization of the Kendall rank correlation, and illustrate its use to…

统计方法学 · 统计学 2020-11-13 Juan Francisco Monge

The log-rank test is most powerful under proportional hazards (PH). In practice, non-PH patterns are often observed in clinical trials, such as in immuno-oncology; therefore, alternative methods are needed to restore the efficiency of…

In this paper, we investigate hypothesis testing for the linear combination of mean vectors across multiple populations through the method of random integration. We have established the asymptotic distributions of the test statistics under…

应用统计 · 统计学 2024-03-13 Jianghao Li , Shizhe Hong , Zhenzhen Niu , Zhidong Bai

In this paper, we study a class of two sample test statistics based on inter-point distances in the high dimensional and low sample size setting. Our test statistics include the well-known energy distance and maximum mean discrepancy with…

统计方法学 · 统计学 2020-04-13 Changbo Zhu , Xiaofeng Shao

In this paper we define and study signed deficient topological measures and signed topological measures (which generalize signed measures) on locally compact spaces. We prove that a signed deficient topological measure is $\tau$-smooth on…

经典分析与常微分方程 · 数学 2019-02-21 Svetlana V. Butler

Generalized linear models are often misspecified due to overdispersion, heteroscedasticity and ignored nuisance variables. Existing quasi-likelihood methods for testing in misspecified models often do not provide satisfactory type-I error…

统计方法学 · 统计学 2020-05-13 Jesse Hemerik , Jelle J Goeman , Livio Finos

Missing data is a common issue in many biomedical studies. Under a paired design, some subjects may have missing values in either one or both of the conditions due to loss of follow-up, insufficient biological samples, etc. Such partially…

There is a useful counterpart of conformal prediction for e-values, called conformal e-prediction. Conformal prediction can serve as basis for testing the assumption of exchangeability, leading to conformal testing. Similarly, conformal…

统计理论 · 数学 2024-11-05 Vladimir Vovk , Ilia Nouretdinov , Alex Gammerman

For the mean vector test in high dimension, Ayyala et al.(2017,153:136-155) proposed new test statistics when the observational vectors are M dependent. Under certain conditions, the test statistics for one-same and two-sample cases were…

统计理论 · 数学 2019-04-23 Seonghun Cho , Johan Lim , Deepak Nag Ayyala , Junyong Park , Anindya Roy

We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…

统计理论 · 数学 2016-12-05 Dennis Leung , Mathias Drton