相关论文: Simple sufficient condition for inadmissibility of…
Consider a random sample of $n$ independently and identically distributed $p$-dimensional normal random vectors. A test statistic for complete independence of high-dimensional normal distributions, proposed by Schott (2005), is defined as…
In this paper, in the first step, we show that the fractional Dickey-Fuller test proposed by Dolado et al [10] is useless in practice. In the second step, we propose a new testing procedure for the degree of fractional integration of a time…
Brown's 1971 paper "Admissible estimators, recurrent diffusions and insoluble boundary value problems" is a landmark in the admissibility literature. It nearly completely settles the issue of admissibility/inadmissibility for estimating the…
We study the problem of conditional two-sample testing, which aims to determine whether two populations have the same distribution after accounting for confounding factors. This problem commonly arises in various applications, such as…
We present a new test of hypothesis in which we seek the probability of the null conditioned on the data, where the null is a simplification undertaken to counter the intractability of the more complex model, that the simpler null model is…
We consider a binary statistical hypothesis testing problem, where $n$ independent and identically distributed random variables $Z^n$ are either distributed according to the null hypothesis $P$ or the alternate hypothesis $Q$, and only $P$…
Given a discrete-valued sample $X_1,...,X_n$ we wish to decide whether it was generated by a distribution belonging to a family $H_0$, or it was generated by a distribution belonging to a family $H_1$. In this work we assume that all…
We study a structured permutation scheme for two-sample testing that restricts permutations to single cross-swaps between block-selected representatives. Our analysis yields three main results. First, we provide an exact validity…
As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…
A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…
The two-sample hypothesis testing problem is studied for the challenging scenario of high dimensional data sets with small sample sizes. We show that the two-sample hypothesis testing problem can be posed as a one-class set classification…
In 1931, G\"odel presented in K\"onigsberg his famous Incompleteness Theorem, stating that some true mathematical statements are unprovable. Yet, this result gives us no idea about those independent (that is, true and unprovable)…
We introduce a rigorous and sensitive significance test for hyperuniformity that yields reliable results even from a single sample. Our approach is based on a detailed analysis of the empirical Fourier transform of a stationary point…
This paper investigates Distributed Hypothesis testing (DHT), in which a source $\mathbf{X}$ is encoded given that side information $\mathbf{Y}$ is available at the decoder only. Based on the received coded data, the receiver aims to decide…
Hotelling's $T^2$-test for the mean of a multivariate normal distribution is one of the triumphs of classical multivariate analysis. It is uniformly most powerful among invariant tests, and admissible, proper Bayes, and locally and…
Self-testing refers to the phenomenon that certain extremal quantum correlations (almost) uniquely identify the quantum system under consideration. For instance observing the maximal violation of the CHSH inequality certifies that the two…
We provide necessary and sufficient conditions for separability of mixed states. As a result we obtain a simple criterion of separability for $2\times2$ and $2\times3$ systems. Here, the positivity of the partial transposition of a state is…
In this work, we study the sample complexity of two variants of product testing when restricted to single-copy measurements. In particular, we consider both bipartite product testing (i.e., does there exist at least one non-trivial cut…
We propose a new setting for testing properties of distributions while receiving samples from several distributions, but few samples per distribution. Given samples from $s$ distributions, $p_1, p_2, \ldots, p_s$, we design testers for the…
Score tests have the advantage of requiring estimation alone of the model restricted by the null hypothesis, which often is much simpler than models defined under the alternative hypothesis. This is typically so when the alternative…