相关论文: Wilcoxon-Mann-Whitney Test of No Group Discriminat…
Classical multiple testing theory prescribes the null distribution, which is often a too stringent assumption for nowadays large scale experiments. This paper presents theoretical foundations to understand the limitations caused by ignoring…
We extend the mathematical theory of quantum hypothesis testing to the general $W^*$-algebraic setting and explore its relation with recent developments in non-equilibrium quantum statistical mechanics. In particular, we relate the large…
Ever since WMAP announced its first results, different analyses have shown that there is weak evidence for several large-scale anomalies in the CMB data. While the evidence for each anomaly appears to be weak, the fact that there are…
We present simple methods for out-of-distribution detection using a trained generative model. These techniques, based on classical statistical tests, are model-agnostic in the sense that they can be applied to any differentiable generative…
Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…
We propose a general framework of sequential testing procedures based on $U$-statistics which contains as an example a sequential CUSUM test based on differences in mean but also includes a robust sequential Wilcoxon change point procedure.…
An important assumption in the work on testing for structural breaks in time series consists in the fact that the model is formulated such that the stochastic process under the null hypothesis of "no change-point" is stationary. This…
The extraction of cosmological parameters from microwave background observations relies on specific assumptions about the statistical properties of the data, in particular that the p-point distributions of temperature fluctuations are…
We propose two families of tests for the classical goodness-of-fit problem to univariate normality. The new procedures are based on $L^2$-distances of the empirical zero-bias transformation to the normal distribution or the empirical…
Finite mixtures of multivariate normal distributions have been widely used in empirical applications in diverse fields such as statistical genetics and statistical finance. Testing the number of components in multivariate normal mixture…
We consider large-dimensional Hermitian or symmetric random matrices of the form $W=M+\vartheta V$ where $M$ is a Wigner matrix and $V$ is a real diagonal matrix whose entries are independent of $M$. For a large class of diagonal matrices…
This paper deals with a new Bayesian approach to the standard one-sample $z$- and $t$- tests. More specifically, let $x_1,\ldots,x_n$ be an independent random sample from a normal distribution with mean $\mu$ and variance $\sigma^2$. The…
In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…
This paper concerns the construction of tests for universal hypothesis testing problems, in which the alternate hypothesis is poorly modeled and the observation space is large. The mismatched universal test is a feature-based technique for…
Many important statistical models fall outside classical moment-based methods due to the non-existence of moments or moment generating functions. We propose a generalised probabilistic framework in which densities are replaced by pairs…
Universal outlier hypothesis testing is studied in a sequential setting. Multiple observation sequences are collected, a small subset of which are outliers. A sequence is considered an outlier if the observations in that sequence are…
We consider the problem of testing, on the basis of a $p$-variate Gaussian random sample, the null hypothesis ${\cal H}_0: {\pmb \theta}_1= {\pmb \theta}_1^0$ against the alternative ${\cal H}_1: {\pmb \theta}_1 \neq {\pmb \theta}_1^0$,…
Clustering methods such as k-means have found widespread use in a variety of applications. This paper proposes a formal testing procedure to determine whether a null hypothesis of a single cluster, indicating homogeneity of the data, can be…
Considered here is a hypothesis test for the coefficients in the change-plane regression models to detect the existence of a change plane. The test that is considered is from the class of test problems in which some parameters are not…
This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector $X \in \mathbb{R}^n$ with independent subgaussian components. The core technique of the paper is based on the entropy method combined with…