Distance correlation has gained much recent attention in the data science community: the sample statistic is straightforward to compute and asymptotically equals zero if and only if independence, making it an ideal choice to discover any type of dependency structure given sufficient sample size. One major bottleneck is…
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48 results for “chi-squared tests”
Chi-Square Test Neural Network: A New Binary Classifier based on Backpropagation Neural Networkcs.LG
We introduce the chi-square test neural network: a single hidden layer backpropagation neural network using chi-square test theorem to redefine the cost function and the error function. The weights and thresholds are modified using standard backpropagation algorithm. The proposed approach has the advantage of making co…
USP test improves on Pearson's chi-squared and -test for independence.
problem Deficiencies in Pearson's chi-squared and -test for independence.
method USP test based on -statistic estimator of population dependence measure.
result USP test controls size, handles small cell counts, and detects minimal violations of independence.
Study tests uniformity of categorical data against missing-ball alternatives, finding chi-squared test outperforms.
problem Testing uniformity of categorical data against missing-ball alternatives.
method Characterizes minimax risk, uses collisions and chi-squared test, reduces to structured subset of alternatives.
result Minimax test outperforms chi-squared test under least favorable alternative.
The paper introduces tests for high-dimensional independence using maximum and average distance correlations.
problem Testing independence in high-dimensional data.
method Characterizes consistency properties, compares test statistics, examines null distributions, and presents a fast chi-square-based procedure.
result The proposed tests are non-parametric and applicable to various metrics.
Study compares chi-squared divergence and KL-divergence posteriors for PAC-Bayesian bounds.
problem Investigates optimal posteriors for PAC-Bayesian bounds using chi-squared divergence.
method Analyzes bounds for three distance functions, derives FP equations for computation.
result Chi-squared divergence based posteriors have weaker bounds and worse test errors.
A goodness-of-fit test for DCSBM improves scalability and power for large sparse networks.
problem Testing goodness-of-fit for degree-corrected stochastic block models (DCSBM) in large sparse networks.
method Proposes an adjusted chi-square test statistic for multinomial distributions, adjusted for degree-corrected networks, and applies it to compressed adjacency matrices.
result The test statistic converges in distribution under null, and is consistent in recovering the number of communities.
PQMass assesses generative model quality using chi-squared tests.
problem Assessing the quality of generative models without density assumptions.
method Divides sample space into regions, applies chi-squared tests to p-values.
result Effectively assesses generative model quality, novelty, and diversity.
Study robust hypothesis testing under Hellinger distance, proving lower bounds and providing tests.
problem Testing close variants of specified distributions robustly to Hellinger distance.
method Lower bound on slack factor, testing with Hellinger balls, symmetric chi-squared distance analysis.
result Lower bound on slack factor quantifies robustness under misspecification.
SDYNA is a general framework designed to address large stochastic reinforcement learning problems. Unlike previous model based methods in FMDPs, it incrementally learns the structure and the parameters of a RL problem using supervised learning techniques. Then, it integrates decision-theoric planning algorithms based o…
Transformers learn to adapt to different task difficulties and resist distribution shifts.
problem Understanding and optimizing a Transformer's performance across various task difficulties and distribution shifts.
method Analyzing a pretrained Transformer on a mixture distribution of tasks, proving optimal convergence rates.
result Transformers achieve optimal convergence rates on tasks of specific difficulty levels, robust to distribution shifts.
Tests if vertices in graphs have the same latent positions.
problem Testing equality of latent positions in random graphs.
method Empirical Mahalanobis distances from spectral embeddings.
result Test statistics follow chi-square distributions under null and local alternatives.
Objectives: Text categorization has been used in biomedical informatics for identifying documents containing relevant topics of interest. We developed a simple method that uses a chi-square-based scoring function to determine the likelihood of MEDLINE citations containing genetic relevant topic. Methods: Our procedure …
This paper tests the multivariate normality of node degrees in Erdős-Rényi graphs.
problem Testing the multivariate normality of node degrees in Erdős-Rényi graphs.
method Chi-square goodness of fit test, Anderson-Darling test, CDF comparison, maximum likelihood estimation.
result The degrees of nodes in Erdős-Rényi graphs do not follow a multivariate normal distribution, but the approximation is valid for large values of n and p.
Proposes DR-ME test for interpretable distributional treatment effects.
problem Detects invisible differences in treatment effects on distributional outcomes.
method Semiparametrically efficient finite-location test using kernel witnesses and orthogonal features.
result DR-ME reveals causal-discrepancy coordinates and has noncentral chi-square local power.
Group Shapley with Robust Significance Testing and Its Application to Bond Recovery Rate Predictionstat.ML
Group Shapley evaluates feature groups in business data, improving explainability in AI.
problem Evaluating the importance of feature groups in business and economic data.
method Developed Group Shapley and a significance testing procedure based on chi-square approximation.
result Market-related variables are identified as the most influential feature group.
RENAL test evaluates generative models for time series data.
problem Evaluating generative models for time series data is challenging.
method RENAL test uses recurrent neural networks to transform time series into conditionally independent data pairs for goodness-of-fit testing.
result RENAL test outperforms existing methods in evaluating generative models for time series data.
We develop a pivotal test to assess the statistical significance of the feature variables in a single-layer feedforward neural network regression model. We propose a gradient-based test statistic and study its asymptotics using nonparametric techniques. Under technical conditions, the limiting distribution is given by …
The transition probability of a Cox-Ingersoll-Ross process can be represented by a non-central chi-square density. First we prove a new representation for the central chi-square density based on sums of powers of generalized Gaussian random variables. Second we prove Marsaglia's polar method extends to this distributio…
Four new methods for computing generalized chi-square distribution.
problem Computing the generalized chi-square distribution accurately and efficiently.
method Two exact and two approximate methods, with software for cdf, pdf, and inverse cdf.
result Comparison of methods' accuracy and speed, identifying best for different cases.
We consider the problem of comparing probability densities between two groups. A new probabilistic tensor product smoothing spline framework is developed to model the joint density of two variables. Under such a framework, the probability density comparison is equivalent to testing the presence/absence of interactions.…
Logistic regression is used thousands of times a day to fit data, predict future outcomes, and assess the statistical significance of explanatory variables. When used for the purpose of statistical inference, logistic models produce p-values for the regression coefficients by using an approximation to the distribution …
Directly simulates squared Bessel processes efficiently.
problem Simulating squared Bessel processes accurately and efficiently.
method Two-dimensional Chebyshev expansion for non-central chi-square distribution inverse.
result Accurate and efficient simulation for various degrees of freedom.
AES scheme improves Bermudan and American option pricing for Heston models.
problem Pricing Bermudan and American options under Heston models efficiently.
method AES scheme using non-central chi-square distribution for variance process.
result AES achieves higher accuracy and computational efficiency for Bermudan options.
SBI provides more accurate pole positions than chi-squared minimization in model misspecification.
problem Accurate pole position estimation in pi-pi scattering models.
method Simulation Based Inference (SBI) method compared to chi-squared minimization.
result SBI leads to more robust predictions of pole positions in models of pi-pi scattering.
Network data is prevalent in many contemporary big data applications in which a common interest is to unveil important latent links between different pairs of nodes. Yet a simple fundamental question of how to precisely quantify the statistical uncertainty associated with the identification of latent links still remain…
The paper develops approximations for Pearson's chi-square statistic and applies them to confidence intervals.
problem Finding confidence intervals for strictly convex functions of discrete distribution weights.
method Non-asymptotic local normal approximation for multinomial probabilities, deriving bounds and coupling inequalities.
result Developed methods to find confidence intervals for negative entropy of discrete distributions.
A new method detects concept drift in streaming data using k-means space partitioning.
problem Detecting distribution changes in streaming data.
method Equal intensity k-means space partitioning (EI-kMeans) and heuristic sensitivity improvement.
result EI-kMeans improves drift detection accuracy and sensitivity.
LMC algorithm converges to target in Chi-squared and Renyi divergence.
problem Sampling from target distribution using LMC with strong dissipativity and smoothness conditions.
method LMC algorithm with strong dissipativity and first-order smoothness, initialized with Gaussian.
result LMC reaches ε-neighborhood of target in Chi-squared and Renyi divergence in O(λ²dε⁻¹) steps.
Test partial effects in Frechet regression on Bures-Wasserstein manifolds.
problem Assessing partial effects in Frechet regression on complex manifolds.
method Sample splitting strategy to estimate covariance matrices and test statistic convergence.
result The test statistic converges to a weighted mixture of chi squared components.
Constraint-based (CB) learning is a formalism for learning a causal network with a database D by performing a series of conditional-independence tests to infer structural information. This paper considers a new test of independence that combines ideas from Bayesian learning, Bayesian network inference, and classical hy…
Share price returns on different time scales can be well modelled by a superstatistical dynamics. Here we provide an investigation which type of superstatistics is most suitable to properly describe share price dynamics on various time scales. It is shown that while chi-square superstatistics works well on a time scale…
A test for neural networks identifies genetic associations.
problem Testing complex associations in neural networks.
method Sieve quasi-likelihood ratio test for neural networks with one hidden layer.
result The test statistic has an asymptotic chi-squared distribution.
Kernel two-sample testing is a useful statistical tool in determining whether data samples arise from different distributions without imposing any parametric assumptions on those distributions. However, raw data samples can expose sensitive information about individuals who participate in scientific studies, which make…
The study uses statistical methods to analyze nuclear mass models.
problem Understanding the information content of nuclear masses from models.
method Bayesian calibration, Bayesian model averaging, chi-square correlation analysis, principal component analysis.
result A dramatic parameter reduction can be achieved in both 4-parameter and 14-parameter models.
New SQ lower bounds for NGCA without requiring chi-squared condition.
problem Proving SQ hardness for NGCA under moment-matching conditions.
method General SQ lower bound methodology applied to NGCA under moment-matching conditions.
result Proved near-optimal SQ lower bounds for NGCA without chi-squared condition.
A test for comparing networks using stochastic block models.
problem Determining if two network datasets come from the same model.
method Adopting stochastic block models, the study introduces an efficient algorithm to match estimated network parameters and develops a powerful test.
result The test is consistent and asymptotically follows a chi-squared distribution.
Efficient ANN search for sparse embeddings in ads targeting.
problem Efficiently searching near neighbors in sparse data for applications like ads targeting.
method Graph-based ANN algorithms (HNSW, chi-square two-tower model, Sign Cauchy Projections).
result Sparse embeddings and ANN algorithms improve efficiency in EBR applications.
Modeling of waiting times and price changes in currency exchange datacond-mat.stat-mech
A theory which describes the share price evolution at financial markets as a continuous-time random walk has been generalized in order to take into account the dependence of waiting times t on price returns x. A joint probability density function (pdf) which uses the concept of a Lévy stable distribution is worked out.…
New adaptive test for NPIV models controls size and has superior power.
problem Testing inequality and equality restrictions in nonparametric IV models.
method Adaptive hypothesis test based on modified leave-one-out sample quadratic distance.
result Adaptive test attains the adaptive minimax rate of testing in .
Fast nonparametric conditional independence testing via two-stage regression
problem Fast nonparametric conditional independence testing
method BLITZ (Broad-to-Local Independence Testing via residualiZation)
result Better null calibration than fast kernel, random-feature, and regression-based competitors
Extends uncertainty detection in neural networks to finer distinctions.
problem Detecting finer distinctions between certain, uncertain, and out-of-distribution points.
method Two-step approach: first builds class distribution using Kernel Activation Vectors, second determines test point confidence.
result Corrects overconfident NN decisions and learns to say 'I don't know' when uncertain.
The scaled complex Wishart distribution is a widely used model for multilook full polarimetric SAR data whose adequacy has been attested in the literature. Classification, segmentation, and image analysis techniques which depend on this model have been devised, and many of them employ some type of dissimilarity measure…
This paper aims to explore models based on the extreme gradient boosting (XGBoost) approach for business risk classification. Feature selection (FS) algorithms and hyper-parameter optimizations are simultaneously considered during model training. The five most commonly used FS methods including weight by Gini, weight b…
Hypothesis Testing For Densities and High-Dimensional Multinomials: Sharp Local Minimax Ratesmath.ST
We consider the goodness-of-fit testing problem of distinguishing whether the data are drawn from a specified distribution, versus a composite alternative separated from the null in the total variation metric. In the discrete case, we consider goodness-of-fit testing when the null distribution has a possibly growing or…
Study finds tax avoidance and IT issues hinder revenue in Gombe state.
problem Problems of personal income tax on revenue generation in Gombe state.
method Survey with primary and secondary data, chi square test.
result Tax avoidance and IT issues are major problems.
Paper develops statistical tests for covariance matrix regression on manifold.
problem Regression with random covariance matrices in Fréchet space.
method Develops Wasserstein F-tests for Bures-Wasserstein manifold.
result Asymptotic null distribution and power of the test.
Much work has been done on feature selection. Existing methods are based on document frequency, such as Chi-Square Statistic, Information Gain etc. However, these methods have two shortcomings: one is that they are not reliable for low-frequency terms, and the other is that they only count whether one term occurs in a …