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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,291 papers · 148 categories

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152304455607 · Jun 202019922001200920182026
48 results for linear hypothesis testing

New method tests linear hypotheses in high-dimensional models without sparsity assumptions.

problem Testing linear hypotheses in high-dimensional models without restrictive assumptions.
method Proposes a test based on restructured regression with transformed and augmented features.
result Asymptotically exact control on Type I error without sparsity assumptions.

Develops a flexible framework for hypothesis testing in high-dimensional linear regression.

problem Hypothesis testing in high-dimensional linear regression models with more parameters than samples.
method Assumes approximate sparsity and develops a framework for testing various hypotheses, controlling type I error and power.
result The proposed procedure controls type I error near the nominal level and has high power.

Unified framework for large-scale hypothesis testing with confounders.

problem Bias in large-scale hypothesis testing due to unmeasured confounders.
method Unified statistical estimation and inference framework that disentangles confounding effects and jointly estimates latent and primary effects.
result Effective Type-I error control and power in hypothesis testing.

This letter presents a novel Block Bayesian Hypothesis Testing Algorithm (Block-BHTA) for reconstructing block sparse signals with unknown block structures. The Block-BHTA comprises the detection and recovery of the supports, and the estimation of the amplitudes of the block sparse signal. The support detection and rec…

2015-08-22abs ↗pdf ↗

Paper extends Chernoff sampling for active testing and parameter estimation, improving neural network and regression models.

problem Reducing sample complexity in hypothesis testing and model parameter estimation.
method Developed an extension of Chernoff sampling for active learning and parameter estimation.
result Non-asymptotic bounds for sample complexity and estimation error in active learning.

Paper studies PSGD for constrained optimization problems and its statistical properties.

problem Online inference for constrained optimization problems.
method Stochastic gradient descent with projection (PSGD) for constrained optimization.
result Limiting distribution of PSGD-based estimates under linear-equality constraints.

A test for weak signal detection in noisy data matrices.

problem Detecting a weak signal in a noisy Wigner matrix when the signal-to-noise ratio is small.
method Utilizes linear spectral statistics and hypothesis testing on the data matrix.
result The proposed test is optimal when the noise is Gaussian and can be improved with known noise density.

Efficient tests achieve best error rates in high-dimensional hypothesis testing.

problem Achieving optimal error rates in computationally efficient hypothesis testing.
method Linear spectral statistics and low-degree likelihood ratio analysis.
result An efficient test achieves the best possible error rates among all computationally efficient tests.

A framework for hypothesis testing on attributed graphs using sampling.

problem Statistical testing on graph data, especially large attributed graphs.
method Sampling-based framework with PHASE and PHASEopt for accurate and efficient hypothesis testing.
result PHASE and PHASEopt improve accuracy and efficiency of hypothesis testing in attributed graphs.

The paper sets thresholds for testing correlation in hypergraphs, distinguishing between independent and correlated states.

problem Testing correlation between two hypergraphs under different models.
method Derives sharp information-theoretic thresholds for distinguishing between null and alternative hypotheses.
result The testing threshold decreases as the hypergraph's uniformity (m) increases, making correlation testing easier for higher uniformity.

Binary testing for softmax models requires many samples, similar to leverage score models.

problem Binary hypothesis testing for softmax models and leverage score models.
method Analyzing sample complexity and drawing analogies between models.
result Sample complexity is asymptotically \(O(ε^{-2})\), where \(ε\) is the distance between model parameters.

A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the samples. The choice of block size allows control over the tradeoff between test power and computatio…

2013-07-08abs ↗pdf ↗

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.

Paper resolves open problems on sample complexity in binary hypothesis testing.

problem Open problems in distributed simple binary hypothesis testing under information constraints.
method One-shot lower bound on Bayes error, streamlined sample complexity formula, reverse data-processing inequality.
result Optimally tight sample complexity bounds for communication-constrained simple binary hypothesis testing.

Study shows Chinese stock market returns are predictable over time, especially during market turbulence.

problem Predicting returns in the Chinese stock market is challenging due to market inefficiency.
method Used wild bootstrap automatic variance ratio test and generalized spectral test.
result Return predictability varies over time, with significant predictability during market turmoils.

Study hypothesis testing under quantized samples with communication constraints, achieving near-optimal sample complexity.

problem Optimizing hypothesis testing with quantized samples and communication constraints.
method Developed a polynomial-time algorithm achieving near-optimal sample complexity under communication constraints.
result Achieved near-optimal sample complexity under communication constraints, with a logarithmic factor increase over unconstrained setting.

New private algorithm for sequential hypothesis testing with privacy and error rate guarantees.

problem Privacy protection in sequential hypothesis testing for sensitive data.
method Renyi differential privacy, Wald's Sequential Probability Ratio Test (SPRT).
result Private algorithm with strong privacy guarantees and theoretical performance analysis.

We propose a new algorithmic framework for sequential hypothesis testing with i.i.d. data, which includes A/B testing, nonparametric two-sample testing, and independence testing as special cases. It is novel in several ways: (a) it takes linear time and constant space to compute on the fly, (b) it has the same power gu…

2015-06-10abs ↗pdf ↗

Robust test for distributions under Hellinger distance, simpler than optimal tests.

problem Testing and estimating distributions robustly under Hellinger distance.
method Simple robust hypothesis test with optimal sample complexity, robust to Hellinger distance perturbations.
result Empirically demonstrated robustness and power of the test on canonical distributions.

Develops a framework to test excessive influence of small data subsets.

problem Identifying when small data subsets significantly impact model conclusions.
method Formalizes the concept of most influential sets, deriving influence formulas and extreme value distributions.
result Allows rigorous hypothesis testing for excessive influence, resolving contested findings.

Paper optimizes hypothesis verification in sequential experiments.

problem Maximizing confidence in a verified hypothesis after exploration.
method Formulated as a confidence maximization problem in a POMDP, characterized optimal solutions, and proposed a heuristic.
result Heuristic performs better than existing methods in some scenarios.

Neural networks improve language comprehension by testing and refining hypotheses.

problem Improving language comprehension models through more sophisticated reasoning.
method Memory augmented neural networks with a hypothesis testing loop.
result Achieved state-of-the-art results on language comprehension benchmarks.

Unified Bayesian framework improves clinical trial hypothesis testing.

problem Lack of transparency and inability to quantify evidence in traditional P-values.
method Interval null hypothesis framework combined with Bayes factor-based tests.
result Bayesian interval hypothesis testing ensures frequentist error control and interpretability.

The problem of multiple hypothesis testing arises when there are more than one hypothesis to be tested simultaneously for statistical significance. This is a very common situation in many data mining applications. For instance, assessing simultaneously the significance of all frequent itemsets of a single dataset entai…

2009-06-29abs ↗pdf ↗

Develops GLRT for defending against adversarial attacks in hypothesis testing.

problem Adversarial attacks on machine learning models causing misclassification.
method Generalized likelihood ratio test applied to composite hypothesis testing problem.
result GLRT approach yields competitive robustness-accuracy tradeoff under various attacks.

We formulate statistical watermarking as hypothesis testing and establish near-optimal bounds.

problem Statistical watermarking in the context of hypothesis testing.
method Formulated as a hypothesis testing problem, using coupling of output tokens and rejection regions.
result Established nearly matching upper and lower bounds on the number of i.i.d. tokens required for small Type I and Type II errors.

We develop a framework for post model selection inference, via marginal screening, in linear regression. At the core of this framework is a result that characterizes the exact distribution of linear functions of the response yy, conditional on the model being selected (``condition on selection" framework). This allows…

2014-02-23abs ↗pdf ↗

Kernel tests for set-valued data improve hypothesis testing accuracy.

problem Testing distributions of sets with varying sizes, noise, and nuisance variability.
method Interpreting sets as samples from latent distributions and using kernel methods for testing.
result Kernel tests outperform traditional methods in synthetic and real-world experiments.

Proposes a new model for testing causal structural priors and synthesizing data.

problem Testing and synthesizing causal structural priors using nonparametric knowledge and neural networks.
method Causal Structural Hypothesis Testing (C-SHT) and Causal Structural Variational Hypothesis Testing (C-SVHT) using deep neural networks.
result Demonstrates out-of-distribution generalization error as a proxy for causal structural prior hypothesis testing.

This paper explains differential privacy through hypothesis testing and analyzes its relaxations.

problem Understanding the hypothesis testing interpretation of differential privacy.
method Identifying conditions for a statistical divergence to satisfy a similar interpretation and analyzing relaxations of differential privacy based on Renyi divergence.
result Improved conversion rules between differential privacy and its relaxations based on Renyi divergence.

Formula derived for sample complexity in binary hypothesis testing.

problem Determine the minimum number of samples to distinguish between two distributions.
method Developed a formula for sample complexity in both prior-free and Bayesian settings, using Jensen-Shannon and Hellinger divergences.
result Formula characterizes sample complexity for a wide range of error parameters, up to multiplicative constants.

The paper presents a test to determine when pooling datasets from multiple sites is beneficial for regression analysis.

problem Determining when pooling multi-site datasets improves regression analysis power.
method Developed a hypothesis test for classical and high-dimensional linear regression to assess when pooling datasets is sensible.
result Identified specific conditions under which pooling datasets improves power in regression analysis.