The study develops a test for GARCH models with unknown power.
problem Testing adequacy of asymmetric power GARCH models with unknown power.
method Derive asymptotic behavior of squared residuals autocovariances, deduce portmanteau test.
result Asymptotic results and adequacy test for GARCH models with unknown power.
Study tests adequacy of FARIMA models with uncorrelated but non-independent errors.
problem Testing adequacy of FARIMA models with specific error characteristics.
method Derive asymptotic distributions of residual autocovariances and autocorrelations, propose self-normalization approach.
result Asymptotic distributions of modified portmanteau statistics for weak FARIMA models.
In this paper we investigate the adaptive market efficiency of the agricultural commodity futures market, using a sample of eight futures contracts. Using a battery of nonlinear tests, we uncover the nonlinear serial dependence in the returns series. We run the Hinich portmanteau bicorrelation test to uncover the momen…
The paper extends SARMA models by relaxing independence assumptions on error terms.
problem Testing adequacy of SARMA models with non-independent errors.
method Study of asymptotic distributions of residual and normalized residual empirical autocovariances and autocorrelations under weak noise assumptions.
result Established asymptotic behavior of portmanteau tests for SARMA models.
SoulMate links short texts through multi-aspect embeddings.
problem Linking authors of noisy, ambiguous short texts.
method Neural network-based temporal-textual framework generating author subgraphs.
result Higher performance in linking short-text authors compared to competitors.
Proposes provenance and pseudo-provenance for automated test generation.
problem Invalidation of provenance in generated tests.
method Annotation of generated tests with provenance trails and pseudo-provenance.
result Validates the reliability of generated tests and their relation to seeds.
Survey of Machine Learning Testing: Properties, Components, and Trends.
problem Challenges in testing machine learning models.
method Comprehensive review of 144 ML testing papers.
result Identification of research challenges and directions.
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…
USP test improves on Pearson's chi-squared and G-test for independence.
problem Deficiencies in Pearson's chi-squared and G-test for independence. method USP test based on U-statistic estimator of population dependence measure. result USP test controls size, handles small cell counts, and detects minimal violations of independence.
E-C2ST uses E-values for high-dimensional data two-sample tests.
problem Statistical testing for high-dimensional data.
method Combines split likelihood ratio tests and predictive independence tests, using E-values for anytime-valid sequential tests.
result E-C2ST achieves enhanced statistical power by partitioning datasets into multiple batches.
Cheap permutation tests speed up distribution testing without sacrificing accuracy.
problem Efficiently testing distribution differences and independence.
method Group datapoints into bins and permute only these bins, using stored sufficient statistics.
result Cheap permutation tests maintain the accuracy and optimality of standard tests but are significantly faster.
Paper proposes a chi-square test for distance correlation.
problem Testing distance correlation is computationally expensive.
method Proposes a chi-square test for distance correlation, non-parametric, fast, applicable to various metrics.
result Chi-square test exhibits similar power to permutation test and can be valid and universally consistent for testing independence.
The paper tests properties of multiple distributions with limited samples.
problem Testing properties of multiple distributions with few samples.
method Designing testers for uniformity, identity, and closeness testing under specific conditions.
result Sample optimal testers for uniformity, identity, and closeness testing are provided.
Optimizes two-sample tests for non-Euclidean domains using spectral regularization.
problem Optimizing two-sample tests for non-Euclidean domains.
method Spectral regularization of MMD test to achieve minimax optimality.
result Proposes a spectral regularization method that improves test optimality.
DRIFT uses RL to automate functional software testing efficiently.
problem Efficient and reliable automated software testing.
method DRIFT employs Q-learning with Graph Neural Networks on symbolic UI representations.
result DRIFT can robustly test software functionalities in a fully automated manner.
Detects overfitting in models trained on test sets.
problem Challenges in verifying overfitting without independent test sets.
method Uses adversarial examples and unbiased error estimates to test for overfitting.
result Correctly identifies overfitting to the training set but not to the test set.
Post hoc test for Sharpe ratio improves pairwise comparisons.
problem Improving pairwise comparisons of Sharpe ratios.
method Analogous to Tukey's test, applied after rejecting equal Signal-Noise ratios.
result Maintains nominal type I rate and is moderately powerful.
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.
Framework for online hypothesis testing across various data types.
problem Testing various nonparametric hypotheses in data streams.
method Unified framework using operators on data distributions, leveraging ML models.
result Efficient, adaptive, and error-controlled sequential tests.
A new method for kernel tests without data splitting increases power.
problem Lack of power in kernel-based tests due to data splitting.
method Selective inference framework to learn hyperparameters and test on full sample.
result Empirically larger test power without data splitting, regardless of split proportion.
Develops a new test for comparing two groups' densities, showing minimax optimality.
problem Comparing probability densities between two groups.
method Probabilistic tensor product smoothing spline framework for joint density modeling; penalized likelihood ratio test for interaction testing.
result Proposed test is minimax optimal and outperforms conventional approaches.
Model-X test detects conditional independence in streaming data.
problem Detecting conditional independence in data streams with arbitrary dependency.
method Sequential testing inspired by model-X and testing by betting.
result Significantly reduces type-I error rate and enhances data efficiency.
Simple methods combine statistical tests for out-of-distribution detection.
problem Detecting data points not following the training distribution.
method Combining classical parametric tests (Rao's score test) and a typicality test.
result Combining Fisher's method of test statistics improves out-of-distribution detection accuracy.
Deep neural networks improve two-sample testing.
problem Efficiently distinguishing between two unknown distributions.
method Deep learning representations for two-sample testing.
result Significant reduction in type-2 error rate compared to existing methods.
Unified score and distance-based GoF tests for model adequacy.
problem Difficulty in extending score-based GoF tests to nonparametric alternatives.
method Introducing semiparametric kernelized Stein discrepancy (SKSD) test.
result SKSD test is computationally efficient and universally consistent.
Two new tests approximate KCIT for fast CI testing in large datasets.
problem CI testing is slow and resource-intensive for large datasets.
method Developed RCIT and RCoT, which approximate KCIT using random Fourier features.
result RCIT and RCoT scale linearly with sample size and return accurate p-values faster than KCIT.
The study evaluates various jump tests for high-frequency financial data.
problem Choosing the most effective jump test for high-frequency financial data.
method An extensive evaluation of multiple alternative tests in various scenarios.
result Guidelines for choosing the most suitable test for different settings.
AutoML simplifies two-sample tests for detecting distribution shifts.
problem Detecting distribution shifts between datasets.
method Uses mean discrepancy of a witness function with squared loss minimization.
result AutoML simplifies and improves two-sample testing performance.
New methods for CI testing under model misspecification.
problem Challenges in CI testing with misspecified models.
method Proposes new approximations and upper bounds for testing errors of regression-based CI tests.
result Introduces the Rao-Blackwellized Predictor Test (RBPT) robust against misspecified inductive biases.
New KCM tests improve specification testing via RKHS.
problem Improving specification tests for econometric models.
method Kernel conditional moment (KCM) tests based on RKHS.
result KCM tests have better finite-sample performance than existing tests.
New graph tests improve on existing methods for comparing large graphs.
problem Comparing large graphs from different sources.
method Proposed new tests based on asymptotic distributions.
result New tests are computationally less expensive and more reliable.
Discusses MultiFIT for multivariate dependence, comparing it to HSIC tests.
problem Comparing Multiscale Fisher's Independence Test (MultiFIT) to HSIC tests for multivariate dependence.
method Compares MultiFIT to HSIC tests, highlighting exact level control and performance limitations.
result Observes performance limitations of MultiFIT in terms of test power.
Develops hypothesis tests for conditional distributions using learning-theoretic bounds.
problem Testing differences in conditional distributions and functionals.
method Transforming learning-theoretic bounds into hypothesis tests for conditional expectations.
result Establishes comprehensive foundation for conditional testing, including theoretical guarantees and practical implementations.
The paper improves the robustness of approximate randomization tests.
problem Noisy data limits the robustness of approximate randomization tests.
method Derives non-asymptotic bounds and novel conditions for approximate randomization tests.
result Valid approximate randomization tests under data invariances can be derived.
Paper explores limits of graph property testing in Ising models.
problem Understanding information-theoretic limits of graph property testing in Ising models.
method Combinatorial constructs and correlation-based tests.
result Property testing is more challenging for general Ising models than ferromagnets.
Develops tests for conditional symmetry under group actions.
problem Testing conditional symmetry in distributions under group actions.
method Nonparametric randomization tests with kernel methods and asymptotic consistency.
result Tests achieve finite-sample Type I error control and power.
Paper proposes a new method for more accurate group testing of infected patients.
problem Identifying infected patients efficiently with reduced tests and corrected errors.
method Adaptive design of pools based on Bayesian posterior prediction using belief propagation algorithm.
result The proposed method results in more accurate identification of infected patients.
DeepEvolution improves testing of deep neural networks by generating diverse test cases.
problem Lack of diversity in generated test cases from random fuzzing or transformations.
method Search-based approach using metaheuristics to ensure diversity in test cases.
result DeepEvolution significantly increases neuronal coverage and detects latent defects.
BERET improves binary expansion test for multivariate independence.
problem Testing independence of random vectors in arbitrary dimensions.
method Ensemble approach using sum of squared symmetry statistics and distance correlation.
result Improves power while preserving interpretability.
This paper introduces differentially private permutation tests for hypothesis testing.
problem Privacy concerns in sensitive data analysis.
method Differentially private permutation tests for kernel methods.
result Proposes dpMMD and dpHSIC for two-sample and independence testing, achieving optimal power.
Survey of recent methods for testing high-dimensional multinomial hypotheses.
problem Statistical power issues in high-dimensional multinomial testing.
method Review of recent methods focusing on asymptotic normality and minimax perspectives.
result Refined tests can have high power even when null distributions are non-normal.
A private Wilcoxon test reduces data needed for paired data analysis.
problem Performing Wilcoxon signed-rank tests on private data.
method Developed a differentially private method for computing the Wilcoxon signed-rank test.
result Our private test requires less data to achieve the same statistical power.
Improved MMD test for two-sample testing with random Fourier features.
problem Quadratic-time complexity of MMD test for large-scale analysis.
method Approximated MMD test using random Fourier features, investigating time-power trade-off.
result Sub-quadratic time complexity with same minimax separation rates as MMD test.
Paper proposes a robust test for high-dimensional models with large covariates and instruments.
problem Testing high-dimensional linear instrumental variable models with large covariates and instruments.
method Introduces a test based on the maximum norm of multiple parameters and a power-enhanced test.
result The proposed test is robust to heteroskedastic errors and has higher power than existing tests.
Polynomial-time test for detecting dense subgraphs in heterogeneous networks.
problem Detecting a planted community in heterogeneous networks.
method Proposes a polynomial-time test with a standard normal distribution null limiting distribution.
result The test is efficient and performs well in both simulations and real data.
The study analyzes group testing algorithms for identifying defective items with high confidence.
problem Identifying defective items from a population using group testing with high confidence.
method Formulated as a function learning problem using the PAC framework, analyzed three algorithms: column matching, combinatorial basis pursuit, and definite defectives.
result Derived bounds on the number of tests needed for approximate set identification, comparing with existing bounds and simulating performance.
We develop a privacy-preserving method for kernel two-sample testing.
problem Protecting sensitive data in two-sample testing.
method Differential privacy framework for kernel two-sample testing.
result Our method achieves similar power to non-private tests with modest sample size increase.
A permutation-based SW test achieves minimax-optimal power for two-sample testing.
problem Nonparametric two-sample testing using the sliced Wasserstein distance.
method Proposes a permutation-based SW test and analyzes its performance.
result Achieves minimax separation rate n−1/2 over multinomial and bounded-support alternatives.