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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.

169,051 papers · 148 categories

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2785568331,111 · Jun 202019922001200920182026
48 results for two sample test

The paper analyzes a neural network two-sample test using kernel analysis.

problem Determining if two datasets come from the same distribution.
method Time-analysis on a neural tangent kernel (NTK) two-sample test, extending to realistic neural network dynamics.
result Training times needed to detect deviations are well-separated in null and alternative hypothesis scenarios.

A nonparametric two-sample test using a parametric integral probability metric

problem Detecting distributional differences between two independent samples
method Propose a new two-sample test statistic based on a newly introduced integral probability metric (IPM)
result Establish theoretical guarantees for the associated two-sample testing procedure

Proposes counterfactual explanations for deep two-sample tests on high-dimensional data.

problem Limited interpretability of deep two-sample tests on high-dimensional data.
method Combines diffusion autoencoder and pretrained deep two-sample test model to generate counterfactuals.
result Counterfactual transformations increase p-values, indicating closer distribution similarity.

Meta two-sample testing uses auxiliary data to quickly find powerful tests from limited samples.

problem Challenges in identifying powerful kernels for distinguishing complex distributions with limited data.
method Introduces meta two-sample testing (M2ST) to leverage abundant auxiliary data on related tasks.
result Proposed algorithms improve over baselines and identify powerful tests from scarce observations.

Deep neural nets optimize kernel parameters for non-parametric two-sample tests.

problem Determining if two samples come from the same distribution.
method Deep kernels trained to maximize test power, adapting to distribution smoothness and shape.
result Deep kernels outperform simpler kernels in high dimensions and complex data.

Given two sets of independent samples from unknown distributions PP and QQ, a two-sample test decides whether to reject the null hypothesis that P=QP=Q. Recent attention has focused on kernel two-sample tests as the test statistics are easy to compute, converge fast, and have low bias with their finite sample estimate…

2018-02-23abs ↗pdf ↗

Optimal tests for nonparametric one- and two-sample testing are derived using MMD and KSD.

problem Developing optimal tests for nonparametric one- and two-sample testing.
method Using Sanov's theorem and Maximum Mean Discrepancy (MMD), the optimal error exponents are derived for one-sample tests. For two-sample tests, the quadratic-time Kernel Stein Discrepancy (KSD) is shown to achieve the optimal type-II error exponent.
result Achievement of optimal error exponents for nonparametric one- and two-sample testing in the universal setting.

The paper designs tests for comparing ranked preference data and finds significant differences.

problem Comparing pairwise comparison and ranking data in various applications.
method Developed two-sample tests for pairwise comparison and ranking data, proving upper and lower bounds.
result Upper and lower bounds show tightness of the proposed tests, and significant differences in preferences were found.

Conformal C2ST turns weak classifiers into reliable two-sample tests.

problem Determining if two distributions are identical using weak classifiers.
method Developed conformal variants of the C2ST to convert any classifier scores into reliable p-values.
result Even weak classifiers can yield powerful and reliable two-sample tests.

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 ↗

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 n1/2n^{-1/2} over multinomial and bounded-support alternatives.

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.

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…

2018-08-01abs ↗pdf ↗

New test detects differences in heterogeneous datasets.

problem Detecting differences between two samples with unknown heterogeneity.
method Developed a nonparametric testing procedure that handles latent heterogeneity through a composite null.
result The test accurately detects differences in the presence of unknown heterogeneity.

In analyzing high-dimensional models, sparsity of the model parameter is a common but often undesirable assumption. In this paper, we study the following two-sample testing problem: given two samples generated by two high-dimensional linear models, we aim to test whether the regression coefficients of the two linear mo…

2016-10-14abs ↗pdf ↗

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 problem. In the set classification problem the goal is to classify a set of data …

2017-06-18abs ↗pdf ↗

Develops a two-sample test using projected Wasserstein distance to handle high-dimensional data.

problem Testing whether two high-dimensional samples come from the same distribution.
method Optimal projection to find a low-dimensional linear mapping that maximizes the Wasserstein distance between projected probability distributions.
result Characterizes the convergence rate of the projected Wasserstein distance and presents practical algorithms.

Study on kernel tests for high-dimensional data, focusing on MMD and CLT.

problem Asymptotic behavior of kernel two-sample tests in high dimensions and large samples.
method Maximum mean discrepancy (MMD) with isotropic kernels, deriving asymptotic expansions and CLT.
result Interplay between moment discrepancy and dimension-and-sample orders in kernel tests.

Efficiently tests two distributions using Nyström approximation of MMD.

problem Testing whether two sets of data are from the same distribution in large-scale scenarios.
method Nyström approximation of maximum mean discrepancy (MMD) for scalable testing.
result Finite-sample bound on power of the test for sufficiently separated distributions.

Sequential tests for two-sample and independence testing using betting strategies.

problem Testing sequential data for two-sample and independence without kernel selection issues.
method Prediction-based betting strategies that adaptively determine distribution and joint distribution.
result Prediction-based tests outperform kernel-based approaches in high-dimensional or structured data settings.

Two-sample tests using MMD control type I error and achieve optimal power.

problem Developing reliable nonparametric two-sample tests for small sample sizes.
method Maximum Mean Discrepancy (MMD) for constructing novel nonparametric tests, proving non-asymptotic error control and optimality.
result MMDAgg test controls type I error and achieves minimax rate over Sobolev balls, outperforming other tests.

New method relaxes TV distance for two-sample testing without distributional assumptions.

problem Challenges in certifying equality or providing tight bounds on TV distance for two distributions.
method Examined blurred total variation distance, a relaxation of TV distance.
result Provided theoretical guarantees for upper and lower bounds on blurred TV distance.

Private two-sample tests under LDP achieve minimax rates for multinomial and continuous data.

problem Achieving statistical utility while maintaining privacy in two-sample testing.
method Private permutation tests for multinomial data and adaptive tests for continuous data.
result Minimax optimal tests for private two-sample testing under LDP.