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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.

168,742 papers · 148 categories

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224447671894 · Jun 202019922001200920172026
48 results for two-sample problem

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.

We consider a two-sample hypothesis testing problem, where the distributions are defined on the space of undirected graphs, and one has access to only one observation from each model. A motivating example for this problem is comparing the friendship networks on Facebook and LinkedIn. The practical approach to such prob…

2017-05-17abs ↗pdf ↗

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

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 ↗

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.

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.

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.

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.

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.

Detecting the emergence of abrupt property changes in time series is a challenging problem. Kernel two-sample test has been studied for this task which makes fewer assumptions on the distributions than traditional parametric approaches. However, selecting kernels is non-trivial in practice. Although kernel selection fo…

2019-01-18abs ↗pdf ↗

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.

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.

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 ↗

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.

Proposes a method to select variables for kernel two-sample tests.

problem Determining whether two samples have the same distribution using informative variables.
method A framework based on kernel maximum mean discrepancy (MMD) for selecting a subset of variables.
result The sample size requirements for the three kernels depend on the number of selected variables, not the data dimension.

Paper proposes a scoring function for detecting anomalies in large datasets.

problem Detecting outliers in large, feature-rich datasets.
method Binary classification problem with a two-sample linear rank statistic.
result Empirical results show the effectiveness of the proposed scoring function.

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.

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.

We characterize the asymptotic performance of nonparametric one- and two-sample testing. The exponential decay rate or error exponent of the type-II error probability is used as the asymptotic performance metric, and an optimal test achieves the maximum rate subject to a constant level constraint on the type-I error pr…

2019-08-27abs ↗pdf ↗

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.

Hypothesis testing for graphs has been an important tool in applied research fields for more than two decades, and still remains a challenging problem as one often needs to draw inference from few replicates of large graphs. Recent studies in statistics and learning theory have provided some theoretical insights about …

2018-11-30abs ↗pdf ↗

A new method optimizes MMD test power by dynamically selecting kernels, overcoming traditional trade-offs.

problem Fixed kernels fail to distinguish certain distributions, leading to overfitting and variance collapse.
method Complexity-Penalized MMD (CP-MMD) criterion, derived from concentration inequality, optimizes kernel selection.
result CP-MMD maximizes true test power while ensuring unconditional Type-I validity, matching or exceeding state-of-the-art performance.

Improved two-sample testing using L1L^1 geometry for analytic kernels.

problem Detecting differences between distributions.
method Use L1L^1 distance between kernel-based distribution representatives to improve testing power.
result Better detection of differences between distributions using L1L^1 norm.

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 ↗

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.

In this paper, we bound the error induced by using a weighted skeletonization of two data sets for computing a two sample test with kernel maximum mean discrepancy. The error is quantified in terms of the speed in which heat diffuses from those points to the rest of the data, as well as how at the weights on the refere…

2018-12-11abs ↗pdf ↗

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.

The paper proves concentration inequalities for two-sample rank processes and applies them to ranking performance criteria.

problem Measuring the performance of ranking statistics between two populations.
method Proves concentration inequalities for two-sample rank processes indexed by VC classes of scoring functions.
result Generalization capacity of empirical maximizers of ranking performance criteria is investigated.

New Physics Learning Machine compares generative models for scientific research.

problem Evaluating the fidelity of generative models in high-energy physics.
method Two-sample hypothesis testing using machine learning.
result The New Physics Learning Machine outperforms alternative approaches in classification-based tests.