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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.

168,657 papers · 148 categories

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63125188250 · Jun 202019922001200920172026
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.

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.

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.

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 ↗

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.

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.

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 ↗

We propose a two-sample testing procedure based on learned deep neural network representations. To this end, we define two test statistics that perform an asymptotic location test on data samples mapped onto a hidden layer. The tests are consistent and asymptotically control the type-1 error rate. Their test statistics…

2019-10-14abs ↗pdf ↗

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 ↗

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.

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.

We propose a class of kernel-based two-sample tests, which aim to determine whether two sets of samples are drawn from the same distribution. Our tests are constructed from kernels parameterized by deep neural nets, trained to maximize test power. These tests adapt to variations in distribution smoothness and shape ove…

2020-02-21abs ↗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 ↗

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 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.

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.

A new MMD-based test combines kernels for two-sample testing without splitting data.

problem Efficiently testing if two datasets come from the same distribution without splitting data.
method Proposes a novel statistic based on Maximum Mean Discrepancy (MMD) that combines kernels, proving concentration bounds and showing data-dependent kernel selection.
result Exponential concentration bounds and improved test power compared to existing methods.

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.

The recent success of generative adversarial networks and variational learning suggests training a classifier network may work well in addressing the classical two-sample problem. Network-based tests have the computational advantage that the algorithm scales to large samples. This paper proposes a two-sample statistic …

2019-09-25abs ↗pdf ↗

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 goal of two-sample tests is to assess whether two samples, SPPnS_P \sim P^n and SQQmS_Q \sim Q^m, are drawn from the same distribution. Perhaps intriguingly, one relatively unexplored method to build two-sample tests is the use of binary classifiers. In particular, construct a dataset by pairing the nn examples in $S_…

2016-10-20abs ↗pdf ↗

A new test assesses text similarity between two groups of documents.

problem Comparing similarity between two groups of documents.
method Neural network-based language models estimate entropy, and a test statistic derived from an estimation-and-inference framework is used.
result The proposed test maintains the nominal Type one error rate while offering greater power compared to existing methods.

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.

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 ↗

Paper introduces ITD for detecting distributional changes in decentralized learning environments.

problem Detecting distributional changes in decentralized learning environments with data privacy and heterogeneity concerns.
method Introduces Integrated Transportation Distance (ITD) for two-sample testing in federated learning.
result ITD effectively aggregates information across distributed clients, detecting subtle distributional shifts.