Minimax optimality of permutation tests

I Kim, S Balakrishnan, L Wasserman - The Annals of Statistics, 2022 - projecteuclid.org
Minimax optimality of permutation tests Page 1 The Annals of Statistics 2022, Vol. 50, No. 1,
225–251 https://doi.org/10.1214/21-AOS2103 © Institute of Mathematical Statistics, 2022 …

Robust multivariate nonparametric tests via projection averaging

I Kim, S Balakrishnan, L Wasserman - The Annals of Statistics, 2020 - JSTOR
In this work, we generalize the Cramér–von Mises statistic via projection averaging to obtain
a robust test for the multivariate two-sample problem. The proposed test is consistent against …

Optimal rates for independence testing via U-statistic permutation tests

TB Berrett, I Kontoyiannis, RJ Samworth - The Annals of Statistics, 2021 - projecteuclid.org
Optimal rates for independence testing via U-statistic permutation tests Page 1 The Annals
of Statistics 2021, Vol. 49, No. 5, 2457–2490 https://doi.org/10.1214/20-AOS2041 © Institute …

Adaptive test of independence based on HSIC measures

M Albert, B Laurent, A Marrel… - The Annals of …, 2022 - projecteuclid.org
Adaptive test of independence based on HSIC measures Page 1 The Annals of Statistics
2022, Vol. 50, No. 2, 858–879 https://doi.org/10.1214/21-AOS2129 © Institute of …

[PDF][PDF] Adaptive test of independence based on HSIC measures

A Meynaoui, M Albert, B Laurent, A Marrel - arXiv preprint arXiv …, 2019 - hal.science
Dependence measures based on reproducing kernel Hilbert spaces, also known as Hilbert-
Schmidt Independence Criterion and denoted HSIC, are widely used to statistically decide …

Two-Sample Testing with a Graph-Based Total Variation Integral Probability Metric

A Green, S Balakrishnan, RJ Tibshirani - arXiv preprint arXiv:2409.15628, 2024 - arxiv.org
We consider a novel multivariate nonparametric two-sample testing problem where, under
the alternative, distributions $ P $ and $ Q $ are separated in an integral probability metric …

Concentration inequalities for randomly permuted sums

M Albert - High Dimensional Probability VIII: The Oaxaca Volume, 2019 - Springer
Initially motivated by the study of the non-asymptotic properties of non-parametric tests
based on permutation methods, concentration inequalities for uniformly permuted sums …

[PDF][PDF] Statistical Theory and Methods for Comparing Distributions

I Kim - kilthub.cmu.edu
With the recent advancement of data collection techniques, there has been an explosive
growth in the sizeand complex of data sets in many application domains. The rise of such …