Time-uniform self-normalized concentration for vector-valued processes
Self-normalized processes arise naturally in many statistical tasks. While self-normalized
concentration has been extensively studied for scalar-valued processes, there is less work …
concentration has been extensively studied for scalar-valued processes, there is less work …
MMD-FUSE: Learning and combining kernels for two-sample testing without data splitting
We propose novel statistics which maximise the power of a two-sample test based on the
Maximum Mean Discrepancy (MMD), byadapting over the set of kernels used in defining it …
Maximum Mean Discrepancy (MMD), byadapting over the set of kernels used in defining it …
An efficient doubly-robust test for the kernel treatment effect
D Martinez Taboada, A Ramdas… - Advances in Neural …, 2023 - proceedings.neurips.cc
The average treatment effect, which is the difference in expectation of the counterfactuals, is
probably the most popular target effect in causal inference with binary treatments. However …
probably the most popular target effect in causal inference with binary treatments. However …
AutoML two-sample test
Two-sample tests are important in statistics and machine learning, both as tools for scientific
discovery as well as to detect distribution shifts. This led to the development of many …
discovery as well as to detect distribution shifts. This led to the development of many …
A permutation-free kernel independence test
In nonparametric independence testing, we observe iid data {(Xi, Yi)} ni= 1, where X∈ Χ,
Y∈ Y lie in any general spaces, and we wish to test the null that X is independent of Y …
Y∈ Y lie in any general spaces, and we wish to test the null that X is independent of Y …
On the exploration of local significant differences for two-sample test
Z Zhou, J Ni, JH Yao, W Gao - Advances in Neural …, 2023 - proceedings.neurips.cc
Recent years have witnessed increasing attentions on two-sample test with diverse real
applications, while this work takes one more step on the exploration of local significant …
applications, while this work takes one more step on the exploration of local significant …
Differentially Private Permutation Tests: Applications to Kernel Methods
Recent years have witnessed growing concerns about the privacy of sensitive data. In
response to these concerns, differential privacy has emerged as a rigorous framework for …
response to these concerns, differential privacy has emerged as a rigorous framework for …
Boosting the power of kernel two-sample tests
A Chatterjee, BB Bhattacharya - Biometrika, 2024 - academic.oup.com
The kernel two-sample test based on the maximum mean discrepancy is one of the most
popular methods for detecting differences between two distributions over general metric …
popular methods for detecting differences between two distributions over general metric …
A High-dimensional Convergence Theorem for U-statistics with Applications to Kernel-based Testing
We prove a convergence theorem for U-statistics of degree two, where the data dimension $
d $ is allowed to scale with sample size $ n $. We find that the limiting distribution of a U …
d $ is allowed to scale with sample size $ n $. We find that the limiting distribution of a U …
Dimension-agnostic inference using cross U-statistics
Additional results are provided in the supplementary material [43]. Appendix A discusses
multiple sample-splitting, while Appendix B describes a general strategy for studying the …
multiple sample-splitting, while Appendix B describes a general strategy for studying the …