Time-uniform self-normalized concentration for vector-valued processes

J Whitehouse, ZS Wu, A Ramdas - arXiv preprint arXiv:2310.09100, 2023 - arxiv.org
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 …

MMD-FUSE: Learning and combining kernels for two-sample testing without data splitting

F Biggs, A Schrab, A Gretton - Advances in Neural …, 2024 - proceedings.neurips.cc
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 …

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 …

AutoML two-sample test

JM Kübler, V Stimper, S Buchholz… - Advances in …, 2022 - proceedings.neurips.cc
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 …

A permutation-free kernel independence test

S Shekhar, I Kim, A Ramdas - Journal of Machine Learning Research, 2023 - jmlr.org
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 …

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 …

Differentially Private Permutation Tests: Applications to Kernel Methods

I Kim, A Schrab - arXiv preprint arXiv:2310.19043, 2023 - arxiv.org
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 …

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 …

A High-dimensional Convergence Theorem for U-statistics with Applications to Kernel-based Testing

KH Huang, X Liu, A Duncan… - The Thirty Sixth Annual …, 2023 - proceedings.mlr.press
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 …

Dimension-agnostic inference using cross U-statistics

I Kim, A Ramdas - Bernoulli, 2024 - projecteuclid.org
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 …