Testing Independence and Conditional Independence in High Dimensions via Coordinatewise Gaussianization

Qiwei Yao, Jinyuan Chang, Yue Du et al.

Enhanced power enhancements for testing many moment equalities: Beyond the 2- and ∞-norm

Anders Bredahl Kock, David Preinerstorfer

DiPMInd: Distance Profile based Mutual Independence testing for random objects

Yaqing Chen, Paromita Dubey

Planning for gold: Hypothesis screening with split samples for valid powerful testing in matched observational studiesGet access

William Bekermanand others

Leveraging External Data for Testing Experimental Therapies with Biomarker Interactions in Randomized Clinical TrialsGet access

B Renand others

Model-free selective inference under covariate shift via weighted conformal p-valuesGet access

Ying JinandEmmanuel J Candès

Testing for latent structure via the Wilcoxon--Wigner random matrix of normalized rank statistics

Joshua Cape, Jonquil Z Liao

Summary This paper considers the problem of testing for latent structure in large symmetric data matrices. The goal here is to devel...

Variable Significance Testing for the Deep Cox Model

Qixian Zhong, Jonas Mueller, Jane-Ling Wang

Minimax Optimal Two-Sample Testing under Local Differential Privacy

Ilmun Kim, Jongmin Mun, Seungwoo Kwak

We explore the trade-off between privacy and statistical utility in private two-sample testing under local differential privacy (LDP) for both multino...

Attainability of Two-Point Testing Rates for Finite-Sample Location Estimation

Spencer Compton, Gregory Valiant

Testing and Support Recovery in Population-Based Image Data

Jian Huang, Liuquan Sun, Lianqiang Qu et al.

On testing Kronecker product structure in tensor factor models

Z CenandC Lam

Large-Scale Multiple Testing: Fundamental Limits of False Discovery Rate Control and Compound Oracle

Yihong Wu, Yutong Nie

Integrative Analysis of Microbial 16S Gene and Shotgun Metagenomic Sequencing Data Improves Statistical Efficiency in Testing Differential Abundance

Ye Yue, Yicong Mao, Timothy D. Read et al.

Linear Hypothesis Testing in High-Dimensional Expected Shortfall Regression with Heavy-Tailed Errors

Kean Ming Tan, Wen-Xin Zhou, Gaoyu Wu et al.

Expected shortfall (ES) is widely used for characterizing the tail of a distribution across various fields, particularly in financial risk management....

Doubly robust conditional independence testing with generative neural networks

Yi Zhang, others

Leveraging External Data for Testing Experimental Therapies with Biomarker Interactions in Randomized Clinical Trials

B Ren, others

Abstract

Testing Elliptical Models in High Dimensions

Siyao Wang, Miles E. Lopes

Testing Mutually Exclusive Hypotheses for Multi-Response Regressions

Jiaqi Huang, Wenbiao Zhao, Lixing Zhu

Hypothesis Testing for a Functional Parameter via Self-Normalization

Yi Zhang, Xiaofeng Shao

Powerful Partial Conjunction Hypothesis Testing via Conditioning

B Liang, others

Abstract

Sequential Monte Carlo testing by betting

Lasse Fischer, Aaditya Ramdas

A Novel Approach of High Dimensional Linear Hypothesis Testing Problem

Runze Li, Zhe Zhang, Xiufan Yu

Adaptive Testing for High-Dimensional Data

Xiaofeng Shao, Yangfan Zhang, Runmin Wang