Imagen de Portada

Likelihood Ratio Tests by Kernel Gaussian Embedding

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Santoro, Leonardo V., Panaretos, Victor M.
Formato:	Preprint
Publicado:	2025
Materias:	Machine Learning Methodology 62G10, 62G20, 62H15, 62H20, 60G15, 46E22
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Correcting Mode Proportion Bias in Generalized Bayesian Inference via a Weighted Kernel Stein Discrepancy
por: Afzali, Elham, et al.
Publicado: (2025)

Multivariate Distribution-Free Nonparametric Testing: Generalizing Wilcoxon's Tests via Optimal Transport
por: Huang, Zhen, et al.
Publicado: (2025)

Kernel Embeddings and the Separation of Measure Phenomenon
por: Santoro, Leonardo V., et al.
Publicado: (2025)

On goodness-of-fit testing for volatility in McKean-Vlasov models
por: Heidari, Akram, et al.
Publicado: (2025)

Independence Testing for Mixed Data
por: Jelić, Dana Bucalo, et al.
Publicado: (2025)

High-Dimensional Change-Point Detection via Angular Kernel Statistics
por: Choudhury, Jyotishka Ray, et al.
Publicado: (2026)

Kernel-Based Nonparametric Tests For Shape Constraints
por: Sen, Rohan
Publicado: (2025)

Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on $d$-dimensional half-spaces
por: Belzile, Léo R., et al.
Publicado: (2022)

Dirichlet kernel density estimation for strongly mixing sequences on the simplex
por: Daayeb, Hanen, et al.
Publicado: (2025)

Moment Expansions of the Energy Distance
por: Langmore, Ian
Publicado: (2025)

Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
por: Lyu, Guanjie, et al.
Publicado: (2026)

A two-sample test for symmetric positive definite matrix distributions using Wishart kernel density estimators
por: Ouimet, Frédéric
Publicado: (2026)

Statistical Inference for Bures-Wasserstein Flows
por: Santoro, Leonardo V., et al.
Publicado: (2023)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
por: Pumi, Guilherme, et al.
Publicado: (2026)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
por: Pumi, Guilherme, et al.
Publicado: (2025)

Unit-Weibull Autoregressive Moving Average Models
por: Pumi, Guilherme, et al.
Publicado: (2022)

Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
por: Gnettner, Felix, et al.
Publicado: (2023)

Simultaneous Detection and Localization of Mean and Covariance Changes in High Dimensions
por: Cui, Junfeng, et al.
Publicado: (2025)

Testing Conditional Mean Independence Using Generative Neural Networks
por: Zhang, Yi, et al.
Publicado: (2025)

Causal discovery in heavy-tailed linear structural equation models via scalings
por: Krali, Mario
Publicado: (2025)

An ordering for the strength of functional dependence
por: Ansari, Jonathan, et al.
Publicado: (2025)

Nonparametric Inference for Noise Covariance Kernels in Parabolic SPDEs using Space-Time Infill-Asymptotics
por: Petersson, Andreas, et al.
Publicado: (2025)

Measuring and testing tail equivalence
por: Koike, Takaaki, et al.
Publicado: (2024)

Testing High-dimensional Nonstationary Time Series
por: Liu, Ruihan, et al.
Publicado: (2023)

A Laplace transform-based test for the equality of positive semidefinite matrix distributions
por: Lukić, Žikica
Publicado: (2024)

Estimation of Long-Range Dependent Models with Missing Data: to Impute or not to Impute?
por: Pumi, Guilherme, et al.
Publicado: (2023)

Estimation of the number of principal components in high-dimensional multivariate extremes
por: Butsch, Lucas, et al.
Publicado: (2025)

Large dimensional Spearman's rank correlation matrices: The central limit theorem and its applications
por: Chen, Hantao, et al.
Publicado: (2024)

Accurate Bayesian inference for tail risk extrapolation in time series
por: Carl, David L., et al.
Publicado: (2025)

"Sound and Fury": Nonlinear Functionals of Volatility Matrix in the Presence of Jump and Noise
por: Chen, Richard Y.
Publicado: (2024)

Sparse Anomaly Detection Across Referentials: A Rank-Based Higher Criticism Approach
por: Stoepker, Ivo V., et al.
Publicado: (2023)

Covariance Correction for Permutation Statistics in Multiple Testing Problems
por: Munko, Merle, et al.
Publicado: (2026)

Randomization Tests for Conditional Group Symmetry
por: Chiu, Kenny, et al.
Publicado: (2024)

Second Maximum of a Gaussian Random Field and Exact (t-)Spacing test
por: Azaïs, Jean-Marc, et al.
Publicado: (2024)

Dirichlet kernel density estimation on the simplex with missing data
por: Daayeb, Hanen, et al.
Publicado: (2026)

Methods for Quantifying Dataset Similarity: a Review, Taxonomy and Comparison
por: Stolte, Marieke, et al.
Publicado: (2023)

A novel framework for detecting multiple change points in functional data sequences
por: Fang, Zhiqing, et al.
Publicado: (2025)

Tests for the mean of high-dimensional data
por: Ferger, Dietmar
Publicado: (2026)

A new and flexible class of sharp asymptotic time-uniform confidence sequences
por: Gnettner, Felix, et al.
Publicado: (2025)

An interpretable family of projected normal distributions and a related copula model for Bayesian analysis of hypertoroidal data
por: Kato, Shogo, et al.
Publicado: (2025)