Remember the curse of dimensionality: the case of goodness-of-fit testing in arbitrary dimension

Author:

Arias-Castro Ery1,Pelletier Bruno2,Saligrama Venkatesh3

Affiliation:

1. Department of Mathematics, University of California, San Diego, CA, USA

2. Département de Mathématiques, IRMAR – UMR CNRS 6625, Université Rennes II, Rennes, France

3. Department of Electrical and Computer Engineering, Boston University, Boston, MA, USA

Funder

National Science Foundation

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

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1. Chi-Squared Test for Hypothesis Testing of Homogeneity;Journal of Mathematical Sciences;2023-06-30

2. Minimax optimal regression over Sobolev spaces via Laplacian Eigenmaps on neighbourhood graphs;Information and Inference: A Journal of the IMA;2023-04-27

3. Deep neural networks with L1 and L2 regularization for high dimensional corporate credit risk prediction;Expert Systems with Applications;2023-03

4. Minimax optimality of permutation tests;The Annals of Statistics;2022-02-01

5. Minimax optimal conditional independence testing;The Annals of Statistics;2021-08-01

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