Collaborative non-parametric two-sample testing

التفاصيل البيبلوغرافية
العنوان: Collaborative non-parametric two-sample testing
المؤلفون: de la Concha, Alejandro, Vayatis, Nicolas, Kalogeratos, Argyris
سنة النشر: 2024
المجموعة: Computer Science
Statistics
مصطلحات موضوعية: Statistics - Machine Learning, Computer Science - Machine Learning
الوصف: This paper addresses the multiple two-sample test problem in a graph-structured setting, which is a common scenario in fields such as Spatial Statistics and Neuroscience. Each node $v$ in fixed graph deals with a two-sample testing problem between two node-specific probability density functions (pdfs), $p_v$ and $q_v$. The goal is to identify nodes where the null hypothesis $p_v = q_v$ should be rejected, under the assumption that connected nodes would yield similar test outcomes. We propose the non-parametric collaborative two-sample testing (CTST) framework that efficiently leverages the graph structure and minimizes the assumptions over $p_v$ and $q_v$. Our methodology integrates elements from f-divergence estimation, Kernel Methods, and Multitask Learning. We use synthetic experiments and a real sensor network detecting seismic activity to demonstrate that CTST outperforms state-of-the-art non-parametric statistical tests that apply at each node independently, hence disregard the geometry of the problem.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2402.05715
رقم الأكسشن: edsarx.2402.05715
قاعدة البيانات: arXiv