惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

J
Java Code Geeks
G
Google Developers Blog
有赞技术团队
有赞技术团队
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
Blog — PlanetScale
Blog — PlanetScale
罗磊的独立博客
博客园 - 聂微东
V
Visual Studio Blog
博客园_首页
D
DataBreaches.Net
腾讯CDC
I
InfoQ
F
Fortinet All Blogs
量子位
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
酷 壳 – CoolShell
酷 壳 – CoolShell
博客园 - 【当耐特】
Google DeepMind News
Google DeepMind News
人人都是产品经理
人人都是产品经理
云风的 BLOG
云风的 BLOG
月光博客
月光博客
Recent Announcements
Recent Announcements
MongoDB | Blog
MongoDB | Blog
C
Check Point Blog

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
A simple and flexible test of sample exchangeability with...
Alan J. Aw, Jeffrey P. Spence, Yun S. Song · 2021-10-01 · via math.ST updates on arXiv.org

In scientific studies involving analyses of multivariate data, basic but important questions often arise for the researcher: Is the sample exchangeable, meaning that the joint distribution of the sample is invariant to the ordering of the units? Are the features independent of one another, or perhaps the features can be grouped so that the groups are mutually independent? In statistical genomics, these considerations are fundamental to downstream tasks such as demographic inference and the construction of polygenic risk scores. We propose a non-parametric approach, which we call the V test, to address these two questions, namely, a test of sample exchangeability given dependency structure of features, and a test of feature independence given sample exchangeability. Our test is conceptually simple, yet fast and flexible. It controls the Type I error across realistic scenarios, and handles data of arbitrary dimensions by leveraging large-sample asymptotics. Through extensive simulations and a comparison against unsupervised tests of stratification based on random matrix theory, we find that our test compares favorably in various scenarios of interest. We apply the test to data from the 1000 Genomes Project, demonstrating how it can be employed to assess exchangeability of the genetic sample, or find optimal linkage disequilibrium (LD) splits for downstream analysis. For exchangeability assessment, we find that removing rare variants can substantially increase the p-value of the test statistic. For optimal LD splitting, the V test reports different optimal splits than previous approaches not relying on hypothesis testing. Software for our methods is available in R (CRAN: flintyR) and Python (PyPI: flintyPy).