arXiv Machine Learning

A nonparametric two-sample test using a parametric integral probability metric

arXiv:2606. 16941v1 Announce Type: cross Abstract: Detecting distributional differences between two independent samples is a fundamental problem in statistics and machine learning.

arXiv Machine Learning
Jul 24

Zero-Flow Two-Sample Tests

arXiv:2607. 21542v1 Announce Type: new Abstract: We propose a new approach to two-sample testing for deciding whether two sets of samples are drawn from the same distribution.

By Yakun Wang, Leyang Wang, Song Liu, Taiji Suzuki
arXiv Machine Learning
Sep 11

Statistically Valid Post-Training Hyperparameter Selection: From Tuning to Guarantees

The paper introduces a statistical framework for post‑training hyperparameter selection, emphasizing the learn‑then‑test (LTT) paradigm. It treats hyperparameter tuning as a multiple hypothesis testing problem over a candidate set, enabling the selection of hyperparameters that meet specified reliability constraints such as risk bounds or information‑theoretic limits. The framework provides finite‑sample control of error probabilities using p‑values, e‑values, and concentration inequalities derived from first principles.

By Amirmohammad Farzaneh, Osvaldo Simeone
arXiv Machine Learning
Jul 10

Multi-Distribution Robust Conformal Prediction

arXiv:2601. 02998v2 Announce Type: replace Abstract: In many fairness and distribution robustness problems, one has access to labeled data from multiple source distributions yet the test data may come from an arbitrary member or a mixture of them.

By Yuqi Yang, Ying Jin
arXiv Statistics ML
3d ago

PTED: A multi-dimensional two-sample test for scientific inference and generative machine learning

The article introduces PTED, a Python implementation of a permutation test based on the Energy Distance for two-sample testing in multiple dimensions. PTED uses pairwise distances to compute a test statistic that works in high dimensions, on learned feature representations, and for any data type where a distance can be defined. The authors demonstrate that PTED scales linearly with dimensions and sample size while retaining strong discriminative power, and show it outperforms other multi‑dimensional tests in sensitivity.

By Connor Stone