Minimax optimality of permutation tests

نویسندگان

چکیده

Permutation tests are widely used in statistics, providing a finite-sample guarantee on the type I error rate whenever distribution of samples under null hypothesis is invariant to some rearrangement. Despite its increasing popularity and empirical success, theoretical properties permutation test, especially power, have not been fully explored beyond simple cases. In this paper, we attempt partly fill gap by presenting general nonasymptotic framework for analyzing minimax power test. The utility our proposed illustrated context two-sample independence testing both discrete continuous settings. each setting, introduce based U-statistics study their performance. We also develop exponential concentration bounds permuted novel coupling idea, which may be independent interest. Building these bounds, tests, adaptive unknown smoothness parameters without losing much power. further using more sophisticated test statistics including weighted multinomial Gaussian kernel-based density testing. Finally, provide simulation results that justify approach.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Permutation estimation and minimax rates of identifiability

The problem of matching two sets of features appears in various tasks of computer vision and can be often formalized as a problem of permutation estimation. We address this problem from a statistical point of view and provide a theoretical analysis of the accuracy of several natural estimators. To this end, the notion of the minimax rate of identifiability is introduced and its expression is ob...

متن کامل

Permutation estimation and minimax matching thresholds

The problem of matching two sets of features appears in various tasks of computer vision and can be often formalized as a problem of permutation estimation. We address this problem from a statistical point of view and provide a theoretical analysis of the accuracy of several natural estimators. To this end, the notion of the minimax matching threshold is introduced and its expression is obtaine...

متن کامل

On the Minimax Optimality of Block Thresholded Wavelets Estimators for ?-Mixing Process

We propose a wavelet based regression function estimator for the estimation of the regression function for a sequence of ?-missing random variables with a common one-dimensional probability density function. Some asymptotic properties of the proposed estimator based on block thresholding are investigated. It is found that the estimators achieve optimal minimax convergence rates over large class...

متن کامل

Invalid Permutation Tests

Permutation tests are often presented in a rather casual manner, in both introductory and advanced statistics textbooks. The appeal of the cleverness of the procedure seems to replace the need for a rigorous argument that it produces valid hypothesis tests. The consequence of this educational failing has been a widespread belief in a “permutation principle”, which is supposed invariably to give...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Annals of Statistics

سال: 2022

ISSN: ['0090-5364', '2168-8966']

DOI: https://doi.org/10.1214/21-aos2103