7 citations · 24 across the 10 of their papers we have counts for
9 papers · 1 filter
Existence of Direct Density Ratio Estimators
Erika Banzato, Mathias Drton, Kian Saraf-Poor +1
Many two-sample problems call for a comparison of two distributions from an exponential family. Density ratio estimation methods provide ways to solve such problems through direct…
On universal inference in Gaussian mixture models
Hongjian Shi, Mathias Drton
A recent line of work provides new statistical tools based on game-theory and achieves safe anytime-valid inference without assuming regularity conditions. In particular, the frame…
Discussion of "A note on universal inference" by Timmy Tse and Anthony Davison
Mathias Drton, Hongjian Shi, David Strieder
Invited discussion for Stat of "A note on universal inference" by Timmy Tse and Anthony Davison (2022)
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
Hongjian Shi, Mathias Drton, Marc Hallin +1
Due to the lack of a canonical ordering in for , defining multivariate generalizations of the classical univariate ranks has been a long-standing open problem…
On Azadkia-Chatterjee's conditional dependence coefficient
Hongjian Shi, Mathias Drton, Fang Han
In recent work, Azadkia and Chatterjee (2021) laid out an ingenious approach to defining consistent measures of conditional dependence. Their fully nonparametric approach forms sta…
On the power of Chatterjee rank correlation
Hongjian Shi, Mathias Drton, Fang Han
Chatterjee (2021) introduced a simple new rank correlation coefficient that has attracted much recent attention. The coefficient has the unusual appeal that it not only estimates a…
On universally consistent and fully distribution-free rank tests of vector independence
Hongjian Shi, Marc Hallin, Mathias Drton +1
Rank correlations have found many innovative applications in the last decade. In particular, suitable rank correlations have been used for consistent tests of independence between…
Distribution-free consistent independence tests via center-outward ranks and signs
Hongjian Shi, Mathias Drton, Fang Han
This paper investigates the problem of testing independence of two random vectors of general dimensions. For this, we give for the first time a distribution-free consistent test. O…
High dimensional consistent independence testing with maxima of rank correlations
Mathias Drton, Fang Han, Hongjian Shi
Testing mutual independence for high-dimensional observations is a fundamental statistical challenge. Popular tests based on linear and simple rank correlations are known to be inc…