activity
20142026
most citedSingularity-agnostic incomplete U-statistics for testing polynomial constraints in Gaussian covariance matrices

4 citations · 10 across the 13 of their papers we have counts for

collaborators

15 papers

math.ST2026

Interpolation and coherence in multiple testing

Ninh Tran, Dennis Leung, Jesse Hemerik

In the literature on multiple testing methods that control the familywise error rate, a fundamental concept is "coherence". A procedure is coherent if it is "logically consistent"…

math.ST2024

Berry-Esseen theorems for the asymptotic normality of incomplete U-statistics with Bernoulli sampling

Dennis Leung

There has been a resurgence of interest in incomplete U-statistics that only sum over a subset of kernel evaluations, due to their computational efficiency and asymptotic normality…

math.ST2024★ 4 cited

Singularity-agnostic incomplete U-statistics for testing polynomial constraints in Gaussian covariance matrices

Dennis Leung, Nils Sturma

Testing the goodness-of-fit of a model with its defining functional constraints in the parameters could date back to Spearman (1927), who analyzed the famous "tetrad" polynomial in…

math.ST2023★ 1 cited

Nonuniform Berry-Esseen bounds for Studentized U-statistics

Dennis Leung, Qi-Man Shao

We establish nonuniform Berry-Esseen (B-E) bounds for Studentized U-statistics of the rate under a third-moment assumption, which covers the t-statistic that correspon…

math.ST2023

Another look at Stein's method for Studentized nonlinear statistics with an application to U-statistics

Dennis Leung, Qi-Man Shao, Liqian Zhang

We take another look at using Stein's method to establish uniform Berry-Esseen bounds for Studentized nonlinear statistics, highlighting variable censoring and an exponential rando…

stat.ME2022

Testing Many Constraints in Possibly Irregular Models Using Incomplete U-Statistics

Nils Sturma, Mathias Drton, Dennis Leung

We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because t…

stat.ME2022★ 1 cited

Adaptive procedures for directional false discovery rate control

Dennis Leung, Ninh Tran

In multiple hypothesis testing, it is well known that adaptive procedures can enhance power via incorporating information about the number of true nulls present. Under independence…

stat.ME2021

ZAP: -value Adaptive Procedures for False Discovery Rate Control with Side Information

Dennis Leung, Wenguang Sun

Adaptive multiple testing with covariates is an important research direction that has gained major attention in recent years. It has been widely recognized that leveraging side inf…

math.ST2018

Algebraic tests of general Gaussian latent tree models

Dennis Leung, Mathias Drton

We consider general Gaussian latent tree models in which the observed variables are not restricted to be leaves of the tree. Extending related recent work, we give a full semi-alge…

math.ST2017

Asymptotic false discovery control of the Benjamini-Hochberg procedure for pairwise comparisons

Weidong Liu, Dennis Leung, Qiman Shao

In a one-way analysis-of-variance (ANOVA) model, the number of all pairwise comparisons can be large even when there are only a moderate number of groups. Motivated by this, we con…

math.ST2017

Asymptotic power of Rao's score test for independence in high dimensions

Dennis Leung, Qi-Man Shao

Let be the Pearson correlation matrix of normal random variables. The Rao's score test for the independence hypothesis , where …

math.ST2015★ 2 cited

Identifiability of directed Gaussian graphical models with one latent source

Dennis Leung, Mathias Drton, Hisayuki Hara

We study parameter identifiability of directed Gaussian graphical models with one latent variable. In the scenario we consider, the latent variable is a confounder that forms a sou…

stat.CO2015★ 2 cited

Efficient Computation of the Bergsma-Dassios Sign Covariance

Luca Weihs, Mathias Drton, Dennis Leung

In an extension of Kendall's , Bergsma and Dassios (2014) introduced a covariance measure for two ordinal random variables that vanishes if and only if the two variables a…

math.ST2015

Testing independence in high dimensions with sums of rank correlations

Dennis Leung, Mathias Drton

We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that a…

stat.ME2014

Order-invariant prior specification in Bayesian factor analysis

Dennis Leung, Mathias Drton

In (exploratory) factor analysis, the loading matrix is identified only up to orthogonal rotation. For identifiability, one thus often takes the loading matrix to be lower triangul…