Results 1 to 10 of about 166,616,203 (205)
Goodness-of-Fit Tests on Manifolds [PDF]
IEEE Transactions on Information Theory, 2021 We develop a general theory for the goodness-of-fit test to non-linear models. In particular, we assume that the observations are noisy samples of a submanifold defined by a \yao{sufficiently smooth non-linear map}. The observation noise is additive Gaussian.
Alexander Shapiro 0001 +2 more
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Tuning goodness-of-fit tests† [PDF]
Monthly Notices of the Royal Astronomical Society, 2019 10 pages, 11 ...
A Arrasmith, B Follin, E Anderes, L Knox
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KSD Aggregated Goodness-Of-Fit Test
Advances in Neural Information Processing Systems 35, 2022 We investigate properties of goodness-of-fit tests based on the Kernel Stein Discrepancy (KSD). We introduce a strategy to construct a test, called KSDAgg, which aggregates multiple tests with different kernels. KSDAgg avoids splitting the data to perform kernel selection (which leads to a loss in test power), and rather maximises the test power over a
Schrab, Antonin +2 more
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Composite Goodness-of-fit Tests with Kernels
J. Mach. Learn. Res., 2021 Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more involved methods are required will depend on whether the model is really misspecified, and there is a lack of generally ...
Oscar Key +3 more
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Characterizations and Goodness of Fit Tests
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1982 Summary In this article a systematic approach to providing goodness of fit tests is discussed, for the composite goodness of fit problem of testing that the distribution F of a random sample comes from a parametric family F o. Characterization procedures are emphasized, and it is shown that, at least for the exponential case, invariant ...
O'Reilly, Federico J. +1 more
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Goodness-of-fit tests for copulas [PDF]
Journal of Multivariate Analysis, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Multinomial Goodness-Of-Fit Tests
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1984 SUMMARY This article investigates the family {I λ;λ ϵ ℝ} of power divergence statistics for testing the fit of observed frequencies {Xi; i = 1, …, k} to expected frequencies {Ei; i = 1, …, k}. From the definition 2nIλ=2λ(λ+1)∑i=1kXi{(XiEi)λ−1};λ∈ℝ it can easily be seen that Pearson's X 2 (λ = 1), the log likelihood ratio
Cressie, Noel A, Read, Timothy
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Goodness-of-fit tests for correlated data [PDF]
Biometrika, 1975 SUMMARY: Goodness-of-fit tests for stationary processes are a problem of practical importance, e.g. in the analysis of electroencephalographic data. The distribution of the chi-squared statistic under the normal hypothesis is studied by simulation; power is investigated by an inverse filtering procedure for processes which can be well represented by an
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Journal of the Royal Statistical Society Series B: Statistical Methodology, 1963 SUMMARY An explicit account is given of a procedure for assessing goodness of fit of some observations with a hypothesis, generally known as a “test of significance”; the description is close in spirit to R. A. Fisher’s original conception. The relation of this test procedure with Bayesian procedures and with the Neyman–Pearson theory of
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A Kernel Test of Goodness of Fit
, 2016 14 pages, 9 ...
Kacper Chwialkowski +2 more
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