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arXiv 2410.16636stat.MLcs.LGmath.STstat.TH
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条件双样本检验的通用框架

General Frameworks for Conditional Two-Sample Testing

KAIST(韩国科学技术院)

Seongchan Lee, Suman Cha, Ilmun Kim

AI总结:

本文研究条件双样本检验问题,提出两个通用框架:一个将任意条件独立性检验黑盒转化为条件双样本检验,另一个利用估计密度比将问题转化为边际分布比较,并通过模拟验证其有效性。

摘要:

我们研究条件双样本检验问题,该问题旨在判断在排除混杂因素影响后,两个总体是否具有相同的分布。这一问题广泛出现在各种应用中,例如领域自适应和算法公平性,在这些应用中,比较两个群体至关重要,同时需要控制混杂变量。我们首先建立了条件双样本检验的一个困难性结果,证明在缺乏适当假设的情况下,任何有效检验都无法对任意单一备择假设具有显著的检验功效。随后,我们引入两个通用框架,它们分别以隐式或显式的方式针对特定分布类别来保证检验的有效性和功效。我们的第一个框架允许我们以黑盒方式将任意条件独立性检验转化为条件双样本检验,同时保留原始条件独立性检验的渐近性质。第二个框架将问题转化为利用估计的密度比来比较边际分布,这使我们能够利用现有的边际双样本检验方法。我们以分类方法和基于核的方法具体展示了这一思路。最后,我们进行了模拟研究,以说明所提框架在有限样本场景下的表现。

英文摘要:

We study the problem of conditional two-sample testing, which aims to determine whether two populations have the same distribution after accounting for confounding factors. This problem commonly arises in various applications, such as domain adaptation and algorithmic fairness, where comparing two groups is essential while controlling for confounding variables. We begin by establishing a hardness result for conditional two-sample testing, demonstrating that no valid test can have significant power against any single alternative without proper assumptions. We then introduce two general frameworks that implicitly or explicitly target specific classes of distributions for their validity and power. Our first framework allows us to convert any conditional independence test into a conditional two-sample test in a black-box manner, while preserving the asymptotic properties of the original conditional independence test. The second framework transforms the problem into comparing marginal distributions with estimated density ratios, which allows us to leverage existing methods for marginal two-sample testing. We demonstrate this idea in a concrete manner with classification and kernel-based methods. Finally, simulation studies are conducted to illustrate the proposed frameworks in finite-sample scenarios.

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