深度学习检验:以依赖检测为例 / Deep-testing: the case of dependence detection
1️⃣ 一句话总结
本文提出了一种名为“深度学习检验”的新方法,利用深度神经网络从模拟数据中学习分类映射,从而构建统计检验统计量,并以独立性检验为例,通过大规模模拟证明其在检测复杂依赖关系时的性能优于十九种现有方法。
Deep learning methods have proved highly effective for classification and image recognition problems. In this paper, we ask whether this success can be transferred to hypothesis testing: if a neural network can distinguish, for example, an image of a handwritten digit from another, can it also distinguish an "image of a sample" (such as a scatter plot) generated under a given statistical model from one generated outside that model? Motivated by this idea, we propose a novel procedure called deep-testing, which approaches the classical inferential problem of hypothesis testing through deep learning. More specifically, the test statistic is a classification map learned by a deep neural network from simulated data satisfying the null and alternative hypotheses, leveraging its strong discriminating power to construct a highly powerful test. As a proof of concept, we apply deep-testing to the problem of independence testing, arguably one of the most important problems in statistics. In a large-scale simulation study, deep-testing achieves the highest overall power against nineteen competing methods across a broad range of complex dependence structures, confirming the viability of the proposed approach.
深度学习检验:以依赖检测为例 / Deep-testing: the case of dependence detection
本文提出了一种名为“深度学习检验”的新方法,利用深度神经网络从模拟数据中学习分类映射,从而构建统计检验统计量,并以独立性检验为例,通过大规模模拟证明其在检测复杂依赖关系时的性能优于十九种现有方法。
源自 arXiv: 2604.26558