BEGIN:VCALENDAR
VERSION:1.0
PRODID:Faculty of Science and Engineering - Research
BEGIN:VEVENT
SUMMARY:Tom Berrett (Warwick): Density Ratio Permutation Tests with connections to distributional shifts and conditional two-sample testing
DESCRIPTION;ENCODING=QUOTED-PRINTABLE: We introduce novel hypothesis tests to allow for statistical inference for density ratios. More precisely, we introduce the Density Ratio Permutation Test (DRPT) for testing $H_0: g \propto r f$ based on independent data drawn from distributions with densities f and g, where the hypothesised density ratio r is a fixed function. The proposed test employs an efficient Markov Chain Monte Carlo algorithm to draw permutations of the combined dataset according to a distribution determined by r, producing exchangeable versions of the whole sample and thereby establishing finite-sample validity. Regarding the test's behaviour under the alternative hypothesis, we begin by demonstrating that if the test statistic is chosen as an Integral Probability Metric (IPM), the DRPT is consistent under mild assumptions on the function class that defines the IPM. We then narrow our focus to the setting where the function class is a Reproducing Kernel Hilbert Space, and introduce a generalisation of the classical Maximum Mean Discrepancy (MMD), which we term Shifted-MMD. For continuous data, assuming that a normalised version of g - rf lies in a Sobolev ball, we establish the minimax optimality of the DRPT based on the Shifted-MMD. Additionally, we demonstrate how the DRPT can be adapted for conditional two-sample testing, establishing it as a versatile tool for assessing modelling assumptions like covariate shift and related scenarios, which frequently arise in contexts such as transfer learning and causal inference. Finally, we validate our theoretical findings through experiments on both simulated and real-world datasets.
LOCATION:Hybrid: MB503, SMS, QMUL, or via the Teams link below

DTSTART:20260409T140000
DTEND:20260409T150000
END:VEVENT
END:VCALENDAR