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Tests d’hypothèses statistiquement et algorithmiquement efficaces de similarité et de dépendance

Abstract : The dissertation presents novel statistically and computationally efficient hypothesis tests for relative similarity and dependency, and precision matrix estimation. The key methodology adopted in this thesis is the class of U-statistic estimators. The class of U-statistics results in a minimum-variance unbiased estimation of a parameter.The first part of the thesis focuses on relative similarity tests applied to the problem of model selection. Probabilistic generative models provide a powerful framework for representing data. Model selection in this generative setting can be challenging. To address this issue, we provide a novel non-parametric hypothesis test of relative similarity and test whether a first candidate model generates a data sample significantly closer to a reference validation set.Subsequently, the second part of the thesis focuses on developing a novel non-parametric statistical hypothesis test for relative dependency. Tests of dependence are important tools in statistical analysis, and several canonical tests for the existence of dependence have been developed in the literature. However, the question of whether there exist dependencies is secondary. The determination of whether one dependence is stronger than another is frequently necessary for decision making. We present a statistical test which determine whether one variables is significantly more dependent on a first target variable or a second.Finally, a novel method for structure discovery in a graphical model is proposed. Making use of a result that zeros of a precision matrix can encode conditional independencies, we develop a test that estimates and bounds an entry of the precision matrix. Methods for structure discovery in the literature typically make restrictive distributional (e.g. Gaussian) or sparsity assumptions that may not apply to a data sample of interest. Consequently, we derive a new test that makes use of results for U-statistics and applies them to the covariance matrix, which then implies a bound on the precision matrix.
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Submitted on : Wednesday, May 17, 2017 - 10:16:39 AM
Last modification on : Friday, December 20, 2019 - 11:48:04 AM
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Wacha Bounliphone. Tests d’hypothèses statistiquement et algorithmiquement efficaces de similarité et de dépendance. Autre. Université Paris-Saclay, 2017. Français. ⟨NNT : 2017SACLC002⟩. ⟨tel-01523869v1⟩



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