All of Two Sample Testing

19 Feb 2015

Speaker: Aaditya Ramdas

Abstract: "I haven't decided the order or how much detail yet, but the following projects are at varying stages of completion (some will end up in my thesis).
(1) QQ Plots and Distribution-Free Wasserstein TST (with Nicolas Garcia, Marco Cuturi - evolved from last sem's SMLRG talk and a Japan trip)
(2) Martingale LIL and Sequential TST (with Akshay Balasubramani - evolved from staying with him for a week and having enough beer)
(3) Adaptivity and Computation-Statistics Tradeoffs in TST (with Sashank Reddi, Larry Wasserman, Aarti Singh, Barnabas Poczos - evolved from random walks through idea/proof/experiment space)
(4) TST vs Classification, Independence Testing vs Regression (with Larry Wasserman, Aarti Singh - evolved from chatting with Leila Wehbe about neuroscience problems)
(5) Distributed and Private TST (with Yuxiang Wang, Aarti Singh - evolved from thinking about privacy concerns with clinical data held at different hospitals)
(6) Fast TST with Smoothed Characteristic Functions (with Kacper Chwialkowski, Arthur Gretton, Dino Sejdinovic)
I guess I'll mostly talk about the second one so I can go into details and spare time for ideas - it also has the most scope for extensions at the moment, which I would be extremely interested in pursuing with some of you (since most of these projects just started off as conversations with people smarter than me). "

We thank Microsoft Research for their gracious support.