mlsanityData to 14 Oct 2026

BEAUTY Powered BEAST

arXiv 2103.00674 ↗First posted 1 Mar 2021stat.ME cs.LG math.STcited by 3

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Abstract (arXiv)

We study distribution-free goodness-of-fit tests with the proposed Binary Expansion Approximation of UniformiTY (BEAUTY) approach. This method generalizes the renowned Euler's formula, and approximates the characteristic function of any copula through a linear combination of expectations of binary interactions from marginal binary expansions. This novel theory enables a unification of many important tests of independence via approximations from specific quadratic forms of symmetry statistics, where the deterministic weight matrix characterizes the power properties of each test. To achieve a robust power, we examine test statistics with data-adaptive weights, referred to as the Binary Expansion Adaptive Symmetry Test (BEAST). For any given alternative, we demonstrate that the Neyman-Pearson test can be approximated by an oracle weighted sum of symmetry statistics. The BEAST with this oracle provides a useful benchmark of feasible power. To approach this oracle power, we devise the BEAST through a regularized resampling approximation of the oracle test. The BEAST improves the empirical power of many existing tests against a wide spectrum of common alternatives and delivers a clear interpretation of dependency forms when significant.

Key facts. Cited by 3 papers in the map (data through 14 Oct 2026). Builds on 21 of its 93 references that are in the map. First posted on arXiv 1 Mar 2021.

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21 of 93 references.

References · 21

  1. 2013Equitability, mutual information, and the maximal information coefficientcited by 45
  2. 2016Kernel-based Tests for Joint Independencecited by 40
  3. 2016A knockoff filter for high-dimensional selective inferencecited by 25
  4. 2017Nonparametric independence testing via mutual informationcited by 22
  5. 2020False Discovery Rate Control via Data Splittingcited by 12
  6. 2017Hypothesis Testing For Densities and High-Dimensional Multinomials: Sharp Local Minimax Ratescited by 11
  7. 2016BET on Independencecited by 8
  8. 2019Goodness-of-fit testing in high-dimensional generalized linear modelscited by 8
  9. 2017FarmTest: Factor-Adjusted Robust Multiple Testing with Approximate False Discovery Controlcited by 6
  10. 2014Consistent distribution-free K-sample and independence tests for univariate random variablescited by 5
  11. 2016Multivariate tests of association based on univariate testscited by 5
  12. 2020Optimal rates for independence testing via U-statistic permutation testscited by 5
9 more
  1. 2018The Hellinger Correlationcited by 4
  2. 2020Flow-Based Likelihoods for Non-Gaussian Inferencecited by 4
  3. 2013On Testing Independence and Goodness-of-fit in Linear Modelscited by 3
  4. 2017Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependencecited by 3
  5. 2018Multiscale Fisher's Independence Test for Multivariate Dependencecited by 3
  6. 2020Testing goodness-of-fit and conditional independence with approximate co-sufficient samplingcited by 3
  7. 2016Fisher exact scanning for dependencycited by 2
  8. 2019The Binary Expansion Randomized Ensemble Test (BERET)cited by 2
  9. 2021USP: an independence test that improves on Pearson's chi-squared and the G-testcited by 1

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Cited by year (2026 to 14 Oct)

Citing papers per year: 2021: 1; 2022: 1; 2023: 0; 2024: 0; 2025: 0; 2026: 1.

3 papers.