# Model-Free Statistical Inference on High-Dimensional Data

arXiv: https://arxiv.org/abs/2205.07361 · HTML: https://mlsanity.com/paper/2205.07361/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 15 May 2022.

## Built on by (most cited first, 1 of 1)

- [Marginal Coordinate Test for Fr'echet Regression with Random Objects](https://mlsanity.com/paper/2608.30644/) (2026)

## Abstract (arXiv)

This paper aims to develop an effective model-free inference procedure for high-dimensional data. We first reformulate the hypothesis testing problem via sufficient dimension reduction framework. With the aid of new reformulation, we propose a new test statistic and show that its asymptotic distribution is chi2 distribution whose degree of freedom does not depend on the unknown population distribution. We further conduct power analysis under local alternative hypotheses. In addition, we study how to control the false discovery rate of the proposed chi2 tests, which are correlated, to identify important predictors under a model-free framework. To this end, we propose a multiple testing procedure and establish its theoretical guarantees. Monte Carlo simulation studies are conducted to assess the performance of the proposed tests and an empirical analysis of a real-world data set is used to illustrate the proposed methodology.