Hypothesis testing near singularities and boundaries

The likelihood ratio statistic, with its asymptotic $\chi^2$ distribution at regular model points, is often used for hypothesis testing. At model singularities and boundaries, however, the asymptotic distribution may not be $\chi^2$, as highlighted by recent work of Drton. Indeed, poor behavior of a $\chi^2$ for testing near singularities and boundaries is apparent in simulations, and can lead to conservative or anti-conservative tests. Here we develop a new distribution designed for use in hypothesis testing near singularities and boundaries, which asymptotically agrees with that of the likelihood ratio statistic. For two example trinomial models, arising in the context of inference of evolutionary trees, we show the new distributions outperform a $\chi^2$.Comment: 32 pages, 12 figure

Approximating the moments of marginals of high-dimensional distributions

For probability distributions on $\mathbb{R}^n$, we study the optimal sample size N = N(n,p) that suffices to uniformly approximate the pth moments of all one-dimensional marginals. Under the assumption that the marginals have bounded 4p moments, we obtain the optimal bound $N=O(n^{p/2})$ for p > 2. This bound goes in the direction of bridging the two recent results: a theorem of Guedon and Rudelson [Adv. Math. 208 (2007) 798-823] which has an extra logarithmic factor in the sample size, and a result of Adamczak et al. [J. Amer. Math. Soc. 23 (2010) 535-561] which requires stronger subexponential moment assumptions.Comment: Published in at http://dx.doi.org/10.1214/10-AOP589 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org