Incomplete U-Statistics of Equireplicate Designs: Berry-Esseen Bound and Efficient Construction
By: Cesare Miglioli, Jordan Awan
Potential Business Impact:
Tests data faster, even when tricky.
U-statistics are a fundamental class of estimators that generalize the sample mean and underpin much of nonparametric statistics. Although extensively studied in both statistics and probability, key challenges remain: their high computational cost - addressed partly through incomplete U-statistics - and their non-standard asymptotic behavior in the degenerate case, which typically requires resampling methods for hypothesis testing. This paper presents a novel perspective on U-statistics, grounded in hypergraph theory and combinatorial designs. Our approach bypasses the traditional Hoeffding decomposition, the main analytical tool in this literature but one highly sensitive to degeneracy. By characterizing the dependence structure of a U-statistic, we derive a Berry-Esseen bound valid for incomplete U-statistics of deterministic designs, yielding conditions under which Gaussian limiting distributions can be established even in degenerate cases and when the order diverges. We also introduce efficient algorithms to construct incomplete U-statistics of equireplicate designs, a subclass of deterministic designs that, in certain cases, achieve minimum variance. Finally, we apply our framework to kernel-based tests that use Maximum Mean Discrepancy (MMD) and Hilbert-Schmidt Independence Criterion. In a real data example with the CIFAR-10 dataset, our permutation-free MMD test delivers substantial computational gains while retaining power and type I error control.
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