Driven by a wide range of contemporary applications, statistical inference for covariance structures has been an active area of current research in high-dimensional statistics. This review provides a selective survey of some recent developments in hypothesis testing for high-dimensional covariance structures, including global testing for the overall pattern of the covariance structures and simultaneous testing of a large collection of hypotheses on the local covariance structures with false discovery proportion and false discovery rate control. Both one-sample and two-sample settings are considered. The specific testing problems discussed include global testing for the covariance, correlation, and precision matrices, and multiple testing for the correlations, Gaussian graphical models, and differential networks.
The energy of data is the value of a real function of distances between data in metric spaces. The name energy derives from Newton's gravitational potential energy, which is also a function of distances between physical objects. One of the advantages of working with energy functions (energy statistics) is that even if the data are complex objects, such as functions or graphs, we can use their real-valued distances for inference. Other advantages are illustrated and discussed in this review. Concrete examples include energy testing for normality, energy clustering, and distance correlation. Applications include genome studies, brain studies, and astrophysics. The direct connection between energy and mind/observations/data in this review is a counterpart of the equivalence of energy and matter/mass in Einstein's E=mc2.