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We propose a novel statistical test to assess the mutual independence of multidimensional random vectors. Our approach is based on the $L_1$-distance between the joint density function and the product of the marginal densities associated…

Statistics Theory · Mathematics 2024-04-19 Nour-Eddine Berrahou , Salim Bouzebda , Lahcen Douge

Minimax decentralized detection is studied under two scenarios: with and without a fusion center when the source of uncertainty is the Bayesian prior. When there is no fusion center, the constraints in the network design are determined.…

Information Theory · Computer Science 2016-04-26 Gökhan Gül , Abdelhak M. Zoubir

This paper investigates Distributed Hypothesis testing (DHT), in which a source $\mathbf{X}$ is encoded given that side information $\mathbf{Y}$ is available at the decoder only. Based on the received coded data, the receiver aims to decide…

Information Theory · Computer Science 2023-05-12 Ismaila Salihou Adamou , Elsa Dupraz , Tad Matsumoto

We consider sequential hypothesis testing based on observations which are received in groups of random size. The observations are assumed to be independent both within and between the groups. We assume that the group sizes are independent…

Methodology · Statistics 2021-10-11 Andrey Novikov , Xóchitl Itxel Popoca-Jiménez

A new bivariate partial sum process for locally stationary time series is introduced and its weak convergence to a Brownian sheet is established. This construction enables the development of a novel self-normalized CUSUM test statistic for…

Statistics Theory · Mathematics 2026-04-15 Florian Heinrichs

This paper studies the problem of sequential Gaussian shift-in-mean hypothesis testing in a distributed multi-agent network. A sequential probability ratio test (SPRT) type algorithm in a distributed framework of the…

Optimization and Control · Mathematics 2015-09-02 Anit Kumar Sahu , Soummya Kar

Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…

Statistics Theory · Mathematics 2017-02-14 Yanglei Song , Georgios Fellouris

We consider the sequential composite binary hypothesis testing problem in which one of the hypotheses is governed by a single distribution while the other is governed by a family of distributions whose parameters belong to a known set…

Information Theory · Computer Science 2022-03-30 Jiachun Pan , Yonglong Li , Vincent Y. F. Tan

We propose a new algorithmic framework for sequential hypothesis testing with i.i.d. data, which includes A/B testing, nonparametric two-sample testing, and independence testing as special cases. It is novel in several ways: (a) it takes…

Machine Learning · Statistics 2016-03-03 Akshay Balsubramani , Aaditya Ramdas

We study the adversarial binary hypothesis testing problem in the sequential setting. Associated with each hypothesis is a closed, convex set of distributions. Given the hypothesis, each observation is generated according to a distribution…

Information Theory · Computer Science 2025-11-14 Eeshan Modak , Mayank Bakshi , Bikash Kumar Dey , Vinod M. Prabhakaran

This paper deals with a new Bayesian approach to the standard one-sample $z$- and $t$- tests. More specifically, let $x_1,\ldots,x_n$ be an independent random sample from a normal distribution with mean $\mu$ and variance $\sigma^2$. The…

Statistics Theory · Mathematics 2020-04-01 Ibrahim Abdelrazeq , Luai Al-Labadi

We consider the problem of sequential binary hypothesis testing with a distributed sensor network in a non-Gaussian noise environment. To this end, we present a general formulation of the Consensus + Innovations Sequential Probability Ratio…

Information Theory · Computer Science 2018-10-17 Mark R. Leonard , Abdelhak M. Zoubir

In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…

Statistics Theory · Mathematics 2013-02-28 Gabriela Ciuperca

We consider a model of a decentralized multiple access system with a non-standard binary feedback where the empty and collision situations cannot be distinguished. We show that, like in the case of a ternary feedback, for any input rate…

Probability · Mathematics 2016-07-12 Sergey Foss , Bruce Hajek , Andrey Turlikov

We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…

Statistics Theory · Mathematics 2013-01-23 Georgios Fellouris , Alexander G. Tartakovsky

Coding and testing schemes for binary hypothesis testing over noisy networks are proposed and their corresponding type-II error exponents are derived. When communication is over a discrete memoryless channel (DMC), our scheme combines…

Information Theory · Computer Science 2018-06-15 Sadaf Salehkalaibar , Michele Wigger

In this letter we propose the Rao test as a simpler alternative to the generalized likelihood ratio test (GLRT) for multisensor fusion. We consider sensors observing an unknown deterministic parameter with symmetric and unimodal noise. A…

Information Theory · Computer Science 2013-08-15 D. Ciuonzo , G. Papa , G. Romano , P. Salvo Rossi , P. K. Willett

We propose a Bayesian test of normality for univariate or multivariate data against alternative nonparametric models characterized by Dirichlet process mixture distributions. The alternative models are based on the principles of embedding…

Statistics Theory · Mathematics 2023-04-12 Surya T. Tokdar , Ryan Martin

We develop conservative tests for the mean of a bounded population under stratified sampling and apply them to risk-limiting post-election audits. The tests are ``anytime valid'' under sequential sampling, allowing optional stopping in each…

Methodology · Statistics 2026-03-17 Jacob V. Spertus , Mayuri Sridhar , Philip B. Stark

A distributed binary hypothesis testing problem is studied with one observer and two decision centers. Achievable type-II error exponents are derived for testing against conditional independence when the observer communicates with the two…

Information Theory · Computer Science 2020-01-24 Sadaf Salehkalaibar , Michele Wigger , Roy Timo