English
Related papers

Related papers: Locally most powerful sequential tests of a simple…

200 papers

We investigate the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution in a sequential setup. The aim is to jointly infer the true hypothesis and the true parameter while using on…

Signal Processing · Electrical Eng. & Systems 2024-02-02 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

The theocratical properties of the power of the conventional testing hypotheses and the selection bias are usually unknown under covariate-adaptive randomized clinical trials. In the literature, most studies are based on simulations. In…

Statistics Theory · Mathematics 2021-05-04 Li-Xin Zhang

We focus on one-sided, mixture-based stopping rules for the problem of sequential testing a simple null hypothesis against a composite alternative. For the latter, we consider two cases---either a discrete alternative or a continuous…

Statistics Theory · Mathematics 2012-04-25 Georgios Fellouris , Alexander G. Tartakovsky

Given a finite-valued sample $X_1,...,X_n$ we wish to test whether it was generated by a stationary ergodic process belonging to a family $H_0$, or it was generated by a stationary ergodic process outside $H_0$. We require the Type I error…

Statistics Theory · Mathematics 2014-12-30 Daniil Ryabko

Using Bayes' Theorem, we derive generalized equations to determine the positive and negative predictive value of screening tests undertaken sequentially. Where a is the sensitivity, b is the specificity, $\phi$ is the pre-test probability,…

Methodology · Statistics 2020-07-28 Jacques Balayla

In confirmatory clinical trials with small sample sizes, hypothesis tests based on asymptotic distributions are often not valid and exact non-parametric procedures are applied instead. However, the latter are based on discrete test…

Methodology · Statistics 2018-02-22 Robin Ristl , Dong Xi , Ekkehard Glimm , Martin Posch

Testing of hypotheses is a well studied topic in mathematical statistics. Recently, this issue has also been addressed in the context of Inverse Problems, where the quantity of interest is not directly accessible but only after the…

Statistics Theory · Mathematics 2024-04-09 Remo Kretschmann , Daniel Wachsmuth , Frank Werner

Consider $K$ processes, each generating a sequence of identical and independent random variables. The probability measures of these processes have random parameters that must be estimated. Specifically, they share a parameter $\theta$…

Machine Learning · Computer Science 2022-10-12 Arpan Mukherjee , Ali Tajer , Pin-Yu Chen , Payel Das

We study a class of distributed hypothesis testing against conditional independence problems. Under the criterion that stipulates minimization of the Type II error rate subject to a (constant) upper bound $\epsilon$ on the Type I error…

Information Theory · Computer Science 2019-04-08 Abdellatif Zaidi , Inaki Estella Aguerri

We consider the problem of sensor selection for time-optimal detection of a hypothesis. We consider a group of sensors transmitting their observations to a fusion center. The fusion center considers the output of only one randomly chosen…

Information Theory · Computer Science 2009-09-10 Vaibhav Srivastava , Kurt Plarre , Francesco Bullo

The maximum type-I and type-II error exponents associated with the newly introduced almost-fixed-length hypothesis testing is characterized. In this class of tests, the decision-maker declares the true hypothesis almost always after…

Information Theory · Computer Science 2016-05-18 Anusha Lalitha , Tara Javidi

This paper considers testing a covariance matrix $\Sigma$ in the high dimensional setting where the dimension $p$ can be comparable or much larger than the sample size $n$. The problem of testing the hypothesis $H_0:\Sigma=\Sigma_0$ for a…

Statistics Theory · Mathematics 2013-12-18 T. Tony Cai , Zongming Ma

This paper characterizes the optimal type-II error exponent for a distributed hypothesis testing-against-independence problem when the \emph{expected} rate of the sensor-detector link is constrained. Unlike for the well-known…

Information Theory · Computer Science 2019-10-21 Sadaf Salehkalaibar , Michele Wigger

We prove a general structural theorem for a wide family of local algorithms, which includes property testers, local decoders, and PCPs of proximity. Namely, we show that the structure of every algorithm that makes $q$ adaptive queries and…

Computational Complexity · Computer Science 2023-12-13 Marcel Dall'Agnol , Tom Gur , Oded Lachish

We consider the structural change in a class of discrete valued time series that the conditional distribution follows a one-parameter exponential family. We propose a change-point test based on the maximum likelihood estimator of the…

Statistics Theory · Mathematics 2016-03-01 Mamadou Lamine Diop , William Kengne

We study the problem of testing discrete distributions with a focus on the high probability regime. Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and parameters $0< \epsilon, \delta <1$, we…

Data Structures and Algorithms · Computer Science 2020-09-15 Ilias Diakonikolas , Themis Gouleakis , Daniel M. Kane , John Peebles , Eric Price

We present a complete classification of the distributed computational complexity of local optimization problems in directed cycles for both the deterministic and the randomized LOCAL model. We show that for any local optimization problem…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-06 Thomas Boudier , Fabian Kuhn , Augusto Modanese , Ronja Stimpert , Jukka Suomela

Sequential tests and their implied confidence sequences, which are valid at arbitrary stopping times, promise flexible statistical inference and on-the-fly decision making. However, strong guarantees are limited to parametric sequential…

Methodology · Statistics 2024-03-12 Aurelien Bibaut , Nathan Kallus , Michael Lindon

In this paper, we treat a local discrimination problem in the framework of asymmetric hypothesis testing. We choose a known bipartite pure state $\ket{\Psi}$ as an alternative hypothesis, and the completely mixed state as a null hypothesis.…

Quantum Physics · Physics 2020-10-06 Masaki Owari , Masahito Hayashi

It is frequently of interest to jointly analyze two paired sequences of multiple tests. This paper studies the problem of detecting whether there are more pairs of tests that are significant in both sequences than would be expected by…

Methodology · Statistics 2017-06-26 Sihai Dave Zhao , T. Tony Cai , Hongzhe Li
‹ Prev 1 3 4 5 6 7 10 Next ›