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

We investigate two models for the following setup: We consider a stochastic process X \in C[0,1] whose distribution belongs to a parametric family indexed by \vartheta \in {\Theta} \subset R. In case \vartheta = 0, X is a generalized Pareto…

We explore the problem of distributed Hypothesis Testing (DHT) against independence, focusing specifically on Binary Symmetric Sources (BSS). Our investigation aims to characterize the optimal quantizer among binary linear codes, with the…

We consider the hypothesis testing problem of deciding whether an observed high-dimensional vector has independent normal components or, alternatively, if it has a small subset of correlated components. The correlated components may have a…

In this paper, we consider the problem of simultaneous testing of multivariate normal means under arbitrary covariance dependence. Specifically, let $\boldsymbol{X}\sim N_n(\boldsymbol{\theta},\boldsymbol{\Sigma})$, where…

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

We consider a doubly stochastic Poisson process with stochastic intensity $\lambda_t =n q\left(X_t\right)$ where $X$ is a continuous It\^o semimartingale and $n$ is an integer. Both processes are observed continuously over a fixed period…

Let $u(s,t)$ be a continuous potential density of a symmetric L\'evy process or diffusion with state space $T$ killed at $T_{0}$, the first hitting time of $0$, or at $\lambda \wedge T_{0}$, where $\lambda$ is an independent exponential…

In this paper, we deal with problems of testing hypotheses in the framework of sequential statistical analysis. The main concern is the optimal design and performance evaluation of sampling plans in the Kiefer-Weiss problems. For the…

First-order separability of a spatio-temporal point process plays a fundamental role in the analysis of spatio-temporal point pattern data. While it is often a convenient assumption that simplifies the analysis greatly, existing…

A collaborative distributed binary decision problem is considered. Two statisticians are required to declare the correct probability measure of two jointly distributed memoryless process, denoted by $X^n=(X_1,\dots,X_n)$ and…

We design sequential tests for a large class of nonparametric null hypotheses based on elicitable and identifiable functionals. Such functionals are defined in terms of scoring functions and identification functions, which are ideal…

In this paper, we derive power guarantees of some sequential tests for bounded mean under general alternatives. We focus on testing procedures using nonnegative supermartingales which are anytime valid and consider alternatives which…

Consider a finite set of sources, each producing i.i.d. observations that follow a unique probability distribution on a finite alphabet. We study the problem of matching a finite set of observed sequences to the set of sources under the…

It is difficult to discriminate between the state of initial time $t_0$ and that of time $t_0+\Delta t$. The task of discriminating between the two states can be interpreted as the hypothesis testing problem as to a state $\rho$ deciding…

This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…

Hypothesis testing plays a central role in statistical inference, and is used in many settings where privacy concerns are paramount. This work answers a basic question about privately testing simple hypotheses: given two distributions $P$…

We revisit the fundamental question of simple-versus-simple hypothesis testing with an eye towards computational complexity, as the statistically optimal likelihood ratio test is often computationally intractable in high-dimensional…

We study the optimal sequencing of a batch of tasks on a machine subject to random disruptions driven by a non-homogeneous Poisson process (NHPP), such that every disruption requires the interrupted task to be re-processed from scratch, and…

There are many different notions of optimality even in testing a single hypothesis. In the multiple testing area, the number of possibilities is very much greater. The paper first will describe multiplicity issues that arise in tests…

A sequential problem in decentralized detection is considered. Two observers can make repeated noisy observations of a binary hypothesis on the state of the environment. At any time, observer 1 can stop and send a final binary message to…