Related papers: A criterion for hypothesis testing for stationary …
We revisit outlier hypothesis testing, propose exponentially consistent low complexity fixed-length and sequential tests and show that our tests achieve better tradeoff between detection performance and computational complexity than…
In observational studies of discrimination, the most common statistical approaches consider either the rate at which decisions are made (benchmark tests) or the success rate of those decisions (outcome tests). Both tests, however, have…
In this paper we will study homogenization of for stable-like process with divergence-free drift in ergodic environments. In particular, neither the drift nor the stream function are required to be bounded.
We propose a novel continuous testing framework to test the intensities of Poisson Processes. This framework allows a rigorous definition of the complete testing procedure, from an infinite number of hypothesis to joint error rates. Our…
In this paper, a problem of testing is discussed when the samples have been drawn from the normal distribution. The study of hypothesis testing is also extended to Baye's set up.
Hypothesis testing in singular statistical models is often regarded as inherently problematic due to non-identifiability and degeneracy of the Fisher information. We show that the fundamental obstruction to testing in such models is not…
Let $X$ be a stationary process with finite state-space $A$. Bressaud et al. recently provided a sufficient condition for the natural filtration of $X$ to be standard when $A$ has size 2. Their condition involves the conditional laws…
The forecasting problem for a stationary and ergodic binary time series $\{X_n\}_{n=0}^{\infty}$ is to estimate the probability that $X_{n+1}=1$ based on the observations $X_i$, $0\le i\le n$ without prior knowledge of the distribution of…
Consistency models, which were proposed to mitigate the high computational overhead during the sampling phase of diffusion models, facilitate single-step sampling while attaining state-of-the-art empirical performance. When integrated into…
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…
We provide necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives of chi-squared test for testing of hypothesis of homogeneity. The number of cells of chi-squared test increases with sample size…
Given observations from a stationary time series, permutation tests allow one to construct exactly level $\alpha$ tests under the null hypothesis of an i.i.d. (or, more generally, exchangeable) distribution. On the other hand, when the null…
We consider a zero-error probabilistic group testing problem where individuals are defective independently but not with identical probabilities. We propose a greedy set formation method to build sets of individuals to be tested together. We…
In the common time series model $X_{i,n} = \mu (i/n) + \varepsilon_{i,n}$ with non-stationary errors we consider the problem of detecting a significant deviation of the mean function $\mu$ from a benchmark $g (\mu )$ (such as the initial…
We propose a new class of semiparametric exponential family graphical models for the analysis of high dimensional mixed data. Different from the existing mixed graphical models, we allow the nodewise conditional distributions to be…
Randomization tests deliver exact finite-sample Type 1 error control when the null satisfies the randomization hypothesis. In practice, achieving these guarantees often requires stronger conditions than the null hypothesis of primary…
This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…
The conventional model of disjunctive group testing assumes that there are several defective elements (or defectives) among a large population, and a group test yields the positive response if and only if the testing group contains at least…
Our purpose, is to put forward a change in the paradigm of testing by generalizing a very natural idea exposed by Morris DeGroot (1975) aiming to an approach that is attractive to all schools of statistics, in a procedure better suited for…
Drawing on some recent results that provide the formalism necessary to definite stationarity for infinite random graphs, this paper initiates the study of statistical and learning questions pertaining to these objects. Specifically, a…