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We give a general unified method that can be used for $L_1$ {\em closeness testing} of a wide range of univariate structured distribution families. More specifically, we design a sample optimal and computationally efficient algorithm for…

Data Structures and Algorithms · Computer Science 2015-08-25 Ilias Diakonikolas , Daniel M. Kane , Vladimir Nikishkin

This article studies the \emph{robust covariance matrix estimation} of a data collection $X = (x_1,\ldots,x_n)$ with $x_i = \sqrt \tau_i z_i + m$, where $z_i \in \mathbb R^p$ is a \textit{concentrated vector} (e.g., an elliptical random…

Probability · Mathematics 2022-04-12 Cosme Louart , Romain Couillet

Generalized linear models are often misspecified due to overdispersion, heteroscedasticity and ignored nuisance variables. Existing quasi-likelihood methods for testing in misspecified models often do not provide satisfactory type-I error…

Methodology · Statistics 2020-05-13 Jesse Hemerik , Jelle J Goeman , Livio Finos

Rejecting the null hypothesis in two-sample testing is a fundamental tool for scientific discovery. Yet, aside from concluding that two samples do not come from the same probability distribution, it is often of interest to characterize how…

Statistics Theory · Mathematics 2021-09-08 Boris Landa , Rihao Qu , Joseph Chang , Yuval Kluger

This paper considers the problem of selecting a set of $k$ measurements from $n$ available sensor observations. The selected measurements should minimize a certain error function assessing the error in estimating a certain $m$ dimensional…

Information Theory · Computer Science 2016-12-15 Khalil Elkhalil , Abla Kammoun , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

Human and model-generated texts can be distinguished by examining the magnitude of likelihood in language. However, it is becoming increasingly difficult as language model's capabilities of generating human-like texts keep evolving. This…

Computation and Language · Computer Science 2024-10-10 Yang Xu , Yu Wang , Hao An , Zhichen Liu , Yongyuan Li

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

Spectrum sensing, i.e., detecting the presence of primary users in a licensed spectrum, is a fundamental problem in cognitive radio. Since the statistical covariances of received signal and noise are usually different, they can be used to…

Information Theory · Computer Science 2016-09-08 Yonghong Zeng , Ying-Chang Liang

The $\Delta_3(L)$ statistic of Random Matrix Theory is defined as the average of a set of random numbers $\{\delta\}$, derived from a spectrum. The distribution $p(\delta)$ of these random numbers is used as the basis of a maximum…

Nuclear Theory · Physics 2015-03-19 Declan Mulhall

In this work we study the statistical model of source localization based on Range Difference measurements. We investigate the case of planar localization of a source using a minimal configuration of three non aligned receivers. Our analysis…

Information Theory · Computer Science 2016-06-28 Marco Compagnoni , Roberto Notari , Fabio Antonacci , Augusto Sarti

We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…

Social and Information Networks · Computer Science 2020-10-29 Nicolò Ruggeri , Caterina De Bacco

We propose a new setting for testing properties of distributions while receiving samples from several distributions, but few samples per distribution. Given samples from $s$ distributions, $p_1, p_2, \ldots, p_s$, we design testers for the…

Data Structures and Algorithms · Computer Science 2019-11-19 Maryam Aliakbarpour , Sandeep Silwal

The performance analysis of random vector channels, particularly multiple-input-multiple-output (MIMO) channels, has largely been established in the asymptotic regime of large channel dimensions, due to the analytical intractability of…

Information Theory · Computer Science 2015-01-05 Yuxin Chen , Andrea J. Goldsmith , Yonina C. Eldar

Statistical significance testing is widely accepted as a means to assess how well a difference in effectiveness reflects an actual difference between systems, as opposed to random noise because of the selection of topics. According to…

Information Retrieval · Computer Science 2019-06-07 Julián Urbano , Harlley Lima , Alan Hanjalic

It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…

Methodology · Statistics 2015-05-08 Gordon J Ross

In this paper we develop a theory of matrix completion for the extreme case of noisy 1-bit observations. Instead of observing a subset of the real-valued entries of a matrix M, we obtain a small number of binary (1-bit) measurements…

Statistics Theory · Mathematics 2014-07-02 Mark A. Davenport , Yaniv Plan , Ewout van den Berg , Mary Wootters

A new approach to solving random matrix models directly in the large $N$ limit is developed. First, a set of numerical values for some low-pt correlation functions is guessed. The large $N$ loop equations are then used to generate values of…

High Energy Physics - Theory · Physics 2021-12-17 Henry W. Lin

A detection system with a single sensor and two detectors is considered, where each of the terminals observes a memoryless source sequence, the sensor sends a message to both detectors and the first detector sends a message to the second…

Information Theory · Computer Science 2018-10-09 Pierre Escamilla , Abdellatif Zaidi , Michèle Wigger

A central goal in experimental high energy physics is to detect new physics signals that are not explained by known physics. In this paper, we aim to search for new signals that appear as deviations from known Standard Model physics in…

Applications · Statistics 2022-12-14 Purvasha Chakravarti , Mikael Kuusela , Jing Lei , Larry Wasserman

Signal amplitude estimation and detection from unlabeled quantized binary samples are studied, assuming that the order of the time indexes is completely unknown. First, maximum likelihood (ML) estimators are utilized to estimate both the…

Information Theory · Computer Science 2018-08-15 Guanyu Wang , Jiang Zhu , Rick S. Blum , Peter Willett , Stefano Marano , Vincenzo Matta , Paolo Braca