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We study optimal estimation when the likelihood may be misspecified. Building on tools from the theory of decision-making under uncertainty, we analyze a class of axiomatically grounded optimality criteria which nests several existing…

Econometrics · Economics 2026-04-28 Isaiah Andrews , Ricky Li , Yucheng Shang

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

Sequential change diagnosis is the joint problem of detection and identification of a sudden and unobservable change in the distribution of a random sequence. In this problem, the common probability law of a sequence of i.i.d. random…

Probability · Mathematics 2007-10-29 Savas Dayanik , Christian Goulding , H. Vincent Poor

In this paper, we aim at solving a class of multiple testing problems under the Bayesian sequential decision framework. Our motivating application comes from binary labeling tasks in crowdsourcing, where the requestor needs to…

Methodology · Statistics 2017-08-29 Xiaoou Li , Yunxiao Chen , Xi Chen , Jingchen Liu , Zhiliang Ying

We consider nonparametric testing in a non-asymptotic framework. Our statistical guarantees are exact in the sense that Type I and II errors are controlled for any finite sample size. Meanwhile, one proposed test is shown to achieve minimax…

Statistics Theory · Mathematics 2017-02-07 Yun Yang , Zuofeng Shang , Guang Cheng

Achieving quantum-enhanced performances when measuring unknown quantities requires developing suitable methodologies for practical scenarios, that include noise and the availability of a limited amount of resources. Here, we report on the…

The problem of detecting changes with multiple sensors has received significant attention in the literature. In many practical applications such as critical infrastructure monitoring and modeling of disease spread, a useful change…

Information Theory · Computer Science 2019-02-19 Mehmet Necip Kurt , Xiaodong Wang

This paper develops a systematic approach to realising linear detectors with an optimised sensitivity, allowing for the detection of extremely weak signals. First, general constraints are derived on a specific class of input-output transfer…

Quantum Physics · Physics 2023-01-09 Joe Bentley , Hendra Nurdin , Yanbei Chen , Xiang Li , Haixing Miao

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

We consider the problem of decentralized sequential active hypothesis testing (DSAHT), where two transmitting agents, each possessing a private message, are actively helping a third agent--and each other--to learn the message pair over a…

Information Theory · Computer Science 2020-01-15 Achilleas Anastasopoulos , Sandeep Pradhan

The problem of designing optimal quantization rules for sequential detectors is investigated. First, it is shown that this task can be solved within the general framework of active sequential detection. Using this approach, the optimal…

Information Theory · Computer Science 2021-07-29 Michael Fauß , Manuel S. Stein , H. Vincent Poor

The development of novel instrumentation requires an iterative cycle with three stages: design, prototyping, and testing. Recent advancements in simulation and nanofabrication techniques have significantly accelerated the design and…

Instrumentation and Detectors · Physics 2026-01-21 J. Cuevas-Zepeda , C. Chavez , J. Estrada , J. Noonan , B. D. Nord , N. Saffold , M. Sofo-Haro , R. Spinola e Castro , S. Trivedi

Sequential methods for quantum hypothesis testing offer significant advantages over fixed-length approaches, which rely on a predefined number of state copies. Despite their potential, these methods remain underexplored for unambiguous…

Quantum Physics · Physics 2025-11-26 Jordi Pérez-Guijarro , Alba Pagès-Zamora , Javier R. Fonollosa

Let $X_1,X_2,...$ be a discrete-time stochastic process with a distribution $P_\theta$, $\theta\in\Theta$, where $\Theta$ is an open subset of the real line. We consider the problem of testing a simple hypothesis $H_0:$ $\theta=\theta_0$…

Statistics Theory · Mathematics 2009-12-23 Andrey Novikov , Petr Novikov

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,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

We describe a methodology for modeling the performance of decision-level data fusion between different sensor configurations, implemented as part of the JIEDDO Analytic Decision Engine (JADE). We first discuss a Bayesian network formulation…

Machine Learning · Statistics 2013-06-26 Gaurav Thakur

We present an asymptotic analysis of the minimum probability of error (MPE) in inferring the correct hypothesis in a Bayesian multi-hypothesis testing (MHT) formalism using many pixels of data that are corrupted by signal dependent shot…

Optics · Physics 2015-06-19 Sudhakar Prasad

In this article, we investigate the asymptotic properties of Bayesian multiple testing procedures under general dependent setup, when the sample size and the number of hypotheses both tend to infinity. Specifically, we investigate strong…

Statistics Theory · Mathematics 2020-05-14 Noirrit Kiran Chandra , Sourabh Bhattacharya

In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…

Statistics Theory · Mathematics 2019-01-14 Anupam Kundu , Subir Kumar Bhandari

The problem of decentralized detection in a sensor network subjected to a total average power constraint and all nodes sharing a common bandwidth is investigated. The bandwidth constraint is taken into account by assuming non-orthogonal…

Information Theory · Computer Science 2007-07-13 Sudharman K. Jayaweera
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