English
Related papers

Related papers: Uniform hypothesis testing for ergodic time series…

200 papers

We study the following independence testing problem: given access to samples from a distribution $P$ over $\{0,1\}^n$, decide whether $P$ is a product distribution or whether it is $\varepsilon$-far in total variation distance from any…

Data Structures and Algorithms · Computer Science 2023-01-04 Arnab Bhattacharyya , Clément L. Canonne , Joy Qiping Yang

This paper investigates Distributed Hypothesis testing (DHT), in which a source $\mathbf{X}$ is encoded given that side information $\mathbf{Y}$ is available at the decoder only. Based on the received coded data, the receiver aims to decide…

Information Theory · Computer Science 2023-05-12 Ismaila Salihou Adamou , Elsa Dupraz , Tad Matsumoto

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

The forward estimation problem for stationary and ergodic time series $\{X_n\}_{n=0}^{\infty}$ taking values from a finite alphabet ${\cal X}$ is to estimate the probability that $X_{n+1}=x$ based on the observations $X_i$, $0\le i\le n$…

Probability · Mathematics 2015-05-13 Gusztav Morvai , Benjamin Weiss

A distributed binary hypothesis testing problem, in which multiple observers transmit their observations to a detector over noisy channels, is studied. Given its own side information, the goal of the detector is to decide between two…

Information Theory · Computer Science 2017-04-06 Sreejith Sreekumar , Deniz Gündüz

We consider the classical sequential binary hypothesis testing problem in which there are two hypotheses governed respectively by distributions $P_0$ and $P_1$ and we would like to decide which hypothesis is true using a sequential test. It…

Information Theory · Computer Science 2020-07-01 Yonglong Li , Vincent Y. F. Tan

We study the problem of testing \emph{conditional independence} for discrete distributions. Specifically, given samples from a discrete random variable $(X, Y, Z)$ on domain $[\ell_1]\times[\ell_2] \times [n]$, we want to distinguish, with…

Data Structures and Algorithms · Computer Science 2018-07-03 Clément L. Canonne , Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

The $\beta$-model has been extensively utilized to model degree heterogeneity in networks, wherein each node is assigned a unique parameter. In this article, we consider the hypothesis testing problem that two nodes $i$ and $j$ of a…

Statistics Theory · Mathematics 2024-03-12 Kang Fu , Jianwei Hu , Meng Sun

Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…

Applications · Statistics 2020-12-07 Wolfgang Rolke

Given samples from an unknown distribution $p$, is it possible to distinguish whether $p$ belongs to some class of distributions $\mathcal{C}$ versus $p$ being far from every distribution in $\mathcal{C}$? This fundamental question has…

Data Structures and Algorithms · Computer Science 2015-12-09 Jayadev Acharya , Constantinos Daskalakis , Gautam Kamath

Nonparametric two sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is…

Statistics Theory · Mathematics 2015-10-14 Aaditya Ramdas , Nicolas Garcia , Marco Cuturi

We exhibit an efficient procedure for testing, based on a single long state sequence, whether an unknown Markov chain is identical to or $\varepsilon$-far from a given reference chain. We obtain nearly matching (up to logarithmic factors)…

Machine Learning · Statistics 2019-09-26 Geoffrey Wolfer , Aryeh Kontorovich

We consider Bayesian multiple hypothesis problem with independent and identically distributed observations. The classical, Sanov's theorem-based, analysis of the error probability allows one to characterize the best achievable error…

Information Theory · Computer Science 2021-11-01 Hüseyin Afşer

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…

Statistics Theory · Mathematics 2020-09-09 Joseph P. Romano , Marius A. Tirlea

In this paper, we present a general framework for testing relevant hypotheses in functional time series. Our unified approach covers one-sample, two-sample, and change point problems under contaminated observations with arbitrary sampling…

Methodology · Statistics 2025-08-27 Leheng Cai , Qirui Hu

Universal outlier hypothesis testing refers to a hypothesis testing problem where one observes a large number of length-$n$ sequences -- the majority of which are distributed according to the typical distribution $\pi$ and a small number…

Information Theory · Computer Science 2026-01-05 Bernhard C. Geiger , Tobias Koch , Josipa Mihaljević , Maximilian Toller

Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…

Methodology · Statistics 2018-10-15 Sairam Rayaprolu , Zhiyi Chi

Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of…

Statistics Theory · Mathematics 2016-04-21 Daniel Gaigall

Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ at this stage can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we…

Statistics Theory · Mathematics 2009-12-23 Andrey Novikov

In this paper, we consider sequential testing over a single-sensor, a single-decision center setup. At each time instant $t$, the sensor gets $k$ samples $(k>0)$ and describes the observed sequence until time $t$ to the decision center over…

Information Theory · Computer Science 2021-09-20 Sadaf Salehkalaibar , Vincent Y. F. Tan