Related papers: Generalized Error Exponents For Small Sample Unive…
Generalized t-tests are constructed under weaker than normal conditions. In the first part of this paper we assume only the symmetry (around zero) of the error distribution (i). In the second part we assume that the error distribution is a…
We investigate the minimal error in approximating a general probability measure $\mu$ on $\mathbb{R}^d$ by the uniform measure on a finite set with prescribed cardinality $n$. The error is measured in the $p$-Wasserstein distance. In…
There is a well-known problem in Null Hypothesis Significance Testing: many statistically significant results fail to replicate in subsequent experiments. We show that this problem arises because standard `point-form null' significance…
A new formulation for the proportion of true null hypotheses $(\pi_0)$, based on the sum of all $p$-values and the average of expected $p$-value under the false null hypotheses has been proposed in the current work. This formulation of the…
We revisit sequential outlier hypothesis testing and derive bounds on achievable exponents when both the nominal and anomalous distributions are unknown. The task of outlier hypothesis testing is to identify the set of outliers that are…
In modern scientific research, small-scale studies with limited participants are increasingly common. However, interpreting individual outcomes can be challenging, making it standard practice to combine data across studies using random…
The goal of machine learning is to find models that minimize prediction error on data that has not yet been seen. Its operational paradigm assumes access to a dataset $S$ and articulates a scheme for evaluating how well a given model…
Adaptivity is an important feature of data analysis---typically the choice of questions asked about a dataset depends on previous interactions with the same dataset. However, generalization error is typically bounded in a non-adaptive…
In this manuscript we consider the problem of generalized linear estimation on Gaussian mixture data with labels given by a single-index model. Our first result is a sharp asymptotic expression for the test and training errors in the…
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…
Permutation tests are a distribution free way of performing hypothesis tests. These tests rely on the condition that the observed data are exchangeable among the groups being tested under the null hypothesis. This assumption is easily…
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…
In this work, we revisit outlier hypothesis testing and propose exponentially consistent, low-complexity fixed-length tests that achieve a better tradeoff between detection performance and computational complexity than existing…
Overparametrization often helps improve the generalization performance. This paper presents a dual view of overparametrization suggesting that downsampling may also help generalize. Focusing on the proportional regime $m\asymp n \asymp p$,…
We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…
In the simple quantum hypothesis testing problem, upper bounds on the error probabilities are shown based on a key operator inequality between a density operator and its pinching. Concerning the error exponents, the upper bounds lead to a…
We provide an asymptotic expansion of the maximal mean squared error (MSE) of the sample median to be attained on shrinking gross error neighborhoods about an ideal central distribution. More specifically, this expansion comes in powers of…
Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…
This paper characterizes the optimal type-II error exponent for a distributed hypothesis testing-against-independence problem when the \emph{expected} rate of the sensor-detector link is constrained. Unlike for the well-known…
Generalizations to the permutation test are introduced to allow for situations in which the null model is not exchangeable. It is shown that the generalized permutation tests are exact, and a partial converse: that any test function that is…