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We study a Bayesian binary sequential hypothesis testing problem with multiple large language models (LLMs). Each LLM $j$ has per-query cost $c_j>0$, random waiting time with mean $\mu_j>0$ and sub-Gaussian tails, and \emph{asymmetric}…

Data Structures and Algorithms · Computer Science 2026-04-03 Guokai Li , Alys Liang , Mo Liu , Murray Lei , Stefanus Jasin , Fenghua Yang , Preet Baxi

The problem of multiple hypothesis testing arises when there are more than one hypothesis to be tested simultaneously for statistical significance. This is a very common situation in many data mining applications. For instance, assessing…

Machine Learning · Statistics 2009-06-30 Sami Hanhijärvi , Kai Puolamäki , Gemma C. Garriga

The problem of simple $M-$ary hypothesis testing under a generic performance criterion that depends on arbitrary functions of error probabilities is considered. Using results from convex analysis, it is proved that an optimal decision rule…

Signal Processing · Electrical Eng. & Systems 2019-07-26 Berkan Dulek , Cuneyd Ozturk , Sinan Gezici

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

The problem of distributed testing against independence with variable-length coding is considered when the \emph{average} and not the \emph{maximum} communication load is constrained as in previous works. The paper characterizes the optimum…

Information Theory · Computer Science 2020-05-19 Sadaf Salehkalaibar , Michele Wigger

We investigate the nonparametric, composite hypothesis testing problem for arbitrary unknown distributions in the asymptotic regime where both the sample size and the number of hypotheses grow exponentially large. Such asymptotic analysis…

Information Theory · Computer Science 2019-01-30 Qunwei Li , Tiexing Wang , Donald J. Bucci , Yingbin Liang , Biao Chen , Pramod K. Varshney

In this paper, we deal with sequential testing of multiple hypotheses. In the general scheme of construction of optimal tests based on the backward induction, we propose a modification which provides a simplified (generally speaking,…

Methodology · Statistics 2024-06-04 Andrey Novikov

A central goal in designing clinical trials is to find the test that maximizes power (or equivalently minimizes required sample size) for finding a false null hypothesis subject to the constraint of type I error. When there is more than one…

Methodology · Statistics 2022-09-21 Ruth Heller , Abba Krieger , Saharon Rosset

In modern scientific experiments, we frequently encounter data that have large dimensions, and in some experiments, such high dimensional data arrive sequentially rather than full data being available all at a time. We develop multiple…

Methodology · Statistics 2023-06-09 Rahul Roy , Shyamal K. De , Subir Kumar Bhandari

The problem of joint sequential detection and isolation is considered in the context of multiple, not necessarily independent, data streams. A multiple testing framework is proposed, where each hypothesis corresponds to a different subset…

Statistics Theory · Mathematics 2022-07-04 Anamitra Chaudhuri , Georgios Fellouris

We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…

Statistics Theory · Mathematics 2013-01-23 Georgios Fellouris , Alexander G. Tartakovsky

There are many different notions of optimality even in testing a single hypothesis. In the multiple testing area, the number of possibilities is very much greater. The paper first will describe multiplicity issues that arise in tests…

Statistics Theory · Mathematics 2007-06-13 Juliet Popper Shaffer

Hypothesis testing is a statistical inference framework for determining the true distribution among a set of possible distributions for a given dataset. Privacy restrictions may require the curator of the data or the respondents themselves…

Information Theory · Computer Science 2017-04-28 Jiachun Liao , Lalitha Sankar , Vincent Y. F. Tan , Flavio P. Calmon

In the binary hypothesis testing problem, it is well known that sequentiality in taking samples eradicates the trade-off between two error exponents, yet implementing the optimal test requires the knowledge of the underlying distributions,…

Information Theory · Computer Science 2025-01-07 Ching-Fang Li , I-Hsiang Wang

This paper concerns sequential hypothesis testing in competitive multi-agent systems where agents exchange potentially manipulated information. Specifically, a two-agent scenario is studied where each agent aims to correctly infer the true…

Systems and Control · Electrical Eng. & Systems 2025-04-04 Aneesh Raghavan , M. Umar B. Niazi , Karl H. Johansson

This paper presents a sensor-control method for choosing the best next state of the sensor(s), that provide(s) accurate estimation results in a multi-target tracking application. The proposed solution is formulated for a multi-Bernoulli…

Systems and Control · Computer Science 2015-03-26 Amirali K. Gostar , Reza Hoseinnezhad , Alireza Bab-Hadiashar

Multiple testing problems are a staple of modern statistical analysis. The fundamental objective of multiple testing procedures is to reject as many false null hypotheses as possible (that is, maximize some notion of power), subject to…

Methodology · Statistics 2020-11-30 Saharon Rosset , Ruth Heller , Amichai Painsky , Ehud Aharoni

Given a fixed-sample-size test that controls the error probabilities under two specific, but arbitrary, distributions, a 3-stage and two 4-stage tests are proposed and analyzed. For each of them, a novel, concrete, non-asymptotic,…

Statistics Theory · Mathematics 2022-06-27 Yiming Xing , Georgios Fellouris

Hypothesis testing is an important problem with applications in target localization, clinical trials etc. Many active hypothesis testing strategies operate in two phases: an exploration phase and a verification phase. In the exploration…

Machine Learning · Statistics 2018-12-05 Dhruva Kartik , Ashutosh Nayyar , Urbashi Mitra

In this paper, we consider the problem of simultaneously testing many two-sided hypotheses when rejections of null hypotheses are accompanied by claims of the direction of the alternative. The fundamental goal is to construct methods that…

Statistics Theory · Mathematics 2017-03-21 Anjana Grandhi , Wenge Guo , Joseph P. Romano