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We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test. In outlier hypothesis testing, one is given multiple observed sequences, where most sequences are…

Statistics Theory · Mathematics 2022-05-17 Lin Zhou , Yun Wei , Alfred Hero

Testing whether a probability distribution is compatible with a given Bayesian network is a fundamental task in the field of causal inference, where Bayesian networks model causal relations. Here we consider the class of causal structures…

Machine Learning · Statistics 2020-09-04 Aditya Kela , Kai von Prillwitz , Johan Aberg , Rafael Chaves , David Gross

In this paper we introduce a notion of tightness for a family of nonlinear expectations and show that the tightness can be applied to obtain weak compactness in a framework of nonlinear expectation space. This criterion is very useful for…

Probability · Mathematics 2010-06-15 Shi-Ge Peng

Ordinal categorical data are widely collected in psychology, education, and other social sciences, appearing commonly in questionnaires, assessments, and surveys. Latent class models provide a flexible framework for uncovering unobserved…

Machine Learning · Statistics 2026-02-26 Huan Qing

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

We propose an easily implementable test of the validity of a set of theoretical restrictions on the relationship between economic variables, which do not necessarily identify the data generating process. The restrictions can be derived from…

Econometrics · Economics 2021-02-09 Alfred Galichon , Marc Henry

In many large multiple testing problems the hypotheses are divided into families. Given the data, families with evidence for true discoveries are selected, and hypotheses within them are tested. Neither controlling the error-rate in each…

Statistics Theory · Mathematics 2011-06-21 Yoav Benjamini , Marina Bogomolov

Causal parameters may not be point identified in the presence of unobserved confounding. However, information about non-identified parameters, in the form of bounds, may still be recovered from the observed data in some cases. We develop a…

Methodology · Statistics 2020-07-02 Noam Finkelstein , Ilya Shpitser

We propose a method for testing whether hierarchically ordered groups of potentially correlated variables are significant for explaining a response in a high-dimensional linear model. In presence of highly correlated variables, as is very…

Statistics Theory · Mathematics 2014-09-04 Jacopo Mandozzi , Peter Bühlmann

One of the goals of probabilistic inference is to decide whether an empirically observed distribution is compatible with a candidate Bayesian network. However, Bayesian networks with hidden variables give rise to highly non-trivial…

Machine Learning · Statistics 2014-10-14 R. Chaves , L. Luft , T. O. Maciel , D. Gross , D. Janzing , B. Schölkopf

The classical causal relations between a set of variables, some observed and some latent, can induce both equality constraints (typically conditional independences) as well as inequality constraints (Instrumental and Bell inequalities being…

Quantum Physics · Physics 2024-04-11 Shashaank Khanna , Marina Maciel Ansanelli , Matthew F. Pusey , Elie Wolfe

Binomial time series in which the logit of the probability of success is modelled as a linear function of observed regressors and a stationary latent Gaussian process are considered. Score tests are developed to first test for the existence…

Statistics Theory · Mathematics 2016-06-06 W. T. M. Dunsmuir , J. Y. He

A preferential domain is a collection of sets of preferences which are linear orders over a set of alternatives. These domains have been studied extensively in social choice theory due to both its practical importance and theoretical…

Computer Science and Game Theory · Computer Science 2019-02-26 Palash Dey , Swaprava Nath , Garima Shakya

When entering French university, the students' foreign language level is assessed through a placement test. In this work, we model the placement test results using binary latent block models which allow to simultaneously form homogeneous…

Methodology · Statistics 2026-05-06 Vincent Brault , Frédérique Letué , Marie-José Martinez

Often fairness assumptions need to be made in order to establish liveness properties of distributed systems, but in many situations they lead to false conclusions. This document presents a research agenda aiming at laying the foundations of…

Logic in Computer Science · Computer Science 2019-12-13 Rob van Glabbeek

We propose new concepts in order to analyze and model the dependence structure between two time series. Our methods rely exclusively on the order structure of the data points. Hence, the methods are stable under monotone transformations of…

Statistics Theory · Mathematics 2015-02-02 Alexander Schnurr , Herold Dehling

Log-linear models are a well-established method for describing statistical dependencies among a set of n random variables. The observed frequencies of the n-tuples are explained by a joint probability such that its logarithm is a sum of…

Statistics Theory · Mathematics 2007-06-13 Daniel Herrmann , Dominik Janzing

Recently a likelihood-based methodology has been developed by the Collaboratory for the Study of Earthquake Predictability (CSEP) with a view to testing and ranking seismicity models. We analyze this approach from the standpoint of possible…

Geophysics · Physics 2011-08-19 George Molchan

Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous engineering, natural science and control problems. Yet, practically valuable results are rare in this area. This paper develops a…

Dynamical Systems · Mathematics 2020-01-22 Mark A. Pinsky , Steve Koblik

Suppose (standardized) measurements or statistics are monitored to raise an alarm when a threshold is exceeded. Often, the underlying population is heterogenous with respect to important discrete variables and thus samples may consist of…

Statistics Theory · Mathematics 2025-10-10 Ansgar Steland