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This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is…

Statistics Theory · Mathematics 2009-12-23 Andrey Novikov

In this paper, we study a number of well-known combinatorial optimization problems that fit in the following paradigm: the input is a collection of (potentially inconsistent) local relationships between the elements of a ground set (e.g.,…

Data Structures and Algorithms · Computer Science 2021-02-24 Vaggos Chatziafratis , Mohammad Mahdian , Sara Ahmadian

Stochastic local search algorithms are frequently used to numerically solve hard combinatorial optimization or decision problems. We give numerical and approximate analytical descriptions of the dynamics of such algorithms applied to random…

Statistical Mechanics · Physics 2009-11-10 Wolfgang Barthel , Alexander K. Hartmann , Martin Weigt

One of the core applications of machine learning to knowledge discovery consists on building a function (a hypothesis) from a given amount of data (for instance a decision tree or a neural network) such that we can use it afterwards to…

Machine Learning · Computer Science 2007-05-23 Carlos Domingo , Ricard Gavalda , Osamu Watanabe

When we test a theory using data, it is common to focus on correctness: do the predictions of the theory match what we see in the data? But we also care about completeness: how much of the predictable variation in the data is captured by…

Machine Learning · Computer Science 2017-06-22 Jon Kleinberg , Annie Liang , Sendhil Mullainathan

The paper deals with minimax optimal statistical tests for two composite hypotheses, where each hypothesis is defined by a non-parametric uncertainty set of feasible distributions. It is shown that for every pair of uncertainty sets of the…

Statistics Theory · Mathematics 2018-04-17 Michael Fauss , Abdelhak M. Zoubir , H. Vincent Poor

Maximum satisfiability is a canonical NP-hard optimization problem that appears empirically hard for random instances. Let us say that a Conjunctive normal form (CNF) formula consisting of $k$-clauses is $p$-satisfiable if there exists a…

Probability · Mathematics 2007-05-23 Dimitris Achlioptas , Assaf Naor , Yuval Peres

There has a major problem in the current theory of hypothesis testing in which no unified indicator to evaluate the goodness of various test methods since the cost function or utility function usually relies on the specific application…

Statistics Theory · Mathematics 2023-06-19 Dazhuan Xu , Nan Wang

This paper reviews recent developments in fundamental limits and optimal algorithms for change point analysis. We focus on minimax optimal rates in change point detection and localisation, in both parametric and nonparametric models. We…

Statistics Theory · Mathematics 2020-11-04 Yi Yu

We consider the quickest change detection problem where both the parameters of pre- and post- change distributions are unknown, which prevents the use of classical simple hypothesis testing. Without additional assumptions, optimal solutions…

Machine Learning · Computer Science 2021-06-10 Firas Jarboui , Viannet Perchet

We consider the first problem that appears in any application of synchronizing automata, namely, the problem of deciding whether or not a given $n$-state $k$-letter automaton is synchronizing. First we generalize results from…

Formal Languages and Automata Theory · Computer Science 2019-03-20 Mikhail V. Berlinkov

Evaluating performance across optimization algorithms on many problems presents a complex challenge due to the diversity of numerical scales involved. Traditional data processing methods, such as hypothesis testing and Bayesian inference,…

Optimization and Control · Mathematics 2024-09-10 Yunpeng Jinng , Qunfeng Liu

Given a database and a target attribute of interest, how can we tell whether there exists a functional, or approximately functional dependence of the target on any set of other attributes in the data? How can we reliably, without bias to…

Databases · Computer Science 2017-06-20 Panagiotis Mandros , Mario Boley , Jilles Vreeken

Optimization - minimization or maximization - in the lattice of subsets is a frequent operation in Artificial Intelligence tasks. Examples are subset-minimal model-based diagnosis, nonmonotonic reasoning by means of circumscription, or…

Artificial Intelligence · Computer Science 2016-12-23 Wolfgang Faber , Mauro Vallati , Federico Cerutti , Massimiliano Giacomin

In a distinguishing problem, the input is a sample drawn from one of two distributions and the algorithm is tasked with identifying the source distribution. The performance of a distinguishing algorithm is measured by its advantage, i.e.,…

Computational Complexity · Computer Science 2025-07-22 Ansh Nagda , Prasad Raghavendra

Statistical hypothesis testing serves as statistical evidence for scientific innovation. However, if the reported results are intentionally biased, hypothesis testing no longer controls the rate of false discovery. In particular, we study…

Methodology · Statistics 2018-10-12 Junpei Komiyama , Takanori Maehara

Modern statistical analyses often involve testing large numbers of hypotheses. In many situations, these hypotheses may have an underlying tree structure that not only helps determine the order that tests should be conducted but also…

Methodology · Statistics 2019-03-19 Yunxiao Li , Yi-Juan Hu , Glen A. Satten

We consider the problem of inference on a regression function at a point when the entire function satisfies a sign or shape restriction under the null. We propose a test that achieves the optimal minimax rate adaptively over a range of…

Statistics Theory · Mathematics 2015-10-15 Timothy Armstrong

We formulate and study a fundamental search and detection problem, Schedule Optimization, motivated by a variety of real-world applications, ranging from monitoring content changes on the web, social networks, and user activities to…

Data Structures and Algorithms · Computer Science 2015-09-11 Ahmad Mahmoody , Evgenios M. Kornaropoulos , Eli Upfal

For many optimization problems in machine learning, finding an optimal solution is computationally intractable and we seek algorithms that perform well in practice. Since computational intractability often results from pathological…

Machine Learning · Computer Science 2021-02-25 Eric Balkanski , Sharon Qian , Yaron Singer
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