Related papers: On Consistent Hypothesis Testing
The problem of robust hypothesis testing is studied, where under the null and the alternative hypotheses, the data-generating distributions are assumed to be in some uncertainty sets, and the goal is to design a test that performs well…
We propose a new testing procedure for detecting localized departures from monotonicity of a signal embedded in white noise. In fact, we perform simultaneously several tests that aim at detecting departures from concavity for the integrated…
Many scientific applications involve testing theories that are only partially specified. This task often amounts to testing the goodness-of-fit of a candidate distribution while allowing for reasonable deviations from it. The tolerant…
We consider the problem of quickly detecting a signal in a sensor network when the subset of sensors in which signal may be present is completely unknown. We formulate this problem as a sequential hypothesis testing problem with a simple…
The purpose of an entanglement witness experiment is to certify the creation of an entangled state from a finite number of trials. The statistical confidence of such an experiment is typically expressed as the number of observed standard…
Change in the coefficients or in the mean of the innovation distribution of an INAR(p) process is a sign of disturbance that is important to detect. The methods of this paper can test for change in any one of these quantities separately, or…
For given non-consistent initial conditions, we study the stability of a class of generalised linear systems of difference equations with constant coefficients and taking into account that the leading coefficient can be a singular matrix.…
The score test statistic using the observed information is easy to compute numerically. Its large sample distribution under the null hypothesis is well known and is equivalent to that of the score test based on the expected information, the…
A distributed binary hypothesis testing problem is studied with one observer and two decision centers. Achievable type-II error exponents are derived for testing against conditional independence when the observer communicates with the two…
Searching for evidence of neutrino oscillations is an important problem in particle physics. Suppose that evidence for neutrino oscillations from an LSND experiment reports a significant positive oscillation probability, but that the LSND…
Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we study differentially private tests of independence between a categorical and a continuous variable. We take…
We pose a fundamental question in computational learning theory: can we efficiently test whether a training set satisfies the assumptions of a given noise model? This question has remained unaddressed despite decades of research on learning…
In Bayesian statistics the precise point-null hypothesis $\theta=\theta_0$ can be tested by checking whether $\theta_0$ is contained in a credible set. This permits testing of $\theta=\theta_0$ without having to put prior probabilities on…
We propose and study a general method for construction of consistent statistical tests on the basis of possibly indirect, corrupted, or partially available observations. The class of tests devised in the paper contains Neyman's smooth…
The group testing problem concerns discovering a small number of defective items within a large population by performing tests on pools of items. A test is positive if the pool contains at least one defective, and negative if it contains no…
Stationarity is a very general, qualitative assumption, that can be assessed on the basis of application specifics. It is thus a rather attractive assumption to base statistical analysis on, especially for problems for which less general…
Compositional data (i.e., data comprising random variables that sum up to a constant) arises in many applications including microbiome studies, chemical ecology, political science, and experimental designs. Yet when compositional data serve…
Voltage instability is a major threat in power system operation. The growing presence of constant power loads significantly aggravates this issue, hence motivating the development of new analysis methods for both existence and stability of…
The goal of the paper is to develop a specific application of the convex optimization based hypothesis testing techniques developed in A. Juditsky, A. Nemirovski, "Hypothesis testing via affine detectors," Electronic Journal of Statistics…
The deviation test belong to core tools in point process statistics, where hypotheses are typically tested considering differences between an empirical summary function and its expectation under the null hypothesis, which depend on a…