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We consider the sequential composite binary hypothesis testing problem in which one of the hypotheses is governed by a single distribution while the other is governed by a family of distributions whose parameters belong to a known set…

Information Theory · Computer Science 2022-03-30 Jiachun Pan , Yonglong Li , Vincent Y. F. Tan

This work includes a number of novel contributions for the multiple-source adaptation problem. We present new normalized solutions with strong theoretical guarantees for the cross-entropy loss and other similar losses. We also provide new…

Machine Learning · Computer Science 2018-05-23 Judy Hoffman , Mehryar Mohri , Ningshan Zhang

Neural sequence-to-sequence models are well established for applications which can be cast as mapping a single input sequence into a single output sequence. In this work, we focus on one-to-many sequence transduction problems, such as…

Audio and Speech Processing · Electrical Eng. & Systems 2020-06-26 Jing Shi , Xuankai Chang , Pengcheng Guo , Shinji Watanabe , Yusuke Fujita , Jiaming Xu , Bo Xu , Lei Xie

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

Considering the optimal alignment of two i.i.d. random sequences of length $n$, we show that when the scoring function is chosen randomly, almost surely the empirical distribution of aligned letter pairs in all optimal alignments converges…

Probability · Mathematics 2012-11-26 Raphael Hauser , Heinrich Matzinger

We consider the problem of distributed binary hypothesis testing of two sequences that are generated by an i.i.d. doubly-binary symmetric source. Each sequence is observed by a different terminal. The two hypotheses correspond to different…

Information Theory · Computer Science 2018-01-03 Eli Haim , Yuval Kochman

Distribution testing is a fundamental statistical task with many applications, but we are interested in a variety of problems where systematic mislabelings of the sample prevent us from applying the existing theory. To apply distribution…

Data Structures and Algorithms · Computer Science 2023-04-05 Renato Ferreira Pinto , Nathaniel Harms

We study pattern matching problems on two major representations of uncertain sequences used in molecular biology: weighted sequences (also known as position weight matrices, PWM) and profiles (i.e., scoring matrices). In the simple version,…

Data Structures and Algorithms · Computer Science 2016-07-12 Tomasz Kociumaka , Solon P. Pissis , Jakub Radoszewski

Traditionally, data compression deals with the problem of concisely representing a data source, e.g. a sequence of letters, for the purpose of eventual reproduction (either exact or approximate). In this work we are interested in the case…

Information Theory · Computer Science 2013-12-10 Amir Ingber , Tsachy Weissman

The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…

Statistics Theory · Mathematics 2019-10-29 Aditya Deshmukh , Srikrishna Bhashyam , Venugopal V. Veeravalli

Let $P = \{p(i)\}$ be a measure of strictly positive probabilities on the set of nonnegative integers. Although the countable number of inputs prevents usage of the Huffman algorithm, there are nontrivial $P$ for which known methods find a…

Information Theory · Computer Science 2007-07-13 Michael B. Baer

Distribution matching is the process of invertibly mapping a uniformly distributed input sequence onto sequences that approximate the output of a desired discrete memoryless source. The special case of a binary output alphabet and…

Information Theory · Computer Science 2017-12-19 Patrick Schulte , Bernhard C. Geiger

This paper studies the sample complexity of searching over multiple populations. We consider a large number of populations, each corresponding to either distribution P0 or P1. The goal of the search problem studied here is to find one…

Information Theory · Computer Science 2016-11-17 Matthew L. Malloy , Gongguo Tang , Robert D. Nowak

Learning the minimum/maximum mean among a finite set of distributions is a fundamental sub-task in planning, game tree search and reinforcement learning. We formalize this learning task as the problem of sequentially testing how the minimum…

Machine Learning · Statistics 2018-06-05 Emilie Kaufmann , Wouter Koolen , Aurelien Garivier

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 study sequential multiple testing with independent data streams, where the goal is to identify an unknown subset of signals while controlling commonly used error metrics, including generalized familywise rates and false discovery and…

Statistics Theory · Mathematics 2026-03-06 Jingyu Liu , Yanglei Song

It is frequently of interest to jointly analyze two paired sequences of multiple tests. This paper studies the problem of detecting whether there are more pairs of tests that are significant in both sequences than would be expected by…

Methodology · Statistics 2017-06-26 Sihai Dave Zhao , T. Tony Cai , Hongzhe Li

What advantage do \emph{sequential} procedures provide over batch algorithms for testing properties of unknown distributions? Focusing on the problem of testing whether two distributions $\mathcal{D}_1$ and $\mathcal{D}_2$ on $\{1,\dots,…

Data Structures and Algorithms · Computer Science 2022-05-13 Omar Fawzi , Nicolas Flammarion , Aurélien Garivier , Aadil Oufkir

This article develops a method to construct the optimal sequential test for monitoring the changes in the distribution of finite observation sequences with a general dependence structure. This method allows us to prove that different…

Statistics Theory · Mathematics 2019-08-01 Dong Han , Fugee Tsung , Jinguo Xian

We consider the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution. This problem is investigated in a sequential setup under mild assumptions on the underlying random process. The…

Signal Processing · Electrical Eng. & Systems 2021-05-07 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir