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In "Recognizing the Maximum of a Sequence", Gilbert and Mosteller analyze a full information game where n measurements from an uniform distribution are drawn and a player (knowing n) must decide at each draw whether or not to choose that…

Probability · Mathematics 2018-05-30 Marcos Costa Santos Carreira

Two-sample hypothesis testing-determining whether two sets of data are drawn from the same distribution-is a fundamental problem in statistics and machine learning with broad scientific applications. In the context of nonparametric testing,…

Machine Learning · Statistics 2026-04-21 Antoine Chatalic , Marco Letizia , Nicolas Schreuder , Lorenzo Rosasco

Consider the set of source distributions within a fixed maximum relative entropy with respect to a given nominal distribution. Lossless source coding over this relative entropy ball can be approached in more than one way. A problem…

Information Theory · Computer Science 2011-05-03 Michael B. Baer , Farzad Rezaei , Charalambos D. Charalambous

We consider sequences of finite weighted random graphs that converge locally to unimodular i.i.d. weighted random trees. When the weights are atomless, we prove that the matchings of maximal weight converge locally to a matching on the…

Probability · Mathematics 2025-03-31 Nathanaël Enriquez , Mike Liu , Laurent Ménard , Vianney Perchet

Neural Processes (NPs) (Garnelo et al 2018a;b) approach regression by learning to map a context set of observed input-output pairs to a distribution over regression functions. Each function models the distribution of the output given an…

Machine Learning · Computer Science 2019-07-10 Hyunjik Kim , Andriy Mnih , Jonathan Schwarz , Marta Garnelo , Ali Eslami , Dan Rosenbaum , Oriol Vinyals , Yee Whye Teh

In a complete bipartite graph with vertex sets of cardinalities $n$ and $m$, assign random weights from exponential distribution with mean 1, independently to each edge. We show that, as $n\rightarrow\infty$, with $m = \lceil…

Probability · Mathematics 2014-05-07 Mustafa Khandwawala

We focus on one-sided, mixture-based stopping rules for the problem of sequential testing a simple null hypothesis against a composite alternative. For the latter, we consider two cases---either a discrete alternative or a continuous…

Statistics Theory · Mathematics 2012-04-25 Georgios Fellouris , Alexander G. Tartakovsky

We revisit the problem of counting the number of copies of a fixed graph in a random graph or multigraph, for various models of random (multi)graphs. For our proofs we introduce the notion of \emph{patchworks} to describe the possible…

We use the method of Maximum (relative) Entropy to process information in the form of observed data and moment constraints. The generic "canonical" form of the posterior distribution for the problem of simultaneous updating with data and…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Adom Giffin , Ariel Caticha

Adapting to dynamic data distributions is a practical yet challenging task. One effective strategy is to use a model ensemble, which leverages the diverse expertise of different models to transfer knowledge to evolving data distributions.…

In this paper, we consider multistopping problems for finite discrete time sequences $X_1,...,X_n$. $m$-stops are allowed and the aim is to maximize the expected value of the best of these $m$ stops. The random variables are neither assumed…

Probability · Mathematics 2012-01-04 Andreas Faller , Ludger Rüschendorf

In confirmatory clinical trials with small sample sizes, hypothesis tests based on asymptotic distributions are often not valid and exact non-parametric procedures are applied instead. However, the latter are based on discrete test…

Methodology · Statistics 2018-02-22 Robin Ristl , Dong Xi , Ekkehard Glimm , Martin Posch

We study the complexity of the problem of searching for a set of patterns that separate two given sets of strings. This problem has applications in a wide variety of areas, most notably in data mining, computational biology, and in…

Computational Complexity · Computer Science 2016-12-20 Giuseppe Lancia , Luke Mathieson , Pablo Moscato

Many machine learning tasks, such as learning with invariance and policy evaluation in reinforcement learning, can be characterized as problems of learning from conditional distributions. In such problems, each sample $x$ itself is…

Machine Learning · Computer Science 2017-01-03 Bo Dai , Niao He , Yunpeng Pan , Byron Boots , Le Song

We revisit outlier hypothesis testing, propose exponentially consistent low complexity fixed-length and sequential tests and show that our tests achieve better tradeoff between detection performance and computational complexity than…

Information Theory · Computer Science 2026-01-09 Jun Diao , Jingjing Wang , Lin Zhou

Equivalence testing, a fundamental problem in the field of distribution testing, seeks to infer if two unknown distributions on $[n]$ are the same or far apart in the total variation distance. Conditional sampling has emerged as a powerful…

Data Structures and Algorithms · Computer Science 2024-03-08 Diptarka Chakraborty , Sourav Chakraborty , Gunjan Kumar , Kuldeep S. Meel

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

We propose a new approach to sequential testing which is an adaptive (on-line) extension of the (off-line) framework developed in [10]. It relies upon testing of pairs of hypotheses in the case where each hypothesis states that the vector…

Statistics Theory · Mathematics 2017-02-27 Anatoli Juditsky , Arkadi Nemirovski

In this letter, we consider multiple statistical classification problem where a sequence of n independent and identically distributed observations, that are generated by one of M discrete sources, need to be classified. The source…

Information Theory · Computer Science 2021-08-31 Hüseyin Afşer

The problem of reconstructing a sequence of independent and identically distributed symbols from a set of equal size, consecutive, fragments, as well as a dependent reference sequence, is considered. First, in the regime in which the…

Information Theory · Computer Science 2023-07-20 Nir Weinberger , Ilan Shomorony