Related papers: First- and Second-Order Hypothesis Testing for Mix…
We derive uniform convergence rates for the maximum likelihood estimator and minimax lower bounds for parameter estimation in two-component location-scale Gaussian mixture models with unequal variances. We assume the mixing proportions of…
We derive various error exponents in the bee identification problem under two different decoding rules. Under na\"ive decoding, which decodes each bee independently of the others, we analyze a general discrete memoryless channel and a…
We derive a necessary and sufficient condition for a sequence of quantum measurements to achieve the optimal performance in quantum hypothesis testing. Using an information-spectrum method, we discuss what quantum measurement we should…
We consider the one helper source coding problem posed and investigated by Ahlswede, K\"orner and Wyner. In this system, the error probability of decoding goes to one as the source block length $n$ goes to infinity. This implies that we…
We derive a general formula of the minimum achievable rate for fixed-to-variable length coding with a regular cost function by allowing the error probability up to a constant $\varepsilon$. For a fixed-to-variable length code, we call the…
In this paper, two new classes of lower bounds on the probability of error for $m$-ary hypothesis testing are proposed. Computation of the minimum probability of error which is attained by the maximum a-posteriori probability (MAP)…
We develop a principled approach to obtain exact computer-aided worst-case guarantees on the performance of second-order optimization methods on classes of univariate functions. We first present a generic technique to derive interpolation…
We study the Chernoff-Stein exponent of the following binary hypothesis testing problem: Associated with each hypothesis is a set of channels. A transmitter, without knowledge of the hypothesis, chooses the vector of inputs to the channel.…
In order to estimate causal effects in a randomized experiment where spillovers are suspected to occur, analysts must posit a model of interference. The most popular class of interference models are those based on exposure mappings. In…
Statistical learning theory and the Probably Approximately Correct (PAC) criterion are the common approach to mathematical learning theory. PAC is widely used to analyze learning problems and algorithms, and have been studied thoroughly.…
We develop a pseudo-likelihood theory for rank one matrix estimation problems in the high dimensional limit. We prove a variational principle for the limiting pseudo-maximum likelihood which also characterizes the performance of the…
Simultaneous testing of one hypothesis at multiple alpha levels can be performed within a conventional Neyman-Pearson framework. This is achieved by treating the hypothesis as a family of hypotheses, each member of which explicitly concerns…
The problem of estimating the directed information rate between two discrete processes $\{X_n\}$ and $\{Y_n\}$ via the plug-in (or maximum-likelihood) estimator is considered. When the joint process $\{(X_n,Y_n)\}$ is a Markov chain of a…
We consider the problem of guessing the realization of a random variable but under more general Tsallis' non-extensive entropic framework rather than the classical Maxwell-Boltzman-Gibbs-Shannon framework. We consider both the conditional…
The R\'enyi information measures are characterized in terms of their Shannon counterparts, and properties of the former are recovered from first principle via the associated properties of the latter. Motivated by this characterization, a…
We study an optimized measurement that discriminates two mixed quantum states with maximum confidence for each conclusive result, thereby keeping the overall probability of inconclusive results as small as possible. When the rank of the…
The trade-off between the two types of errors in binary state discrimination may be quantified in the asymptotics by various error exponents. In the case of simple i.i.d. hypotheses, each of these exponents is equal to a divergence…
Point estimation is a fundamental statistical task. Given the wide selection of available point estimators, it is unclear, however, what, if any, would be universally-agreed theoretical reasons to generally prefer one such estimator over…
Asymptotic efficiency of targeted maximum likelihood estimators (TMLE) of target features of the data distribution relies on a a second order remainder being asymptotically negligible. In previous work we proposed a nonparametric MLE termed…
In this paper we consider the problem of binary hypothesis testing with finite memory systems. Let $X_1,X_2,\ldots$ be a sequence of independent identically distributed Bernoulli random variables, with expectation $p$ under $\mathcal{H}_0$…