English
Related papers

Related papers: Hypothesis Testing via Euclidean Separation

200 papers

A distributed binary hypothesis testing problem, in which multiple observers transmit their observations to a detector over noisy channels, is studied. Given its own side information, the goal of the detector is to decide between two…

Information Theory · Computer Science 2017-04-06 Sreejith Sreekumar , Deniz Gündüz

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…

Econometrics · Economics 2022-01-19 Ron Mittelhammer , George Judge , Miguel Henry

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

We consider the hypothesis testing problem of deciding whether an observed high-dimensional vector has independent normal components or, alternatively, if it has a small subset of correlated components. The correlated components may have a…

Statistics Theory · Mathematics 2012-06-04 Ery Arias-Castro , Sébastien Bubeck , Gábor Lugosi

An important aspect of multiple hypothesis testing is controlling the significance level, or the level of Type I error. When the test statistics are not independent it can be particularly challenging to deal with this problem, without…

Statistics Theory · Mathematics 2009-03-04 Sandy Clarke , Peter Hall

We consider nonparametric or universal sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution. These algorithms are…

Information Theory · Computer Science 2013-08-30 Jithin K. Sreedharan , Vinod Sharma

The asymptotically optimal hypothesis testing problem with the general sources as the null and alternative hypotheses is studied under exponential-type error constraints on the first kind of error probability. Our fundamental philosophy in…

Probability · Mathematics 2007-05-23 Te Sun Han

We revisit the distributed hypothesis testing (or hypothesis testing with communication constraints) problem from the viewpoint of privacy. Instead of observing the raw data directly, the transmitter observes a sanitized or randomized…

Information Theory · Computer Science 2019-06-26 Atefeh Gilani , Selma Belhadj Amor , Sadaf Salehkalaibar , Vincent Y. F. Tan

We study the problem of multiple hypothesis testing for multidimensional data when inter-correlations are present. The problem of multiple comparisons is common in many applications. When the data is multivariate and correlated, existing…

Statistics Theory · Mathematics 2015-06-02 Mahdis Azadbakhsh , Xin Gao , Hanna Jankowski

We address the computational challenge of finding the robust sequential change-point detection procedures when the pre- and post-change distributions are not completely specified. Earlier works [veeravalli 1994] and [Unnikrishnan 2011]…

Methodology · Statistics 2018-03-14 Yang Cao , Yao Xie

We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…

Statistics Theory · Mathematics 2013-01-23 Georgios Fellouris , Alexander G. Tartakovsky

In this work, we revisit outlier hypothesis testing and propose exponentially consistent, low-complexity fixed-length tests that achieve a better tradeoff between detection performance and computational complexity than existing…

Signal Processing · Electrical Eng. & Systems 2026-01-28 Lina Zhu , Lin Zhou

We consider the problem of classification of points sampled from an unknown probability measure on a Euclidean space. We study the question of querying the class label at a very small number of judiciously chosen points so as to be able to…

Machine Learning · Computer Science 2020-12-09 Alexander Cloninger , Hrushikesh Mhaskar

We briefly discuss some interesting questions related to the paper "Hypotheses testing by convex optimization" by Goldenshluger, Juditsky and Nemirovski.

Statistics Theory · Mathematics 2015-08-11 Arnak S. Dalalyan

We leverage recent advances in heavy-tail approximations for global hypothesis testing with dependent studies to construct approximate confidence regions without modeling or estimating their dependence structures. A non-rejection region is…

Methodology · Statistics 2025-10-06 Tianle Liu , Xiao-Li Meng , Natesh S. Pillai

Consider a pair of cumulative distribution functions $F$ and $G$, where $F$ is unknown and $G$ is a known reference distribution. Given a sample from $F$, we propose tests to detect the convexity or the concavity of $G^{-1}\circ F$ versus…

Statistics Theory · Mathematics 2025-06-25 Tommaso Lando , Mohammed Es-Salih Benjrada

The problem of robust binary hypothesis testing is studied. Under both hypotheses, the data-generating distributions are assumed to belong to uncertainty sets constructed through moments; in particular, the sets contain distributions whose…

Statistics Theory · Mathematics 2024-01-09 Akshayaa Magesh , Zhongchang Sun , Venugopal V. Veeravalli , Shaofeng Zou

We consider the problem of multiple hypothesis testing when there is a logical nested structure to the hypotheses. When one hypothesis is nested inside another, the outer hypothesis must be false if the inner hypothesis is false. We model…

Methodology · Statistics 2021-03-17 Jackson H. Loper , Lihua Lei , William Fithian , Wesley Tansey

We study the convergence rates of empirical Bayes posterior distributions for nonparametric and high-dimensional inference. We show that as long as the hyperparameter set is discrete, the empirical Bayes posterior distribution induced by…

Statistics Theory · Mathematics 2020-09-10 Fengshuo Zhang , Chao Gao

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