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We consider Bayesian multiple statistical classification problem in the case where the unknown source distributions are estimated from the labeled training sequences, then the estimates are used as nominal distributions in a robust…

Information Theory · Computer Science 2021-10-11 Hüseyin Afşer

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Statistics Theory · Mathematics 2022-11-15 Loris Michel , Jeffrey Näf , Nicolai Meinshausen

The Neyman-Pearson (NP) binary classification paradigm constrains the more severe type of error (e.g., the type I error) under a preferred level while minimizing the other (e.g., the type II error). This paradigm is suitable for…

Methodology · Statistics 2022-06-07 Jingming Wang , Lucy Xia , Zhigang Bao , Xin Tong

This monograph presents a unified treatment of single- and multi-user problems in Shannon's information theory where we depart from the requirement that the error probability decays asymptotically in the blocklength. Instead, the error…

Information Theory · Computer Science 2015-04-13 Vincent Y. F. Tan

Consider a distributed detection problem in which the underlying distributions of the observations are unknown; instead of these distributions, noisy versions of empirically observed statistics are available to the fusion center. These…

Information Theory · Computer Science 2020-02-13 Haiyun He , Lin Zhou , Vincent Y. F. Tan

A collaborative distributed binary decision problem is considered. Two statisticians are required to declare the correct probability measure of two jointly distributed memoryless process, denoted by $X^n=(X_1,\dots,X_n)$ and…

Information Theory · Computer Science 2016-04-11 Gil Katz , Pablo Piantanida , Merouane Debbah

The asymptotic solution to the problem of comparing the means of two heteroscedastic populations, based on two random samples from the populations, hinges on the pivot underpinning the construction of the confidence interval and the test…

Statistics Theory · Mathematics 2017-10-30 Rajeshwari Majumdar , Suman Majumdar

The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…

Statistics Theory · Mathematics 2019-02-18 Yanglei Song , Georgios Fellouris

Consider a finite set of sources, each producing i.i.d. observations that follow a unique probability distribution on a finite alphabet. We study the problem of matching a finite set of observed sequences to the set of sources under the…

Information Theory · Computer Science 2014-12-09 Jayakrishnan Unnikrishnan

We study high-dimensional asymptotic performance limits of binary supervised classification problems where the class conditional densities are Gaussian with unknown means and covariances and the number of signal dimensions scales faster…

Machine Learning · Statistics 2016-11-17 Mohammad Hossein Rohban , Prakash Ishwar , Birant Orten , William C. Karl , Venkatesh Saligrama

This paper studies distributed binary test of statistical independence under communication (information bits) constraints. While testing independence is very relevant in various applications, distributed independence test is particularly…

Statistics Theory · Mathematics 2021-11-29 Sebastian Espinosa , Jorge F. Silva , Pablo Piantanida

We consider a binary statistical hypothesis testing problem, where $n$ independent and identically distributed random variables $Z^n$ are either distributed according to the null hypothesis $P$ or the alternate hypothesis $Q$, and only $P$…

Information Theory · Computer Science 2022-05-12 K. V. Harsha , Jithin Ravi , Tobias Koch

This paper studies the problem of discriminating two multivariate Gaussian distributions in a distributed manner. Specifically, it characterizes in a special case the optimal typeII error exponent as a function of the available…

Information Theory · Computer Science 2020-05-15 Pierre Escamilla , Abdellatif Zaidi , Michèle Wigger

Contemporary machine learning applications often involve classification tasks with many classes. Despite their extensive use, a precise understanding of the statistical properties and behavior of classification algorithms is still missing,…

Machine Learning · Computer Science 2020-11-17 Christos Thrampoulidis , Samet Oymak , Mahdi Soltanolkotabi

The main purpose of this paper is to present new families of test statistics for studying the problem of goodness-of-fit of some data to a latent class model for binary data. The families of test statistics introduced are based on…

Methodology · Statistics 2014-07-09 Ángel Felipe , Nirian Martín , Pedro Miranda , Leandro Pardo

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. This problem is magnified in high-dimensional settings where the number of variables $p$ diverges with the sample size $n$, as well…

Statistics Theory · Mathematics 2020-02-21 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

In multiple classification, one aims to determine whether a testing sequence is generated from the same distribution as one of the M training sequences or not. Unlike most of existing studies that focus on discrete-valued sequences with…

Machine Learning · Statistics 2024-10-30 Lina Zhu , Lin Zhou

We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…

Econometrics · Economics 2025-02-05 David M. Ritzwoller , Joseph P. Romano , Azeem M. Shaikh

We study a hypothesis testing problem in which data is compressed distributively and sent to a detector that seeks to decide between two possible distributions for the data. The aim is to characterize all achievable encoding rates and…

Information Theory · Computer Science 2011-02-01 Md. Saifur Rahman , Aaron B. Wagner

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

Statistics Theory · Mathematics 2022-07-04 Teppei Ogihara