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Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…

Probability · Mathematics 2025-04-28 Supratik Basu , Arun K Kuchibhotla

We consider the multiple hypothesis testing problem for symmetric quantum state discrimination between r given states \sigma_1,...,\sigma_r. By splitting up the overall test into multiple binary tests in various ways we obtain a number of…

Quantum Physics · Physics 2014-11-05 Koenraad M. R. Audenaert , Milán Mosonyi

Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…

Methodology · Statistics 2012-03-06 David Shilane , Derek Bean

We exhibit some strong positivity properties of a certain function which implies a key inequality that in turn implies the lower bound formula for the probability of correct selection in the Levin-Robbins-Leu family of sequential subset…

Probability · Mathematics 2020-09-08 Bruce Levin , Cheng-Shiun Leu

The higher criticism of a family of tests starts with the individual uncorrected p-values of each test. It then requires a procedure for deciding whether the collection of p-values indicates the presence of a real effect and if possible…

In this paper, we study the conjunction of possibility measures when they are interpreted as coherent upper probabilities, that is, as upper bounds for some set of probability measures. We identify conditions under which the minimum of two…

Probability · Mathematics 2018-07-12 Enrique Miranda , Matthias C. M. Troffaes , Sebastien Destercke

A resurgence of interest in multiple hypothesis testing has occurred in the last decade. Motivated by studies in genomics, microarrays, DNA sequencing, drug screening, clinical trials, bioassays, education and psychology, statisticians have…

Statistics Theory · Mathematics 2007-06-13 Arthur Cohen , Harold B. Sackrowitz

In this paper, lower bounds on the probability of a finite union of events are considered, i.e. $P\left(\bigcup_{i=1}^N A_i\right)$, in terms of the individual event probabilities $\{P(A_i), i=1,\ldots,N\}$ and the sums of the pairwise…

Probability · Mathematics 2019-02-05 Jun Yang , Fady Alajaji , Glen Takahara

We consider a class of hypothesis testing problems where the null hypothesis postulates $M$ distributions for the observed data, and there is only one possible distribution under the alternative. We show that one can use a stochastic mirror…

We consider the problem of minimizing a sum of non-convex functions over a compact domain, subject to linear inequality and equality constraints. Approximate solutions can be found by solving a convexified version of the problem, in which…

Optimization and Control · Mathematics 2016-01-12 Madeleine Udell , Stephen Boyd

Large-scale multiple testing problems require the simultaneous assessment of many p-values. This paper compares several methods to assess the evidence in multiple binomial counts of p-values: the maximum of the binomial counts after…

Methodology · Statistics 2014-02-26 Guenther Walther

The discrimination between non-orthogonal quantum states plays a pivotal role in quantum information processing and quantum technology. Strategies that minimize the error probability are of particular importance, but they are only known for…

Quantum Physics · Physics 2025-05-16 Georgios M. Nikolopoulos

Estimation of multiple parameters in an unknown Hamiltonian is investigated. We present upper and lower bounds on the time required to complete the estimation within a prescribed tolerance $\delta$. The lower bound is given on the basis of…

Quantum Physics · Physics 2018-01-10 Naoto Kura , Masahito Ueda

There are many different notions of optimality even in testing a single hypothesis. In the multiple testing area, the number of possibilities is very much greater. The paper first will describe multiplicity issues that arise in tests…

Statistics Theory · Mathematics 2007-06-13 Juliet Popper Shaffer

Suppose $\widehat\theta_n$ is a strongly consistent estimator for $\theta_0$ in some i.i.d. situation. Let $N_\varepsilon$ and $Q_\varepsilon$ be respectively the last $n$ and the total number of $n$ for which $\widehat\theta_n$ is at least…

Statistics Theory · Mathematics 2026-03-11 Nils Lid Hjort , Grete Fenstad

We give simple proofs, under minimal hypotheses, of the Weak Law of Large Numbers and the Central Limit Theorem for independent identically distributed random variables. These proofs use only the elementary calculus, together with the most…

Probability · Mathematics 2012-07-26 Nicholas Pippenger

The Bruss-Robertson inequality gives a bound on the maximal number of elements of a random sample whose sum is less than a specified value, and the extension of that inequality which is given here neither requires the independence of the…

Probability · Mathematics 2015-10-06 J. Michael Steele

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

If part of a population is hidden but two or more sources are available that each cover parts of this population, dual- or multiple-system(s) estimation can be applied to estimate this population. For this it is common to use the log-linear…

Methodology · Statistics 2023-11-06 Daan B. Zult , Peter G. M. van der Heijden , Bart F. M. Bakker

The average properties of the well-known Subset Sum Problem can be studied by the means of its randomised version, where we are given a target value $z$, random variables $X_1, \ldots, X_n$, and an error parameter $\varepsilon > 0$, and we…