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We give a nearly-optimal algorithm for testing uniformity of distributions supported on $\{-1,1\}^n$, which makes $\tilde O (\sqrt{n}/\varepsilon^2)$ queries to a subcube conditional sampling oracle (Bhattacharyya and Chakraborty (2018)).…

Data Structures and Algorithms · Computer Science 2021-02-08 Clément L. Canonne , Xi Chen , Gautam Kamath , Amit Levi , Erik Waingarten

Bell inequalities are mathematical constructs that demarcate the boundary between quantum and classical physics. A new class of multiplicative Bell inequalities originating from a volume maximization game (based on products of correlators…

Under a multinormal distribution with arbitrary unknown covariance matrix, the main purpose of this paper is to propose a framework to achieve the goal of reconciliation of Bayesian, frequentist and Fisherian paradigms for the problems of…

Statistics Theory · Mathematics 2019-12-24 Ming-Tien Tsai

We consider the problem of estimating the joint distribution of $n$ independent random variables. Our approach is based on a family of candidate probabilities that we shall call a model and which is chosen to either contain the true…

Statistics Theory · Mathematics 2021-06-01 Yannick Baraud

This paper settles the sample complexity of single-parameter revenue maximization by showing matching upper and lower bounds, up to a poly-logarithmic factor, for all families of value distributions that have been considered in the…

Computer Science and Game Theory · Computer Science 2019-04-11 Chenghao Guo , Zhiyi Huang , Xinzhi Zhang

Measurements are generally collected as unilateral or bilateral data in clinical trials or observational studies. For example, in ophthalmologic studies, statistical tests are often based on one or two eyes of an individual. For bilateral…

Methodology · Statistics 2020-10-08 Chang-Xing Ma , Kejia Wang

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

Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…

Methodology · Statistics 2017-03-22 Hachem Saddiki , Andrew C. Trapp , Patrick Flaherty

We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test under the generalized Neyman-Pearson criterion. In outlier hypothesis testing, one is given multiple…

Information Theory · Computer Science 2022-02-15 Lin Zhou , Yun Wei , Alfred Hero

The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a…

Machine Learning · Computer Science 2013-11-08 Moshe Dubiner , Matan Gavish , Yoram Singer

Given a stream of Bernoulli random variables, consider the problem of estimating the mean of the random variable within a specified relative error with a specified probability of failure. Until now, the Gamma Bernoulli Approximation Scheme…

Machine Learning · Computer Science 2022-10-25 Mark Huber

This paper provides an overview of results and concepts in minimax robust hypothesis testing for two and multiple hypotheses. It starts with an introduction to the subject, highlighting its connection to other areas of robust statistics and…

Information Theory · Computer Science 2021-05-21 Michael Fauß , Abdelhak M. Zoubir , H. Vincent Poor

In this paper, explicit error bounds are derived in the approximation of rank $k$ projections of certain $n$-dimensional random vectors by standard $k$-dimensional Gaussian random vectors. The bounds are given in terms of $k$, $n$, and a…

Probability · Mathematics 2007-06-07 Elizabeth Meckes

Under the null hypothesis, the marginal probability of the positive response is symmetric at any specified correlated coefficient, and the discordance probability is also symmetric to the positive response probability. The marginal…

Methodology · Statistics 2022-11-11 Guanghui Huang

We define a family of binary outcome $n$-party $m\leq n$ settings per party Bell inequalities whose members require the least detection efficiency for their violation among all known inequalities of the same type. This gives upper bounds…

Quantum Physics · Physics 2015-11-18 Karoly F. Pal , Tamas Vertesi

The task of binary quantum hypothesis testing is to determine the state of a quantum system via measurements on it, given the side information that it is in one of two possible states, say $\rho$ and $\sigma$. This task is generally studied…

Quantum Physics · Physics 2021-04-21 Robert Salzmann , Nilanjana Datta

In this paper we develop a novel bootstrap test for the comparison of two multinomial distributions. The two distributions are called {\it equivalent} or {\it similar} if a norm of the difference between the class probabilities is smaller…

Statistics Theory · Mathematics 2023-05-16 Patrick Bastian , Holger Dette , Lukas Koletzko

Recently Liu and Wang derived the likelihood ratio test (LRT) statistic and its asymptotic distribution for testing equality of two multinomial distributions vs. the alternative that the second distribution is larger in terms of increasing…

Statistics Theory · Mathematics 2007-06-13 Arthur Cohen , John Kolassa , Harold Sackrowitz

Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…

Statistics Theory · Mathematics 2017-02-14 Yanglei Song , Georgios Fellouris

We establish new upper and lower bounds on the number of queries required to test convexity of functions over various discrete domains. 1. We provide a simplified version of the non-adaptive convexity tester on the line. We re-prove the…

Computational Complexity · Computer Science 2019-08-08 Aleksandrs Belovs , Eric Blais , Abhinav Bommireddi