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We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test. In outlier hypothesis testing, one is given multiple observed sequences, where most sequences are…

Statistics Theory · Mathematics 2022-05-17 Lin Zhou , Yun Wei , Alfred Hero

We consider the problem of binary classification with abstention in the relatively less studied \emph{bounded-rate} setting. We begin by obtaining a characterization of the Bayes optimal classifier for an arbitrary input-label distribution…

Machine Learning · Computer Science 2019-05-24 Shubhanshu Shekhar , Mohammad Ghavamzadeh , Tara Javidi

We consider the problem of sequential hypothesis testing by betting. For a general class of composite testing problems -- which include bounded mean testing, equal mean testing for bounded random tuples, and some key ingredients of…

Statistics Theory · Mathematics 2025-04-04 Ian Waudby-Smith , Ricardo Sandoval , Michael I. Jordan

In the simple quantum hypothesis testing problem, upper bounds on the error probabilities are shown based on a key operator inequality between a density operator and its pinching. Concerning the error exponents, the upper bounds lead to a…

Quantum Physics · Physics 2007-05-23 Tomohiro Ogawa , Masahito Hayashi

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

This paper studies the concentration properties of random codes. Specifically, we show that, for discrete memoryless channels, the error exponent of a randomly generated code with pairwise-independent codewords converges in probability to…

Information Theory · Computer Science 2022-03-16 Lan V. Truong , Giuseppe Cocco , Josep Font-Segura , Albert Guillén i Fàbregas

Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…

Signal Processing · Electrical Eng. & Systems 2024-02-06 Enmao Diao , Taposh Banerjee , Vahid Tarokh

We consider the problem of independence testing for two univariate random variables in a sequential setting. By leveraging recent developments on safe, anytime-valid inference, we propose a test with time-uniform type I error control and…

Methodology · Statistics 2024-01-29 Alexander Henzi , Michael Law

Many tools exist to detect dependence between random variables, a core question across a wide range of machine learning, statistical, and scientific endeavors. Although several statistical tests guarantee eventual detection of any…

Machine Learning · Statistics 2026-03-23 Nathaniel Xu , Feng Liu , Danica J. Sutherland

This paper studies the second-order asymptotics of coding rates for the discrete memoryless multiple-access channel with a fixed target error probability. Using constant-composition random coding, coded time-sharing, and a variant of…

Information Theory · Computer Science 2014-11-18 Jonathan Scarlett , Alfonso Martinez , Albert Guillén i Fàbregas

Learning causal relations from observational data is a fundamental problem with wide-ranging applications across many fields. Constraint-based methods infer the underlying causal structure by performing conditional independence tests.…

Machine Learning · Computer Science 2026-03-24 Marc Franquesa Monés , Jiaqi Zhang , Caroline Uhler

The paper introduces robust independence tests with non-asymptotically guaranteed significance levels for stochastic linear time-invariant systems, assuming that the observed outputs are synchronous, which means that the systems are driven…

Machine Learning · Statistics 2023-08-07 Ambrus Tamás , Dániel Ágoston Bálint , Balázs Csanád Csáji

The form of Dueck and K\"orner's exponent function for correct decoding probability for discrete memoryless channels at rates above the capacity is similar to the form of Csisz\'ar and K\"orner's exponent function for correct decoding…

Information Theory · Computer Science 2016-05-30 Yutaka Jitsumatsu , Yasutada Oohama

Conditional independence testing is a key problem required by many machine learning and statistics tools. In particular, it is one way of evaluating the usefulness of some features on a supervised prediction problem. We propose a novel…

Machine Learning · Statistics 2019-08-02 Marco Henrique de Almeida Inácio , Rafael Izbicki , Rafael Bassi Stern

An approach to reasoning with default rules where the proportion of exceptions, or more generally the probability of encountering an exception, can be at least roughly assessed is presented. It is based on local uncertainty propagation…

Artificial Intelligence · Computer Science 2013-03-26 Stephane Amarger , Didier Dubois , Henri Prade

We consider the additive white Gaussian noise channels. We prove that the error probability of decoding tends to one exponentially for rates above the capacity and derive the optimal exponent function. We shall demonstrate that the…

Information Theory · Computer Science 2017-02-07 Yasutada Oohama

This paper shows that the probability that the error exponent of a given code randomly generated from a pairwise independent ensemble being smaller than a lower bound on the typical random-coding exponent tends to zero as the codeword…

Information Theory · Computer Science 2022-04-04 Giuseppe Cocco , Albert Guillén i Fàbregas , Josep Font-Segura

This article deals with the problem of testing conditional independence between two random vectors ${\bf X}$ and ${\bf Y}$ given a confounding random vector ${\bf Z}$. Several authors have considered this problem for multivariate data.…

Statistics Theory · Mathematics 2025-09-16 Bilol Banerjee

We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. The key idea is simple, i.e., we first transform each…

Methodology · Statistics 2026-01-28 Jinyuan Chang , Yue Du , Jing He , Qiwei Yao

This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional…

Methodology · Statistics 2021-05-18 Zhanrui Cai , Runze Li , Yaowu Zhang
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