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Considering two independent Poisson processes, we address the question of testing equality of their respective intensities. We first propose single tests whose test statistics are U-statistics based on general kernel functions. The…

Statistics Theory · Mathematics 2012-11-15 Magalie Fromont , Béatrice Laurent , Patricia Reynaud-Bouret

The Maximum Mean Discrepancy (MMD) is a widely used multivariate distance metric for two-sample testing. The standard MMD test statistic has an intractable null distribution typically requiring costly resampling or permutation approaches…

Methodology · Statistics 2026-02-24 Anirban Chatterjee , Aaditya Ramdas

This paper characterizes the optimal type-II error exponent for a distributed hypothesis testing-against-independence problem when the \emph{expected} rate of the sensor-detector link is constrained. Unlike for the well-known…

Information Theory · Computer Science 2019-10-21 Sadaf Salehkalaibar , Michele Wigger

A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the samples. The choice…

Machine Learning · Computer Science 2014-02-11 Wojciech Zaremba , Arthur Gretton , Matthew Blaschko

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 investigate the nonparametric, composite hypothesis testing problem for arbitrary unknown distributions in the asymptotic regime where both the sample size and the number of hypotheses grow exponentially large. Such asymptotic analysis…

Information Theory · Computer Science 2019-01-30 Qunwei Li , Tiexing Wang , Donald J. Bucci , Yingbin Liang , Biao Chen , Pramod K. Varshney

The generalized quantum Stein's lemma characterizes the optimal asymptotic exponent of the type-II error in quantum hypothesis testing for an independent and identically distributed (IID) null hypothesis against a composite alternative…

Quantum Physics · Physics 2026-05-21 Haruka Kanazawa , Hayata Yamasaki

This paper is concerned with testing normality in a Hilbert space based on the maximum mean discrepancy. Specifically, we discuss the behavior of the test from two standpoints: asymptotics and practical aspects. Asymptotic normality of the…

Statistics Theory · Mathematics 2019-02-12 Natsumi Makigusa , Kanta Naito

For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…

Methodology · Statistics 2022-05-12 Long Feng , Tiefeng Jiang , Xiaoyun Li , Binghui Liu

In the statistical literature, as well as in artificial intelligence and machine learning, measures of discrepancy between two probability distributions are largely used to develop measures of goodness-of-fit. We concentrate on quadratic…

Methodology · Statistics 2025-10-01 Marianthi Markatou , Giovanni Saraceno

We study the problem of active nonparametric sequential two-sample testing over multiple heterogeneous data sources. In each time slot, a decision-maker adaptively selects one of $K$ data sources and receives a paired sample generated from…

Statistics Theory · Mathematics 2025-12-30 Chia-Yu Hsu , Shubhanshu Shekhar

In this paper, we consider sequential testing over a single-sensor, a single-decision center setup. At each time instant $t$, the sensor gets $k$ samples $(k>0)$ and describes the observed sequence until time $t$ to the decision center over…

Information Theory · Computer Science 2021-09-20 Sadaf Salehkalaibar , Vincent Y. F. Tan

Given two families of quantum states $A$ and $B$, called the null and the alternative hypotheses, quantum hypothesis testing is the task of determining whether an unknown quantum state belongs to $A$ or $B$. Mistaking $A$ for $B$ is a type…

Quantum Physics · Physics 2025-10-09 Ludovico Lami

We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…

Methodology · Statistics 2015-12-11 Till Hoffmann , Nick S. Jones

Testing the equality of two conditional distributions is crucial in various modern applications, including transfer learning and causal inference. Despite its importance, this fundamental problem has received surprisingly little attention…

Methodology · Statistics 2025-09-04 Jian Yan , Zhuoxi Li , Xianyang Zhang

Maximum mean discrepancy (MMD) has enjoyed a lot of success in many machine learning and statistical applications, including non-parametric hypothesis testing, because of its ability to handle non-Euclidean data. Recently, it has been…

Statistics Theory · Mathematics 2025-01-24 Omar Hagrass , Bharath K. Sriperumbudur , Bing Li

We investigate the ability of a quantum measurement device to discriminate two states or, generically, two hypothesis. In full generality, the measurement can be performed a number $n$ of times, and arbitrary pre-processing of the states…

Quantum Physics · Physics 2017-04-26 Christoph Hirche , Masahito Hayashi , Emilio Bagan , John Calsamiglia

Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…

Information Theory · Computer Science 2018-12-07 Lin Zhou , Vincent Y. F. Tan , Mehul Motani

Nonparametric tests via kernel embedding of distributions have witnessed a great deal of practical successes in recent years. However, statistical properties of these tests are largely unknown beyond consistency against a fixed alternative.…

Statistics Theory · Mathematics 2019-09-10 Tong Li , Ming Yuan

The problem of distributed testing against independence with variable-length coding is considered when the \emph{average} and not the \emph{maximum} communication load is constrained as in previous works. The paper characterizes the optimum…

Information Theory · Computer Science 2020-05-19 Sadaf Salehkalaibar , Michele Wigger