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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

The H\"usler-Reiss distribution describes the limit of the pointwise maxima of a bivariate normal distribution. This distribution is defined by a single parameter, $\lambda$. We provide asymptotic theory for maximum likelihood estimation of…

Statistics Theory · Mathematics 2024-10-16 Hank Flury , Jan Hannig , Richard Smith

This paper considers a problem of distributed hypothesis testing and social learning. Individual nodes in a network receive noisy local (private) observations whose distribution is parameterized by a discrete parameter (hypotheses). The…

Statistics Theory · Mathematics 2016-05-17 Anusha Lalitha , Tara Javidi , Anand Sarwate

We consider a channel-independent decoder which is for i.i.d. random codes what the maximum mutual-information decoder is for constant composition codes. We show that this decoder results in exactly the same i.i.d. random coding error…

Information Theory · Computer Science 2018-11-06 Sergey Tridenski , Ram Zamir

Typical random codes (TRC) in a communication scenario of source coding with side information at the decoder is the main subject of this work. We study the semi-deterministic code ensemble, which is a certain variant of the ordinary random…

Information Theory · Computer Science 2021-01-29 Ran Tamir , Neri Merhav

In this article, the estimation of reliability of a system is discussed $p(y<x)$ when strength, $X$, and stress, $Y$, are two independent exponential distribution with different scale parameters when the available data are type II Censored…

Methodology · Statistics 2008-01-08 A. M. Abd Elfattah , O. Mohamed Marwa

This paper investigates practical coding schemes for Distributed Hypothesis Testing (DHT). While the literature has extensively analyzed the information-theoretic performance of DHT and established bounds on Type-II error exponents through…

Information Theory · Computer Science 2024-05-14 Elsa Dupraz , Ismaila Salihou Adamou , Reza Asvadi , Tad Matsumoto

In confirmatory clinical trials with small sample sizes, hypothesis tests based on asymptotic distributions are often not valid and exact non-parametric procedures are applied instead. However, the latter are based on discrete test…

Methodology · Statistics 2018-02-22 Robin Ristl , Dong Xi , Ekkehard Glimm , Martin Posch

We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…

Statistics Theory · Mathematics 2013-01-23 Georgios Fellouris , Alexander G. Tartakovsky

Correlation analysis is a fundamental problem in statistics. In this paper, we consider the correlation detection problem between a pair of Erdos-Renyi graphs. Specifically, the problem is formulated as a hypothesis testing problem: under…

Statistics Theory · Mathematics 2026-01-21 Dong Huang , Pengkun Yang

This paper concerns the construction of tests for universal hypothesis testing problems, in which the alternate hypothesis is poorly modeled and the observation space is large. The mismatched universal test is a feature-based technique for…

Information Theory · Computer Science 2016-04-18 Dayu Huang , Sean Meyn

The problem of joint sequential detection and isolation is considered in the context of multiple, not necessarily independent, data streams. A multiple testing framework is proposed, where each hypothesis corresponds to a different subset…

Statistics Theory · Mathematics 2022-07-04 Anamitra Chaudhuri , Georgios Fellouris

In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…

Statistics Theory · Mathematics 2019-01-14 Anupam Kundu , Subir Kumar Bhandari

In this paper we introduce a new measure of conditional dependence between two random vectors ${\boldsymbol X}$ and ${\boldsymbol Y}$ given another random vector $\boldsymbol Z$ using the ball divergence. Our measure characterizes…

Statistics Theory · Mathematics 2024-08-01 Bilol Banerjee , Bhaswar B. Bhattacharya , Anil K. Ghosh

We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…

Probability · Mathematics 2020-12-07 Hugh Entwistle , Christopher Lustri , Georgy Sofronov

We revisit $M$-ary classification of Gutman (TIT 1989), where one is tasked to determine whether a testing sequence is generated with the same distribution as one of the $M$ training sequences or not. Our main result is a two-phase test,…

Information Theory · Computer Science 2023-05-29 Lin Zhou , Jun Diao , Lin Bai

In this paper, an achievable error exponent for the multiple-access channel with two independent sources is derived. For each user, the source messages are partitioned into two classes and codebooks are generated by drawing codewords from…

Information Theory · Computer Science 2018-09-06 Arezou Rezazadeh , Josep Font-Segura , Alfonso Martinez , Albert Guillén i Fàbregas

A nonparametric anomalous hypothesis testing problem is investigated, in which there are totally n sequences with s anomalous sequences to be detected. Each typical sequence contains m independent and identically distributed (i.i.d.)…

Machine Learning · Computer Science 2016-12-15 Shaofeng Zou , Yingbin Liang , H. Vincent Poor , Xinghua Shi

We study the problem of testing discrete distributions with a focus on the high probability regime. Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and parameters $0< \epsilon, \delta <1$, we…

Data Structures and Algorithms · Computer Science 2020-09-15 Ilias Diakonikolas , Themis Gouleakis , Daniel M. Kane , John Peebles , Eric Price

We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…

Statistics Theory · Mathematics 2009-08-25 Rui Song , Michael R. Kosorok , Jason P. Fine