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The convex conjugate (i.e., the Legendre transform) of Type II error probability (volume) as a function of Type I error probability (volume) is determined for the hypothesis testing problem with randomized detectors. The derivation relies…

Information Theory · Computer Science 2026-01-15 Barış Nakiboğlu

We propose a general new method, the conditional permutation test, for testing the conditional independence of variables $X$ and $Y$ given a potentially high-dimensional random vector $Z$ that may contain confounding factors. The proposed…

Methodology · Statistics 2019-05-08 Thomas B. Berrett , Yi Wang , Rina Foygel Barber , Richard J. Samworth

Recall the classical hypothesis testing setting with two convex sets of probability distributions P and Q. One receives either n i.i.d. samples from a distribution p in P or from a distribution q in Q and wants to decide from which set the…

Information Theory · Computer Science 2020-07-20 Fernando G. S. L. Brandao , Aram W. Harrow , James R. Lee , Yuval Peres

The trade-off between the two types of errors in binary state discrimination may be quantified in the asymptotics by various error exponents. In the case of simple i.i.d. hypotheses, each of these exponents is equal to a divergence…

Quantum Physics · Physics 2023-01-18 Milán Mosonyi , Zsombor Szilágyi , Mihály Weiner

The detection of hidden two-dimensional Gauss-Markov random fields using sensor networks is considered. Under a conditional autoregressive model, the error exponent for the Neyman-Pearson detector satisfying a fixed level constraint is…

Information Theory · Computer Science 2016-11-15 Youngchul Sung , H. Vincent Poor , Heejung Yu

A Lagrange-dual (Gallager-style) lower bound is derived for the error exponent function of the typical random code (TRC) pertaining to the i.i.d. random coding ensemble and mismatched stochastic likelihood decoding. While the original…

Information Theory · Computer Science 2019-08-13 Neri Merhav

The generalized Poor-Verdu error lower bound established in [1] for multihypothesis testing is studied in the classical channel coding context. It is proved that for any sequence of block codes sent over the memoryless binary symmetric…

Information Theory · Computer Science 2021-11-05 Ling-Hua Chang , Po-Ning Chen , Fady Alajaji , Yunghsiang S. Han

We present a test for the problem of decentralized sequential hypothesis testing, which is asymptotically optimum. By selecting a suitable sampling mechanism at each sensor, communication between sensors and fusion center is asynchronous…

Methodology · Statistics 2009-08-31 Georgios Fellouris , George V. Moustakides

Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…

Methodology · Statistics 2018-10-15 Sairam Rayaprolu , Zhiyi Chi

We study the statistical limits of testing and estimation for a rank one deformation of a Gaussian random tensor. We compute the sharp thresholds for hypothesis testing and estimation by maximum likelihood and show that they are the same.…

Probability · Mathematics 2023-06-23 Aukosh Jagannath , Patrick Lopatto , Leo Miolane

The error exponent of fixed-length lossy source coding was established by Marton. Ahlswede showed that this exponent can be discontinuous at a rate $R$, depending on the probability distribution $P$ of the given information source and the…

Information Theory · Computer Science 2023-04-25 Yutaka Jitsumatsu

Algorithms based on multiple decoding attempts of Reed-Solomon (RS) codes have recently attracted new attention. Choosing decoding candidates based on rate-distortion (R-D) theory, as proposed previously by the authors, currently provides…

Information Theory · Computer Science 2016-11-17 Phong S. Nguyen , Henry D. Pfister , Krishna R. Narayanan

We provide two results concerning the optimality of the maximum mutual information (MMI) decoder. First, we prove that the error exponents of the typical random codes under the optimal maximum likelihood (ML) decoder and the MMI decoder are…

Information Theory · Computer Science 2020-07-27 Ran Tamir , Neri Merhav

The Bayesian formulation of sequentially testing $M \ge 3$ hypotheses is studied in the context of a decentralized sensor network system. In such a system, local sensors observe raw observations and send quantized sensor messages to a…

Statistics Theory · Mathematics 2016-11-15 Yan Wang , Yajun Mei

We consider the problem of estimating a $d$-dimensional discrete distribution from its samples observed under a $b$-bit communication constraint. In contrast to most previous results that largely focus on the global minimax error, we study…

Information Theory · Computer Science 2021-11-02 Wei-Ning Chen , Peter Kairouz , Ayfer Özgür

Suppose that we have two training sequences generated by parametrized distributions $P_{\theta^*}$ and $P_{\xi^*}$, where $\theta^*$ and $\xi^*$ are unknown true parameters. Given training sequences, we study the problem of classifying…

Information Theory · Computer Science 2021-05-04 Shota Saito , Toshiyasu Matsushima

The problem of hypothesis testing against independence for a Gauss-Markov random field (GMRF) is analyzed. Assuming an acyclic dependency graph, an expression for the log-likelihood ratio of detection is derived. Assuming random placement…

Information Theory · Computer Science 2016-11-15 Animashree Anandkumar , Lang Tong , Ananthram Swami

This paper investigates a novel offline change-point detection problem from an information-theoretic perspective. In contrast to most related works, we assume that the knowledge of the underlying pre- and post-change distributions are not…

Information Theory · Computer Science 2021-10-05 Haiyun He , Qiaosheng Zhang , Vincent Y. F. Tan

We show that the probability distribution of the error exponent in i.i.d. code ensembles over classical-quantum (CQ) channels with arbitrary output states accumulates above a threshold that is strictly larger than the CQ random coding…

Information Theory · Computer Science 2025-07-10 Giuseppe Cocco , Javier Rodríguez Fonollosa

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