Related papers: Second-Order Asymptotics of Sequential Hypothesis …
We revisit outlier hypothesis testing, propose exponentially consistent low complexity fixed-length and sequential tests and show that our tests achieve better tradeoff between detection performance and computational complexity than…
Sequential likelihood ratio testing is found to be most powerful in sequential studies with early stopping rules when grouped data come from the one-parameter exponential family. First, to obtain this elusive result, the probability measure…
This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The…
The conventional model of disjunctive group testing assumes that there are several defective elements (or defectives) among a large population, and a group test yields the positive response if and only if the testing group contains at least…
A distributed binary hypothesis testing problem is studied with one observer and two decision centers. Achievable type-II error exponents are derived for testing against conditional independence when the observer communicates with the two…
Consider a finite set of sources, each producing i.i.d. observations that follow a unique probability distribution on a finite alphabet. We study the problem of matching a finite set of observed sequences to the set of sources under the…
Researchers faced with a sequence of candidate model specifications must often choose the best specification that does not violate a testable identification assumption. One option in this scenario is sequential specification tests:…
We consider upper exponential bounds for the probability of the event that an absolute deviation of sample mean from mathematical expectation p is bigger comparing with some ordered level epsilon. These bounds include 2 coefficients {alpha,…
We revisit sequential outlier hypothesis testing and derive bounds on achievable exponents when both the nominal and anomalous distributions are unknown. The task of outlier hypothesis testing is to identify the set of outliers that are…
We consider a general class of empirical-type likelihoods and develop higher order asymptotics with a view to characterizing members thereof that allow the existence of possibly data-dependent probability matching priors ensuring…
We consider Bayesian sample size determination using a criterion that utilizes the first two moments of the expected posterior variance. We study the resulting sample size in dependence on the chosen prior and explore the success rate for…
In the problem of asymptotic binary i.i.d. state discrimination, the optimal asymptotics of the type I and the type II error probabilities is in general an exponential decrease to zero as a function of the number of samples; the set of…
The distributed hypothesis testing problem with full side-information is studied. The trade-off (reliability function) between the two types of error exponents under limited rate is studied in the following way. First, the problem is…
We consider the problem of detecting the true quantum state among $r$ possible ones, based of measurements performed on $n$ copies of a finite-dimensional quantum system. A special case is the problem of discriminating between $r$…
We prove two lower bounds for stopping times of sequential tests between general composite nulls and alternatives. The first lower bound is for the setting where the type-1 error level $\alpha$ approaches zero, and equals $\log(1/\alpha)$…
The problem of determining the best achievable performance of arbitrary lossless compression algorithms is examined, when correlated side information is available at both the encoder and decoder. For arbitrary source-side information pairs,…
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,…
Consider the problem where a statistician in a two-node system receives rate-limited information from a transmitter about marginal observations of a memoryless process generated from two possible distributions. Using its own observations,…
This study investigates the fundamental limits of variable-length compression in which prefix-free constraints are not imposed (i.e., one-to-one codes are studied) and non-vanishing error probabilities are permitted. Due in part to a…
We present a general approach to the problem of determining tight asymptotic lower bounds for generalized central moments of the optimal alignment score of two independent sequences of i.i.d. random variables. At first, these are obtained…