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In this work, we develop a hypothesis testing framework to determine whether pairwise comparison data is generated by an underlying \emph{generalized Thurstone model} $\mathcal{T}_F$ for a given choice function $F$. While prior work has…

Machine Learning · Computer Science 2025-12-03 Anuran Makur , Japneet Singh

A central problem in Binary Hypothesis Testing (BHT) is to determine the optimal tradeoff between the Type I error (referred to as false alarm) and Type II (referred to as miss) error. In this context, the exponential rate of convergence of…

Information Theory · Computer Science 2021-11-29 Sebastian Espinosa , Jorge F. Silva , Pablo Piantanida

In this paper, we study the detection boundary for minimax hypothesis testing in the context of high-dimensional, sparse binary regression models. Motivated by genetic sequencing association studies for rare variant effects, we investigate…

Statistics Theory · Mathematics 2015-03-06 Rajarshi Mukherjee , Natesh S. Pillai , Xihong Lin

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

We study high-dimensional asymptotic performance limits of binary supervised classification problems where the class conditional densities are Gaussian with unknown means and covariances and the number of signal dimensions scales faster…

Machine Learning · Statistics 2016-11-17 Mohammad Hossein Rohban , Prakash Ishwar , Birant Orten , William C. Karl , Venkatesh Saligrama

In hypothesis testing, the phenomenon of label noise, in which hypothesis labels are switched at random, contaminates the likelihood functions. In this paper, we develop a new method to determine the decision rule when we do not have…

Information Theory · Computer Science 2014-10-28 Dennis Wei , Kush R. Varshney

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

Testing of hypotheses is a well studied topic in mathematical statistics. Recently, this issue has also been addressed in the context of Inverse Problems, where the quantity of interest is not directly accessible but only after the…

Statistics Theory · Mathematics 2024-04-09 Remo Kretschmann , Daniel Wachsmuth , Frank Werner

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

This paper establishes a formal connection between finite-sample and asymptotically minimax robust hypothesis testing under distributional uncertainty. It is shown that, whenever a finite-sample minimax robust test exists, it coincides with…

Statistics Theory · Mathematics 2026-02-24 Gökhan Gül

For frequentist settings in which parameter randomness represents variability rather than uncertainty, the ideal measure of the support for one hypothesis over another is the difference in the posterior and prior log odds. For situations in…

Statistics Theory · Mathematics 2013-09-03 David R. Bickel

We consider a compound testing problem within the Gaussian sequence model in which the null and alternative are specified by a pair of closed, convex cones. Such cone testing problem arise in various applications, including detection of…

Statistics Theory · Mathematics 2018-03-28 Yuting Wei , Martin J. Wainwright , Adityanand Guntuboyina

The vast majority of statistical theory on binary classification characterizes performance in terms of accuracy. However, accuracy is known in many cases to poorly reflect the practical consequences of classification error, most famously in…

Statistics Theory · Mathematics 2022-09-27 Shashank Singh , Justin Khim

Many mathematical imaging problems are posed as non-convex optimization problems. When numerically tractable global optimization procedures are not available, one is often interested in testing ex post facto whether or not a locally…

Signal Processing · Electrical Eng. & Systems 2020-07-13 Joel W. LeBlanc , Brian J. Thelen , Alfred O. Hero

We investigate the discrimination of two candidates of an unknown parameter in quantum systems with continuous weak measurement, inspired by the application of hypothesis testing in distinguish-ing two Hamiltonians [Kiilerich and M{\o}lmer,…

Quantum Physics · Physics 2019-07-24 Beili Gong , Wei Cui

A general lower bound is developed for the minimax risk when estimating an arbitrary functional. The bound is based on testing two composite hypotheses and is shown to be effective in estimating the nonsmooth functional…

Statistics Theory · Mathematics 2011-05-17 T. Tony Cai , Mark G. Low

Hypothesis testing in the linear regression model is a fundamental statistical problem. We consider linear regression in the high-dimensional regime where the number of parameters exceeds the number of samples ($p> n$). In order to make…

Statistics Theory · Mathematics 2019-09-24 Adel Javanmard , Jason D. Lee

In this paper, we propose a general method for testing composite hypotheses. Our idea is to use confidence limits to define stopping and decision rules. The requirements of operating characteristic function can be satisfied by adjusting the…

Statistics Theory · Mathematics 2012-02-10 Xinjia Chen

We address the problem of searching for a change point in an anomalous process among a finite set of M processes. Specifically, we address a composite hypothesis model in which each process generates measurements following a common…

Machine Learning · Statistics 2024-12-30 Liad Lea Didi , Tomer Gafni , Kobi Cohen

We consider the sequential composite binary hypothesis testing problem in which one of the hypotheses is governed by a single distribution while the other is governed by a family of distributions whose parameters belong to a known set…

Information Theory · Computer Science 2022-03-30 Jiachun Pan , Yonglong Li , Vincent Y. F. Tan