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Observational data is often readily available in large quantities, but can lead to biased causal effect estimates due to the presence of unobserved confounding. Recent works attempt to remove this bias by supplementing observational data…

We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…

Statistics Theory · Mathematics 2021-06-01 Liyan Xie , Rui Gao , Yao Xie

Hypothesis testing in singular statistical models is often regarded as inherently problematic due to non-identifiability and degeneracy of the Fisher information. We show that the fundamental obstruction to testing in such models is not…

Statistics Theory · Mathematics 2026-03-02 Sean Plummer

Information accounting provides a better foundation for hypothesis testing than does uncertainty quantification. A quantitative account of science is derived under this perspective that alleviates the need for epistemic bridge principles,…

Other Statistics · Statistics 2017-04-26 Grey Nearing , Hoshin Gupta

In this paper, we study the hypothesis testing problem of, among $n$ random variables, determining $k$ random variables which have different probability distributions from the rest $(n-k)$ random variables. Instead of using separate…

Information Theory · Computer Science 2013-05-28 Weiyu Xu , Lifeng Lai

In scientific inference problems, the underlying statistical modeling assumptions have a crucial impact on the end results. There exist, however, only a few automatic means for validating these fundamental modelling assumptions. The…

Methodology · Statistics 2019-05-21 Andreas Svensson , Dave Zachariah , Petre Stoica , Thomas B. Schön

We review with a tutorial scope the information theory foundations of quantum statistical physics. Only a small proportion of the variables that characterize a system at the microscopic scale can be controlled, for both practical and…

Statistical Mechanics · Physics 2007-05-23 R. Balian

The true process that generated data cannot be determined when multiple explanations are possible. Prediction requires a model of the probability that a process, chosen randomly from the set of candidate explanations, generates some future…

Machine Learning · Computer Science 2014-04-18 Oscar Stiffelman

We study simple binary hypothesis testing under both local differential privacy (LDP) and communication constraints. We qualify our results as either minimax optimal or instance optimal: the former hold for the set of distribution pairs…

Statistics Theory · Mathematics 2023-12-19 Ankit Pensia , Amir R. Asadi , Varun Jog , Po-Ling Loh

A distributed binary hypothesis testing problem, in which multiple observers transmit their observations to a detector over noisy channels, is studied. Given its own side information, the goal of the detector is to decide between two…

Information Theory · Computer Science 2017-04-06 Sreejith Sreekumar , Deniz Gündüz

The group testing problem concerns discovering a small number of defective items within a large population by performing tests on pools of items. A test is positive if the pool contains at least one defective, and negative if it contains no…

Information Theory · Computer Science 2026-05-15 Matthew Aldridge , Oliver Johnson , Jonathan Scarlett

Information and uncertainty are closely related and extensively studied concepts in a number of scientific disciplines such as communication theory, probability theory, and statistics. Increasing the information arguably reduces the…

Probability · Mathematics 2011-08-09 Jiahua Chen

When statisticians quarrel about hypothesis testing, the debate usually focus on which method is the correct one. The fundamental question of whether we should test hypothesis at all tends to be forgotten. This lack of debate has its roots…

Other Statistics · Statistics 2016-11-22 André C. R. Martins

We develop a data-driven information-theoretic framework for sharp partial identification of causal effects under unmeasured confounding. Existing approaches often rely on restrictive assumptions, such as bounded or discrete outcomes;…

Machine Learning · Statistics 2026-02-24 Yonghan Jung , Bogyeong Kang

We consider the binary hypothesis testing problem with two observers. There are two possible states of nature (or hypotheses). Observations collected by the two observers are statistically related to the true state of nature. The knowledge…

Systems and Control · Electrical Eng. & Systems 2024-09-18 Aneesh Raghavan , John S. Baras

We address the problem of integrating data from multiple, possibly biased, observational and interventional studies, to eventually compute counterfactuals in structural causal models. We start from the case of a single observational dataset…

Artificial Intelligence · Computer Science 2023-03-17 Marco Zaffalon , Alessandro Antonucci , David Huber , Rafael Cabañas

Conditional lower bounds based on $P\neq NP$, the Exponential-Time Hypothesis (ETH), or similar complexity assumptions can provide very useful information about what type of algorithms are likely to be possible. Ideally, such lower bounds…

Computational Complexity · Computer Science 2022-03-16 Dániel Marx

Most practical data science problems encounter missing data. A wide variety of solutions exist, each with strengths and weaknesses that depend upon the missingness-generating process. Here we develop a theoretical framework for training and…

Machine Learning · Computer Science 2022-11-15 Jahan C. Penny-Dimri , Christoph Bergmeir , Julian Smith

The major problem in information theoretic analysis of neural responses and other biological data is the reliable estimation of entropy--like quantities from small samples. We apply a recently introduced Bayesian entropy estimator to…

Data Analysis, Statistics and Probability · Physics 2009-09-29 Ilya Nemenman , William Bialek , Rob de Ruyter van Steveninck

The most fundamental problem in statistics is the inference of an unknown probability distribution from a finite number of samples. For a specific observed data set, answers to the following questions would be desirable: (1) Estimation:…

Statistics Theory · Mathematics 2013-01-23 Ali Kinkhabwala