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We provide a means of computing and estimating the asymptotic distributions of statistics based on an outer minimization of an inner maximization. Such test statistics, which arise frequently in moment models, are of special interest in…

Econometrics · Economics 2024-04-17 Isaac Loh

Missing values arise in most real-world data sets due to the aggregation of multiple sources and intrinsically missing information (sensor failure, unanswered questions in surveys...). In fact, the very nature of missing values usually…

Machine Learning · Statistics 2022-02-04 Alexis Ayme , Claire Boyer , Aymeric Dieuleveut , Erwan Scornet

Many machine learning approaches are characterized by information constraints on how they interact with the training data. These include memory and sequential access constraints (e.g. fast first-order methods to solve stochastic…

Machine Learning · Computer Science 2014-10-29 Ohad Shamir

Not all experiments publish their results with a description of the correlations between the data points. This makes it difficult to do hypothesis tests or model fits with that data, since just assuming no correlation can lead to an over-…

Data Analysis, Statistics and Probability · Physics 2021-06-30 Lukas Koch

What would be the consequences if there were fundamental limits to our ability to experimentally explore the world? In this work we seriously consider this question. We assume the existence of statements whose truth value is not…

Quantum Physics · Physics 2024-09-11 Jacopo Surace

We discuss a general approach to handling "multiple hypotheses" testing in the case when a particular hypothesis states that the vector of parameters identifying the distribution of observations belongs to a convex compact set associated…

Statistics Theory · Mathematics 2016-02-24 A. Goldenshluger , A. Juditski , A. Nemirovski

This paper studies distributed binary test of statistical independence under communication (information bits) constraints. While testing independence is very relevant in various applications, distributed independence test is particularly…

Statistics Theory · Mathematics 2021-11-29 Sebastian Espinosa , Jorge F. Silva , Pablo Piantanida

Independence testing is a fundamental problem in statistical inference: given samples from a joint distribution $p$ over multiple random variables, the goal is to determine whether $p$ is a product distribution or is $\epsilon$-far from all…

Machine Learning · Statistics 2026-03-06 Maryam Aliakbarpour , Alireza Azizi , Ria Stevens

Hypothesis testing is a statistical inference framework for determining the true distribution among a set of possible distributions for a given dataset. Privacy restrictions may require the curator of the data or the respondents themselves…

Information Theory · Computer Science 2017-04-28 Jiachun Liao , Lalitha Sankar , Vincent Y. F. Tan , Flavio P. Calmon

Estimating the causal effects of an intervention from high-dimensional observational data is difficult due to the presence of confounding. The task is often complicated by the fact that we may have a systematic missingness in our data at…

Machine Learning · Statistics 2020-03-02 Sonali Parbhoo , Mario Wieser , Aleksander Wieczorek , Volker Roth

The hypergeometric distributions have many important applications, but they have not had sufficient attention in information theory. Hypergeometric distributions can be approximated by binomial distributions or Poisson distributions. In…

Probability · Mathematics 2020-02-11 Peter Harremoës , František Matúš

We consider the problem of diagnosis where a set of simple observations are used to infer a potentially complex hidden hypothesis. Finding the optimal subset of observations is intractable in general, thus we focus on the problem of active…

Artificial Intelligence · Computer Science 2017-07-12 Yewen Pu , Leslie P Kaelbling , Armando Solar-Lezama

We consider the problem of estimating the number of false null hypotheses among a very large number of independently tested hypotheses, focusing on the situation in which the proportion of false null hypotheses is very small. We propose a…

Statistics Theory · Mathematics 2007-06-13 Nicolai Meinshausen , John Rice

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…

Information Theory · Computer Science 2019-04-24 Nir Weinberger , Yuval Kochman

Linear independence testing is a fundamental information-theoretic and statistical problem that can be posed as follows: given $n$ points $\{(X_i,Y_i)\}^n_{i=1}$ from a $p+q$ dimensional multivariate distribution where $X_i \in…

Machine Learning · Statistics 2016-01-26 Aaditya Ramdas , David Isenberg , Aarti Singh , Larry Wasserman

In this work, we give a novel general approach for distribution testing. We describe two techniques: our first technique gives sample-optimal testers, while our second technique gives matching sample lower bounds. As a consequence, we…

Data Structures and Algorithms · Computer Science 2016-05-10 Ilias Diakonikolas , Daniel M. Kane

Statistical hypothesis testing serves as statistical evidence for scientific innovation. However, if the reported results are intentionally biased, hypothesis testing no longer controls the rate of false discovery. In particular, we study…

Methodology · Statistics 2018-10-12 Junpei Komiyama , Takanori Maehara

Traditional statistics forbids use of test data (a.k.a. holdout data) during training. Dwork et al. 2015 pointed out that current practices in machine learning, whereby researchers build upon each other's models, copying hyperparameters and…

Machine Learning · Computer Science 2021-03-01 Sanjeev Arora , Yi Zhang

A common assumption in causal inference from observational data is that there is no hidden confounding. Yet it is, in general, impossible to verify this assumption from a single dataset. Under the assumption of independent causal mechanisms…

Methodology · Statistics 2023-11-07 Rickard K. A. Karlsson , Jesse H. Krijthe

Detecting new information and events in a dynamic network by probing individual nodes has many practical applications: discovering new webpages, analyzing influence properties in network, and detecting failure propagation in electronic…

Social and Information Networks · Computer Science 2015-07-30 Ahmad Mahmoody , Matteo Riondato , Eli Upfal