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A sensitivity analysis in an observational study assesses the robustness of significant findings to unmeasured confounding. While sensitivity analyses in matched observational studies have been well addressed when there is a single outcome…

Methodology · Statistics 2015-11-05 Colin B. Fogarty , Dylan S. Small

Recent work has shown that deep generative models can assign higher likelihood to out-of-distribution data sets than to their training data (Nalisnick et al., 2019; Choi et al., 2019). We posit that this phenomenon is caused by a mismatch…

Machine Learning · Statistics 2019-10-17 Eric Nalisnick , Akihiro Matsukawa , Yee Whye Teh , Balaji Lakshminarayanan

We consider the problem of closeness testing for two discrete distributions in the practically relevant setting of \emph{unequal} sized samples drawn from each of them. Specifically, given a target error parameter $\varepsilon > 0$, $m_1$…

Machine Learning · Computer Science 2015-04-20 Bhaswar B. Bhattacharya , Gregory Valiant

Distribution testing is a fundamental statistical task with many applications, but we are interested in a variety of problems where systematic mislabelings of the sample prevent us from applying the existing theory. To apply distribution…

Data Structures and Algorithms · Computer Science 2023-04-05 Renato Ferreira Pinto , Nathaniel Harms

To improve confounder adjustments, observational studies are often matched on potential confounders. While matched case-control studies are common and well covered in the literature, our focus here is on matched cohort studies, which are…

Private closeness testing asks to decide whether the underlying probability distributions of two sensitive datasets are identical or differ significantly in statistical distance, while guaranteeing (differential) privacy of the data. As in…

Data Structures and Algorithms · Computer Science 2023-09-14 Clément L. Canonne , Yucheng Sun

We study a variant of the simple hypothesis testing problem where observed samples do not necessarily come from either of the specified distributions, but rather from a close variant of them. In this setting, we require a test that is…

Statistics Theory · Mathematics 2026-04-21 Eeshan Modak , Sivaraman Balakrishnan , Ananda Theertha Suresh

In statistical classification/multiple hypothesis testing and machine learning, a model distribution estimated from the training data is usually applied to replace the unknown true distribution in the Bayes decision rule, which introduces a…

Information Theory · Computer Science 2024-09-24 Zijian Yang , Vahe Eminyan , Ralf Schlüter , Hermann Ney

Consider the problem of detecting one of M i.i.d. Gaussian signals corrupted in white Gaussian noise. Conventionally, matched filters are used for detection. We first show that the outputs of the matched filter form a set of asymptotically…

Information Theory · Computer Science 2020-08-19 Jiachun Pan , Yonglong Li , Vincent Y. F. Tan , Yonina C. Eldar

Binary classifiers trained on a certain proportion of positive items introduce a bias when applied to data sets with different proportions of positive items. Most solutions for dealing with this issue assume that some information on the…

Machine Learning · Statistics 2021-02-18 Marco J. H. Puts , Piet J. H. Daas

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

Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…

Statistics Theory · Mathematics 2016-03-02 Lubna Amro , Markus Pauly

The task of the binary classification problem is to determine which of two distributions has generated a length-$n$ test sequence. The two distributions are unknown; two training sequences of length $N$, one from each distribution, are…

Information Theory · Computer Science 2016-04-18 Dayu Huang , Sean Meyn

This paper investigates Distributed Hypothesis testing (DHT), in which a source $\mathbf{X}$ is encoded given that side information $\mathbf{Y}$ is available at the decoder only. Based on the received coded data, the receiver aims to decide…

Information Theory · Computer Science 2023-05-12 Ismaila Salihou Adamou , Elsa Dupraz , Tad Matsumoto

Misclassification of binary responses, if ignored, may severely bias the maximum likelihood estimators (MLE) of regression parameters. For such data, a binary regression model incorporating misclassification probabilities is extensively…

Statistics Theory · Mathematics 2020-09-28 Arindam Chatterjee , Tathagata Bandyopadhyay , Sumanta Adhya

In matched observational studies where treatment assignment is not randomized, sensitivity analysis helps investigators determine how sensitive their estimated treatment effect is to some unmeasured con- founder. The standard approach…

Methodology · Statistics 2019-04-26 Raiden B. Hasegawa , Dylan S. Small

We study hypothesis testing under communication constraints, where each sample is quantized before being revealed to a statistician. Without communication constraints, it is well known that the sample complexity of simple binary hypothesis…

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

Finding the underlying probability distributions of a set of observed sequences under the constraint that each sequence is generated i.i.d by a distinct distribution is considered. The number of distributions, and hence the number of…

Information Theory · Computer Science 2018-10-16 Sara Shahi , Daniela Tuninetti , Natasha Devroye

Bayesian model comparison is often based on the posterior distribution over the set of compared models. This distribution is often observed to concentrate on a single model even when other measures of model fit or forecasting ability…

Statistics Theory · Mathematics 2020-03-10 Oscar Oelrich , Shutong Ding , Måns Magnusson , Aki Vehtari , Mattias Villani

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
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