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Consider a nonparametric regression model with one-sided errors and regression function in a general H\"older class. We estimate the regression function via minimization of the local integral of a polynomial approximation. We show uniform…

Methodology · Statistics 2016-10-12 Holger Drees , Natalie Neumeyer , Leonie Selk

Robust classification algorithms have been developed in recent years with great success. We take advantage of this development and recast the classical two-sample test problem in the framework of classification. Based on the estimates of…

Statistics Theory · Mathematics 2019-09-18 Haiyan Cai , Bryan Goggin , Qingtang Jiang

Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…

Methodology · Statistics 2026-05-26 Alberto Caimo , Isabella Gollini

This paper develops methods of distributed Bayesian hypothesis tests for fault detection and diagnosis that are based on belief propagation and optimization in graphical models. The main challenges in developing distributed statistical…

Systems and Control · Computer Science 2015-01-20 Kwang-Ki K. Kim

In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…

Statistics Theory · Mathematics 2017-06-28 Jean-Bernard Salomond

Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…

Signal Processing · Electrical Eng. & Systems 2024-02-06 Enmao Diao , Taposh Banerjee , Vahid Tarokh

The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…

Information Theory · Computer Science 2024-05-30 Valentinian Lungu , Ioannis Kontoyiannis

Classification of high dimensional data finds wide-ranging applications. In many of these applications equipping the resulting classification with a measure of uncertainty may be as important as the classification itself. In this paper we…

Machine Learning · Computer Science 2018-02-12 Andrea L. Bertozzi , Xiyang Luo , Andrew M. Stuart , Konstantinos C. Zygalakis

Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…

Data Analysis, Statistics and Probability · Physics 2024-08-02 Jeremy J. H. Wilkinson , Christopher G. Lester

The problem of robust hypothesis testing is studied, where under the null and the alternative hypotheses, the data-generating distributions are assumed to be in some uncertainty sets, and the goal is to design a test that performs well…

Signal Processing · Electrical Eng. & Systems 2023-08-08 Zhongchang Sun , Shaofeng Zou

In this article, we investigate the asymptotic properties of Bayesian multiple testing procedures under general dependent setup, when the sample size and the number of hypotheses both tend to infinity. Specifically, we investigate strong…

Statistics Theory · Mathematics 2020-05-14 Noirrit Kiran Chandra , Sourabh Bhattacharya

We study the performance of machine learning binary classification techniques in terms of error probabilities. The statistical test is based on the Data-Driven Decision Function (D3F), learned in the training phase, i.e., what is…

Machine Learning · Computer Science 2023-01-19 Paolo Braca , Leonardo M. Millefiori , Augusto Aubry , Antonio De Maio , Peter Willett

We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…

Methodology · Statistics 2024-02-19 Nils Sturma , Mathias Drton , Dennis Leung

Mislabeled samples are ubiquitous in real-world datasets as rule-based or expert labeling is usually based on incorrect assumptions or subject to biased opinions. Neural networks can "memorize" these mislabeled samples and, as a result,…

Machine Learning · Computer Science 2021-11-24 Katharina Rombach , Gabriel Michau , Olga Fink

This paper studies the problem of distributed classification with a network of heterogeneous agents. The agents seek to jointly identify the underlying target class that best describes a sequence of observations. The problem is first…

Artificial Intelligence · Computer Science 2020-11-24 James Z. Hare , Cesar A. Uribe , Lance Kaplan , Ali Jadbabaie

We study statistical properties of the optimal value and optimal solutions of the Sample Average Approximation of risk averse stochastic problems. Central Limit Theorem type results are derived for the optimal value and optimal solutions…

Optimization and Control · Mathematics 2016-03-25 Vincent Guigues , Volker Krätschmer , Alexander Shapiro

Generalization error (also known as the out-of-sample error) measures how well the hypothesis learned from training data generalizes to previously unseen data. Proving tight generalization error bounds is a central question in statistical…

Machine Learning · Computer Science 2020-03-03 Jian Li , Xuanyuan Luo , Mingda Qiao

Static word embeddings are ubiquitous in computational social science applications and contribute to practical decision-making in a variety of fields including law and healthcare. However, assessing the statistical uncertainty in downstream…

Computation and Language · Computer Science 2024-06-19 Andrea Vallebueno , Cassandra Handan-Nader , Christopher D. Manning , Daniel E. Ho

We consider nonparametric or universal sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution. These algorithms are…

Information Theory · Computer Science 2013-08-30 Jithin K. Sreedharan , Vinod Sharma

Deep learning methods have proved highly effective for classification and image recognition problems. In this paper, we ask whether this success can be transferred to hypothesis testing: if a neural network can distinguish, for example, an…

Machine Learning · Statistics 2026-04-30 Gery Geenens , Pierre Lafaye de Micheaux , Ivan Muyun Zou