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We propose a new algorithmic framework for sequential hypothesis testing with i.i.d. data, which includes A/B testing, nonparametric two-sample testing, and independence testing as special cases. It is novel in several ways: (a) it takes…

Machine Learning · Statistics 2016-03-03 Akshay Balsubramani , Aaditya Ramdas

We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…

Machine Learning · Statistics 2023-07-21 Aleksandr Podkopaev , Aaditya Ramdas

We study asymptotic performance of distributed detection in large scale connected sensor networks. Contrasting to the canonical parallel network where a single node has access to local decisions from all other nodes, each node can only…

Information Theory · Computer Science 2018-10-16 Shengyu Zhu , Biao Chen

Compressed sensing deals with efficient recovery of analog signals from linear encodings. This paper presents a statistical study of compressed sensing by modeling the input signal as an i.i.d. process with known distribution. Three classes…

Information Theory · Computer Science 2012-07-12 Yihong Wu , Sergio Verdú

We consider a multiple hypothesis testing setting where the hypotheses are ordered and one is only permitted to reject an initial contiguous block, H_1,\dots,H_k, of hypotheses. A rejection rule in this setting amounts to a procedure for…

Statistics Theory · Mathematics 2015-03-25 Max Grazier G'Sell , Stefan Wager , Alexandra Chouldechova , Robert Tibshirani

This paper resolves two open problems from a recent paper, arXiv:2403.16981, concerning the sample complexity of distributed simple binary hypothesis testing under information constraints. The first open problem asks whether interaction…

Information Theory · Computer Science 2025-06-18 Hadi Kazemi , Ankit Pensia , Varun Jog

Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ at this stage can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we…

Statistics Theory · Mathematics 2009-12-23 Andrey Novikov

Traditionally, data compression deals with the problem of concisely representing a data source, e.g. a sequence of letters, for the purpose of eventual reproduction (either exact or approximate). In this work we are interested in the case…

Information Theory · Computer Science 2013-12-10 Amir Ingber , Tsachy Weissman

This paper considers a sequential estimation and sensor scheduling problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process, and makes a decision as…

Systems and Control · Computer Science 2016-11-17 Xiaobin Gao , Emrah Akyol , Tamer Basar

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

We consider the structural change in a class of discrete valued time series that the conditional distribution follows a one-parameter exponential family. We propose a change-point test based on the maximum likelihood estimator of the…

Statistics Theory · Mathematics 2016-03-01 Mamadou Lamine Diop , William Kengne

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

Sequential tests and their implied confidence sequences, which are valid at arbitrary stopping times, promise flexible statistical inference and on-the-fly decision making. However, strong guarantees are limited to parametric sequential…

Methodology · Statistics 2024-03-12 Aurelien Bibaut , Nathan Kallus , Michael Lindon

Coding and testing schemes and the corresponding achievable type-II error exponents are presented for binary hypothesis testing over two-hop relay networks. The schemes are based on cascade source coding techniques and {unanimous…

Information Theory · Computer Science 2020-01-24 Sadaf Salehkalaibar , Michele Wigger , Ligong Wang

We investigate the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution in a sequential setup. The aim is to jointly infer the true hypothesis and the true parameter while using on…

Signal Processing · Electrical Eng. & Systems 2024-02-02 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

We consider the problem of decentralized estimation using wireless sensor networks. Specifically, we propose a novel framework based on level-triggered sampling, a non-uniform sampling strategy, and sequential estimation. The proposed…

Applications · Statistics 2013-09-24 Yasin Yilmaz , Xiaodong Wang

We study the problem of multi-compression and reconstructing a stochastic signal observed by several independent sensors (or compressors) that transmit compressed information to a fusion center. { The key aspect of this problem is to find…

Information Theory · Computer Science 2021-11-08 Pablo Soto-Quiros , Anatoli Torokhti , Stanley J. Miklavcic

In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local…

Multiagent Systems · Computer Science 2009-11-13 Gesualdo Scutari , Sergio Barbarossa , Loreto Pescosolido

Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…

Information Theory · Computer Science 2008-05-06 Thomas Blumensath , Mike E. Davies

In the high dimensional regression analysis when the number of predictors is much larger than the sample size, an important question is to select the important variable which are relevant to the response variable of interest. Variable…

Methodology · Statistics 2023-01-09 Pengsheng Ji , Zhigen Zhao
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