English
Related papers

Related papers: Some Remarks on Bayesian Multiple Hypothesis Testi…

200 papers

We study a variation of Bayesian M-ary hypothesis testing in which the test outputs a list of L candidates out of the M possible upon processing the observation. We study the minimum error probability of list hypothesis testing, where an…

Information Theory · Computer Science 2021-10-28 Ehsan Asadi Kangarshahi , Albert Guillen i Fabregas

Estimating the distribution over failures is a key step in validating autonomous systems. Existing approaches focus on finding failures for a small range of initial conditions or make restrictive assumptions about the properties of the…

Robotics · Computer Science 2023-05-18 Harrison Delecki , Anthony Corso , Mykel J. Kochenderfer

We study the problem of Out-of-Distribution (OOD) detection, that is, detecting whether a learning algorithm's output can be trusted at inference time. While a number of tests for OOD detection have been proposed in prior work, a formal…

Machine Learning · Statistics 2023-09-19 Akshayaa Magesh , Venugopal V. Veeravalli , Anirban Roy , Susmit Jha

The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…

Methodology · Statistics 2021-10-26 Dimitris G. Giovanis , Michael Shields

Despite their importance in supporting experimental conclusions, standard statistical tests are often inadequate for research areas, like the life sciences, where the typical sample size is small and the test assumptions difficult to…

Methodology · Statistics 2011-04-15 Pietro Berkes , Jozsef Fiser

A distributed binary hypothesis testing problem is studied with one observer and two decision centers. Achievable type-II error exponents are derived for testing against conditional independence when the observer communicates with the two…

Information Theory · Computer Science 2020-01-24 Sadaf Salehkalaibar , Michele Wigger , Roy Timo

In this paper we deal with the problem of testing for the quality of $k$ probability distributions. We introduce a generalization of the maximum mean discrepancy that permits to characterize the null hypothesis. Then, an estimator of it is…

Statistics Theory · Mathematics 2018-11-26 Armando Sosthene Kali Balogoun , Guy Martial Nkiet , Carlos Ogouyandjou

We consider the problem of decentralized hypothesis testing under communication constraints in a topology where several peripheral nodes are arranged in tandem. Each node receives an observation and transmits a message to its successor, and…

Information Theory · Computer Science 2015-06-19 Alla Tarighati , Joakim Jalden

The minimax robust hypothesis testing problem for the case where the nominal probability distributions are subject to both modeling errors and outliers is studied in twofold. First, a robust hypothesis testing scheme based on a relative…

Information Theory · Computer Science 2015-02-04 Gökhan Gül , Abdelhak M. Zoubir

We study the general problem of testing whether an unknown distribution belongs to a specified family of distributions. More specifically, given a distribution family $\mathcal{P}$ and sample access to an unknown discrete distribution…

Data Structures and Algorithms · Computer Science 2017-08-09 Clément L. Canonne , Ilias Diakonikolas , Alistair Stewart

Suppose that we have two training sequences generated by parametrized distributions $P_{\theta^*}$ and $P_{\xi^*}$, where $\theta^*$ and $\xi^*$ are unknown true parameters. Given training sequences, we study the problem of classifying…

Information Theory · Computer Science 2021-05-04 Shota Saito , Toshiyasu Matsushima

In this article, we propose a novel Bayesian multiple testing formulation for model and variable selection in inverse setups, judiciously embedding the idea of inverse reference distributions proposed by Bhattacharya (2013) in a mixture…

Statistics Theory · Mathematics 2020-07-16 Debashis Chatterjee , Sourabh Bhattacharya

Consider a distributed detection problem in which the underlying distributions of the observations are unknown; instead of these distributions, noisy versions of empirically observed statistics are available to the fusion center. These…

Information Theory · Computer Science 2020-02-13 Haiyun He , Lin Zhou , Vincent Y. F. Tan

In distributed hypothesis testing, a central server performs hypothesis testing based on information received from distributed sensors/clients. We study a secure variant of this problem in which the central server determines the hypothesis…

Information Theory · Computer Science 2026-05-29 Gowtham R. Kurri , Varun Narayanan , Vinod M. Prabhakaran , K. R. Sahasranand

The maximum type-I and type-II error exponents associated with the newly introduced almost-fixed-length hypothesis testing is characterized. In this class of tests, the decision-maker declares the true hypothesis almost always after…

Information Theory · Computer Science 2016-05-18 Anusha Lalitha , Tara Javidi

We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test. In outlier hypothesis testing, one is given multiple observed sequences, where most sequences are…

Statistics Theory · Mathematics 2022-05-17 Lin Zhou , Yun Wei , Alfred Hero

Hypothesis testing and model choice are quintessential questions for statistical inference and while the Bayesian paradigm seems ideally suited for answering these questions, it faces difficulties of its own ranging from prior modelling to…

Methodology · Statistics 2022-06-15 Christian P Robert

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 testing mutually exclusive hypotheses with dependent test statistics is considered. Bayesian and frequentist approaches to multiplicity control are studied and compared to help gain understanding as to the effect of test…

Statistics Theory · Mathematics 2016-11-21 Sean Chang , James O. Berger

In this paper, we present two classes of Bayesian approaches to the two-sample problem. Our first class of methods extends the Bayesian t-test to include all parametric models in the exponential family and their conjugate priors. Our second…

Machine Learning · Computer Science 2009-06-23 Karsten M. Borgwardt , Zoubin Ghahramani