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We investigate the problem of jointly testing a pair of composite hypotheses and, depending on the test result, estimating a random parameter under distributional uncertainties. Specifically, it is assumed that the distribution of the data…

Signal Processing · Electrical Eng. & Systems 2026-04-27 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

The problem of zero-rate multiterminal hypothesis testing is revisited from the perspective of information-spectrum approach and finite blocklength analysis. A Neyman-Pearson-like test is proposed and its non-asymptotic performance is…

Information Theory · Computer Science 2017-08-17 Shun Watanabe

In this work, we revisit the one- and two-sample testing problems: binary hypothesis testing in which one or both distributions are unknown. For the one-sample test, we provide a more streamlined proof of the asymptotic optimality of…

Information Theory · Computer Science 2026-04-21 Arick Grootveld , Biao Chen , Venkata Gandikota

We consider the problem of transfer learning in Neyman-Pearson classification, where the objective is to minimize the error w.r.t. a distribution $\mu_1$, subject to the constraint that the error w.r.t. a distribution $\mu_0$ remains below…

Machine Learning · Computer Science 2025-11-11 Mohammadreza M. Kalan , Yuyang Deng , Eitan J. Neugut , Samory Kpotufe

We study the composite sequential quantum hypothesis testing (SQHT) problem, where the objective is to distinguish a null quantum state from a set of alternative quantum states. We propose a mixture-sequential quantum probability ratio test…

Quantum Physics · Physics 2026-05-12 Jacob Paul Simpson , Efstratios Palias , Sharu Theresa Jose

The Neyman-Pearson region of a simple binary hypothesis testing is the set of points whose coordinates represent the false positive rate and false negative rate of some test. The lower boundary of this region is given by the Neyman-Pearson…

Statistics Theory · Mathematics 2025-05-15 Andrew Mullhaupt , Cheng Peng

The generalized quantum Stein's lemma characterizes the optimal asymptotic exponent of the type-II error in quantum hypothesis testing for an independent and identically distributed (IID) null hypothesis against a composite alternative…

Quantum Physics · Physics 2026-05-21 Haruka Kanazawa , Hayata Yamasaki

The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For…

Statistics Theory · Mathematics 2021-03-29 Michael Bell , Yuval Kochman

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

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

We consider the classical sequential binary hypothesis testing problem in which there are two hypotheses governed respectively by distributions $P_0$ and $P_1$ and we would like to decide which hypothesis is true using a sequential test. It…

Information Theory · Computer Science 2020-07-01 Yonglong Li , Vincent Y. F. Tan

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 confirmatory clinical trials with small sample sizes, hypothesis tests based on asymptotic distributions are often not valid and exact non-parametric procedures are applied instead. However, the latter are based on discrete test…

Methodology · Statistics 2018-02-22 Robin Ristl , Dong Xi , Ekkehard Glimm , Martin Posch

Enhanced processing power in the cloud allows constrained devices to offload costly computations: for instance, complex data analytics tasks can be computed by remote servers. Remote execution calls for a new compression paradigm that…

Information Theory · Computer Science 2021-11-18 Fabrizio Carpi , Siddharth Garg , Elza Erkip

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

Let A be finite set equipped with a probability distribution P, and let M be a "mass" function on A. A characterization is given for the most efficient way in which A^n can be covered using spheres of a fixed radius. A covering is a subset…

Probability · Mathematics 2007-05-23 Ioannis Kontoyiannis , Ali Devin Sezer

We focus on one-sided, mixture-based stopping rules for the problem of sequential testing a simple null hypothesis against a composite alternative. For the latter, we consider two cases---either a discrete alternative or a continuous…

Statistics Theory · Mathematics 2012-04-25 Georgios Fellouris , Alexander G. Tartakovsky

A nonparametric anomalous hypothesis testing problem is investigated, in which there are totally n sequences with s anomalous sequences to be detected. Each typical sequence contains m independent and identically distributed (i.i.d.)…

Machine Learning · Computer Science 2016-12-15 Shaofeng Zou , Yingbin Liang , H. Vincent Poor , Xinghua Shi

Consider a finite set of sources, each producing i.i.d. observations that follow a unique probability distribution on a finite alphabet. We study the problem of matching a finite set of observed sequences to the set of sources under the…

Information Theory · Computer Science 2014-12-09 Jayakrishnan Unnikrishnan

We formulate the problem of performing optimal data compression under the constraints that compressed data can be used for accurate classification in machine learning. We show that this translates to a problem of minimizing the mutual…

Signal Processing · Electrical Eng. & Systems 2022-11-04 Jingchao Gao , Ao Tang , Weiyu Xu