Related papers: Dynamical hypothesis tests and Decision Theory for…
The paper deals with minimax optimal statistical tests for two composite hypotheses, where each hypothesis is defined by a non-parametric uncertainty set of feasible distributions. It is shown that for every pair of uncertainty sets of the…
One proves the equivalence of a Gibbs measure and a Gibbs conformal measure for a dynamical system (G,X) when G is a countably infinite discrete group acting expansively on a compact ultrametric space X. As an application one proves for any…
We consider the sequential composite binary hypothesis testing problem in which one of the hypotheses is governed by a single distribution while the other is governed by a family of distributions whose parameters belong to a known set…
This paper considers testing a covariance matrix $\Sigma$ in the high dimensional setting where the dimension $p$ can be comparable or much larger than the sample size $n$. The problem of testing the hypothesis $H_0:\Sigma=\Sigma_0$ for a…
Let $X$ be a finite set and $\Omega=\{1,...,d\}^{\mathbb{N}}$ be the Bernoulli space. Denote by $\sigma$ the shift map acting on $\Omega$. For a fixed probability $\mu$ on $X$ with supp($\mu$)$=X$, define $\Pi(\mu,\sigma)$ as the set of all…
If the "Higgs mass" is not the physical mass of a real particle but rather an effective ultraviolet cutoff then a process energy dependence of this cutoff must be admitted. Precision data from at least two energy scale experimental points…
Ratios of universal enumerable semimeasures corresponding to hypotheses are investigated as a solution for statistical composite hypotheses testing if an unbounded amount of computation time can be assumed. Influence testing for discrete…
We consider the Curie-Weiss Widom-Rowlinson model for particles with spins and holes, with a repulsion strength beta between particles of opposite spins. We provide a closed solution of the model, and investigate dynamical Gibbs-non-Gibbs…
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…
We study finite-sample inference for the trade-off function of two unknown probability distributions, the function that traces the optimal type I/type II error frontier in binary testing. Given samples from distributions $P$ and $Q$, we…
We study the Neyman-Pearson theory for convex expectations (convex risk measures) on $L^{\infty}(\mu)$. Without assuming that the level sets of penalty functions are weakly compact, a new approach different from the convex duality method is…
Gibbs-ERM learning is a natural idealized model of learning with stochastic optimization algorithms (such as Stochastic Gradient Langevin Dynamics and ---to some extent--- Stochastic Gradient Descent), while it also arises in other…
Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax…
We present a new framework to address the non-convex robust hypothesis testing problem, wherein the goal is to seek the optimal detector that minimizes the maximum of worst-case type-I and type-II risk functions. The distributional…
Two active hypothesis testing problems are formulated. In these problems, the agent can perform a fixed number of experiments and then decide on one of the hypotheses. The agent is also allowed to declare its experiments inconclusive if…
Gibbs partition models are the largest class of infinite exchangeable partitions of the positive integers generalizing the product form of the probability function of the two-parameter Poisson-Dirichlet family. Recently those models have…
Considering a minimal number of assumptions and in the context of the timeless formalism, conditional probabilities are derived for subsequent measurements in the non-relativistic regime. Only unitary transformations are considered with…
When studying high-dimensional dynamical systems such as macromolecules, quantum systems and polymers, a prime concern is the identification of the most probable states and their stationary probabilities or free energies. Often, these…
Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated. We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation. The…
We consider Gibbs distributions on permutations of a locally finite infinite set $X\subset\mathbb{R}$, where a permutation $\sigma$ of $X$ is assigned (formal) energy $\sum_{x\in X}V(\sigma(x)-x)$. This is motivated by Feynman's path…