Related papers: Dynamical hypothesis tests and Decision Theory for…
Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we consider the…
We study the inverse problem of deducing the dynamical characteristics (such as the potential field) of large systems from kinematic observations. We show that, for a class of steady-state systems, the solution is unique even with…
This paper focuses on hypothesis testing for the input of a L\'evy-driven storage system by sampling of the storage level. As the likelihood is not explicit we propose two tests that rely on transformation of the data. The first approach…
We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test under the generalized Neyman-Pearson criterion. In outlier hypothesis testing, one is given multiple…
In this paper, we study the HC-model with a countable set $\mathbb Z$ of spin values on a Cayley tree of order $k\geq 2$. This model is defined by a countable set of parameters (that is, the activity function $\lambda_i>0$, $i\in \mathbb…
Empirical optimal transport (OT) plans and distances provide effective tools to compare and statistically match probability measures defined on a given ground space. Fundamental to this are distributional limit laws and we derive a central…
Dynamical systems are frequently used to model biological systems. When these models are fit to data it is necessary to ascertain the uncertainty in the model fit. Here we present prediction deviation, a new metric of uncertainty that…
Let $(\mathbb X, T)$ be a subshift of finite type equipped with the Gibbs measure $\nu$ and let $f$ be a real-valued H\"older continuous function on $\mathbb X$ such that $\nu(f) = 0$. Consider the Birkhoff sums $S_n f = \sum_{k=0}^{n-1} f…
We study minimax estimation of two-dimensional totally positive distributions. Such distributions pertain to pairs of strongly positively dependent random variables and appear frequently in statistics and probability. In particular, for…
In this paper we consider a Bayesian framework for making inferences about dynamical systems from ergodic observations. The proposed Bayesian procedure is based on the Gibbs posterior, a decision theoretic generalization of standard…
Given a one-dimensional dynamical system we study its cover time, which quantifies the rate at which orbits become dense in the state space. Using transfer operator tools for dynamical systems with holes and inducing techniques, for a wide…
We study the Hamilton cycle problem with input a random graph G=G(n,p) in two settings. In the first one, G is given to us in the form of randomly ordered adjacency lists while in the second one we are given the adjacency matrix of G. In…
In this note, we point out that infinite-volume Gibbs measures of spin glass models on the hypercube can be identified as random probability measures on the unit ball of a Hilbert space. This simple observation follows from a result of…
We study the following fundamental hypothesis testing problem, which we term Gaussian mean testing. Given i.i.d. samples from a distribution $p$ on $\mathbb{R}^d$, the task is to distinguish, with high probability, between the following…
The problem of making practical, useful goodness of fit tests in the Bayesian paradigm is largely open. We introduce a class of special cases (testing for uniformity: have the cards been shuffled enough; does my random generator work) and a…
We derive distributional limits for empirical transport distances between probability measures supported on countable sets. Our approach is based on sensitivity analysis of optimal values of infinite dimensional mathematical programs and a…
Boolean automata networks, genetic regulation networks, and metabolic networks are just a few examples of biological modelling by discrete dynamical systems (DDS). A major issue in modelling is the verification of the model against the…
The problem of testing two simple hypotheses in a general probability space is considered. For a fixed type-I error probability, the best exponential decay rate of the type-II error probability is investigated. In regular asymptotic cases…
Two different notions of {\mu}-equicontinuity that apply to topological dynamical systems and probability measures were studied by Gilman (1987) and Huang-Lu-Ye (2011). One was used to classify measure preserving topological dynamical…
We consider the Curie-Weiss Potts model in zero external field under independent symmetric spin-flip dynamics. We investigate dynamical Gibbs-non-Gibbs transitions for a range of initial inverse temperatures beta<3, which covers the phase…