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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…

Information Theory · Computer Science 2022-02-15 Lin Zhou , Yun Wei , Alfred Hero

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

The composite binary hypothesis testing problem within the Neyman-Pearson framework is considered. The goal is to maximize the expectation of a nonlinear function of the detection probability, integrated with respect to a given probability…

Statistics Theory · Mathematics 2025-05-26 Yanglei Song , Berkan Dulek , Sinan Gezici

Most existing binary classification methods target on the optimization of the overall classification risk and may fail to serve some real-world applications such as cancer diagnosis, where users are more concerned with the risk of…

Machine Learning · Statistics 2015-08-18 Anqi Zhao , Yang Feng , Lie Wang , Xin Tong

The Neyman-Pearson (NP) binary classification paradigm constrains the more severe type of error (e.g., the type I error) under a preferred level while minimizing the other (e.g., the type II error). This paradigm is suitable for…

Methodology · Statistics 2022-06-07 Jingming Wang , Lucy Xia , Zhigang Bao , Xin Tong

In the binary hypothesis testing problem, it is well known that sequentiality in taking samples eradicates the trade-off between two error exponents, yet implementing the optimal test requires the knowledge of the underlying distributions,…

Information Theory · Computer Science 2025-01-07 Ching-Fang Li , I-Hsiang Wang

Selective classification enhances the reliability of predictive models by allowing them to abstain from making uncertain predictions. In this work, we revisit the design of optimal selection functions through the lens of the Neyman--Pearson…

Machine Learning · Computer Science 2026-03-04 Alvin Heng , Harold Soh

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

Motivated by problems of anomaly detection, this paper implements the Neyman-Pearson paradigm to deal with asymmetric errors in binary classification with a convex loss. Given a finite collection of classifiers, we combine them and obtain a…

Machine Learning · Statistics 2011-03-01 Philippe Rigollet , Xin Tong

The Neyman-Pearson (NP) paradigm in binary classification seeks classifiers that achieve a minimal type II error while enforcing the prioritized type I error controlled under some user-specified level $\alpha$. This paradigm serves…

Methodology · Statistics 2020-01-30 Xin Tong , Lucy Xia , Jiacheng Wang , Yang Feng

Consider a binary statistical hypothesis testing problem, where $n$ independent and identically distributed random variables $Z^n$ are either distributed according to the null hypothesis $P$ or the alternative hypothesis $Q$, and only $P$…

Information Theory · Computer Science 2024-04-15 K. V. Harsha , Jithin Ravi , Tobias Koch

We study the training dynamics of neural classifiers through the lens of binary hypothesis testing. We re-formalize classification as a collection of binary tests between class-conditional distributions induced by learned representations…

Machine Learning · Computer Science 2026-05-18 Kadircan Aksoy , Protim Bhattacharjee , Peter Jung

In this paper we revisit the binary hypothesis testing problem with one-sided compression. Specifically we assume that the distribution in the null hypothesis is a mixture distribution of iid components. The distribution under the…

Information Theory · Computer Science 2022-07-07 Minh Thanh Vu

In this paper, the Neyman-Pearson lemma for general sublinear expectations is studied. We weaken the assumptions for sublinear expectations in [1] and give a completely new method to study this problem. Applying Mazur-Orlicz Theorem and the…

Probability · Mathematics 2021-08-31 Chuanfeng Sun , Shaolin Ji

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

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

In the problem of domain adaptation for binary classification, the learner is presented with labeled examples from a source domain, and must correctly classify unlabeled examples from a target domain, which may differ from the source.…

Machine Learning · Statistics 2019-03-01 Clayton Scott

Binary hypothesis testing under the Neyman-Pearson formalism is a statistical inference framework for distinguishing data generated by two different source distributions. Privacy restrictions may require the curator of the data or the data…

Information Theory · Computer Science 2016-07-05 Jiachun Liao , Lalitha Sankar , Vincent Y. F. Tan , Flavio P. Calmon

Binary classification is a task that involves the classification of data into one of two distinct classes. It is widely utilized in various fields. However, conventional classifiers tend to make overconfident predictions for data that…

Machine Learning · Computer Science 2025-03-13 Shoma Yokura , Akihisa Ichiki

In this paper, we revisit the classical goodness-of-fit problems for univariate distributions; we propose a new testing procedure based on a characterisation of the uniform distribution. Asymptotic theory for the simple hypothesis case is…

Methodology · Statistics 2021-08-17 Bruno Ebner , Shawn Liebenberg , Jaco Visagie
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