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The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…

Statistics Theory · Mathematics 2019-02-18 Yanglei Song , Georgios Fellouris

We study the performance of machine learning binary classification techniques in terms of error probabilities. The statistical test is based on the Data-Driven Decision Function (D3F), learned in the training phase, i.e., what is…

Machine Learning · Computer Science 2023-01-19 Paolo Braca , Leonardo M. Millefiori , Augusto Aubry , Antonio De Maio , Peter Willett

The task of the binary classification problem is to determine which of two distributions has generated a length-$n$ test sequence. The two distributions are unknown; two training sequences of length $N$, one from each distribution, are…

Information Theory · Computer Science 2016-04-18 Dayu Huang , Sean Meyn

A recent article on generalised linear mixed model asymptotics, Jiang et al. (2022), derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If $m$ denotes the number of groups and $n$ is the average…

Statistics Theory · Mathematics 2023-04-03 Luca Maestrini , Aishwarya Bhaskaran , Matt P. Wand

The problem of multiple hypothesis testing with observation control is considered in both fixed sample size and sequential settings. In the fixed sample size setting, for binary hypothesis testing, the optimal exponent for the maximal error…

Information Theory · Computer Science 2013-09-05 Sirin Nitinawarat , George Atia , Venugopal V. Veeravalli

This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random…

Methodology · Statistics 2020-11-10 Linjun Zhang , Rong Ma , T. Tony Cai , Hongzhe Li

We consider the problem of distributed binary hypothesis testing of two sequences that are generated by an i.i.d. doubly-binary symmetric source. Each sequence is observed by a different terminal. The two hypotheses correspond to different…

Information Theory · Computer Science 2018-01-03 Eli Haim , Yuval Kochman

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

When dealing with the problem of simultaneously testing a large number of null hypotheses, a natural testing strategy is to first reduce the number of tested hypotheses by some selection (screening or filtering) process, and then to…

Methodology · Statistics 2017-03-21 Wenge Guo , Joseph P. Romano

We consider the problem of binary classification with abstention in the relatively less studied \emph{bounded-rate} setting. We begin by obtaining a characterization of the Bayes optimal classifier for an arbitrary input-label distribution…

Machine Learning · Computer Science 2019-05-24 Shubhanshu Shekhar , Mohammad Ghavamzadeh , Tara Javidi

This note presents a method that provides optimal monotone conditional error functions for a large class of adaptive two stage designs. The presented method builds on a previously developed general theory for optimal adaptive two stage…

Methodology · Statistics 2024-10-08 Werner Brannath , Morten Dreher , Martin Scharpenberg

We revisit the fundamental question of simple-versus-simple hypothesis testing with an eye towards computational complexity, as the statistically optimal likelihood ratio test is often computationally intractable in high-dimensional…

Statistics Theory · Mathematics 2025-05-05 Ankur Moitra , Alexander S. Wein

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

While the performance of machine learning systems has experienced significant improvement in recent years, relatively little attention has been paid to the fundamental question: to what extent can we improve our models? This paper provides…

Machine Learning · Computer Science 2026-05-13 Ryota Ushio , Takashi Ishida , Masashi Sugiyama

Group testing is an efficient method for testing a large population to detect infected individuals. In this paper, we consider an efficient adaptive two stage group testing scheme. Using a straightforward analysis, we characterize the…

Methodology · Statistics 2020-08-26 Arjun Kodialam

A binary classifier capable of abstaining from making a label prediction has two goals in tension: minimizing errors, and avoiding abstaining unnecessarily often. In this work, we exactly characterize the best achievable tradeoff between…

Machine Learning · Computer Science 2016-11-30 Akshay Balsubramani

In this work, we consider a binary classification problem and cast it into a binary hypothesis testing framework, where the observations can be perturbed by an adversary. To improve the adversarial robustness of a classifier, we include an…

Machine Learning · Computer Science 2021-10-01 Abed AlRahman Al Makdah , Vaibhav Katewa , Fabio Pasqualetti

This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The…

Information Theory · Computer Science 2018-01-08 Meik Dörpinghaus , Izaak Neri , Édgar Roldán , Heinrich Meyr , Frank Jülicher

The graph based approach to multiple testing is an intuitive method that enables a study team to represent clearly, through a directed graph, its priorities for hierarchical testing of multiple hypotheses, and for propagating the available…

Methodology · Statistics 2025-01-07 Cyrus Mehta , Ajoy Mukhopadhyay , Martin Posch

The problem of multiple endpoint testing for k endpoints is treated as a 2^k finite action problem. The loss function chosen is a vector loss function consisting of two components. The two components lead to a vector risk. One component of…

Statistics Theory · Mathematics 2007-06-13 Arthur Cohen , Harold B. Sackrowitz
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