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We consider training a deep neural network to generate samples from an unknown distribution given i.i.d. data. We frame learning as an optimization minimizing a two-sample test statistic---informally speaking, a good generator network…

Machine Learning · Statistics 2015-05-18 Gintare Karolina Dziugaite , Daniel M. Roy , Zoubin Ghahramani

We revisit the problem of asymmetric binary hypothesis testing against a composite alternative hypothesis. We introduce a general framework to treat such problems when the alternative hypothesis adheres to certain axioms. In this case we…

Information Theory · Computer Science 2017-12-12 Marco Tomamichel , Masahito Hayashi

We study a class of distributed hypothesis testing against conditional independence problems. Under the criterion that stipulates minimization of the Type II error rate subject to a (constant) upper bound $\epsilon$ on the Type I error…

Information Theory · Computer Science 2019-04-08 Abdellatif Zaidi , Inaki Estella Aguerri

Two-sample tests evaluate whether two samples are realizations of the same distribution (the null hypothesis) or two different distributions (the alternative hypothesis). We consider a new setting for this problem where sample features are…

Machine Learning · Computer Science 2022-07-20 Weizhi Li , Gautam Dasarathy , Karthikeyan Natesan Ramamurthy , Visar Berisha

The growing availability of observational databases like electronic health records (EHR) provides unprecedented opportunities for secondary use of such data in biomedical research. However, these data can be error-prone and need to be…

Methodology · Statistics 2024-05-28 Sarah C. Lotspeich , Gustavo G. C. Amorim , Pamela A. Shaw , Ran Tao , Bryan E. Shepherd

A two-terminal distributed binary hypothesis testing problem over a noisy channel is studied. The two terminals, called the observer and the decision maker, each has access to $n$ independent and identically distributed samples, denoted by…

Other Statistics · Statistics 2023-02-07 Sreejith Sreekumar , Deniz Gündüz

In this work, we revisit outlier hypothesis testing and propose exponentially consistent, low-complexity fixed-length tests that achieve a better tradeoff between detection performance and computational complexity than existing…

Signal Processing · Electrical Eng. & Systems 2026-01-28 Lina Zhu , Lin Zhou

This paper studies distributed binary test of statistical independence under communication (information bits) constraints. While testing independence is very relevant in various applications, distributed independence test is particularly…

Statistics Theory · Mathematics 2021-11-29 Sebastian Espinosa , Jorge F. Silva , Pablo Piantanida

Nonparametric tests for equality of multivariate distributions are frequently desired in research. It is commonly required that test-procedures based on relatively small samples of vectors accurately control the corresponding Type I Error…

Methodology · Statistics 2021-01-14 Ablert Vexler , Gregory Gurevich , Li Zou

We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…

Statistics Theory · Mathematics 2013-11-05 Zhengjia Chen , Xinjia Chen

Coding and testing schemes for binary hypothesis testing over noisy networks are proposed and their corresponding type-II error exponents are derived. When communication is over a discrete memoryless channel (DMC), our scheme combines…

Information Theory · Computer Science 2018-06-15 Sadaf Salehkalaibar , Michele Wigger

Given a fixed-sample-size test that controls the error probabilities under two specific, but arbitrary, distributions, a 3-stage and two 4-stage tests are proposed and analyzed. For each of them, a novel, concrete, non-asymptotic,…

Statistics Theory · Mathematics 2022-06-27 Yiming Xing , Georgios Fellouris

We study the adversarial binary hypothesis testing problem in the sequential setting. Associated with each hypothesis is a closed, convex set of distributions. Given the hypothesis, each observation is generated according to a distribution…

Information Theory · Computer Science 2025-11-14 Eeshan Modak , Mayank Bakshi , Bikash Kumar Dey , Vinod M. Prabhakaran

In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…

Optimization and Control · Mathematics 2025-01-20 Yuhao Wang , Seong-Hee Kim , Enlu Zhou

Two-step estimators often called upon to fit censored regression models in many areas of science and engineering. Since censoring incurs a bias in the naive least-squares fit, a two-step estimator first estimates the bias and then fits a…

Methodology · Statistics 2014-03-17 Yuekai Sun , Jonathan E. Taylor

We propose an approach based on machine learning to solve two-stage linear adaptive robust optimization (ARO) problems with binary here-and-now variables and polyhedral uncertainty sets. We encode the optimal here-and-now decisions, the…

Machine Learning · Computer Science 2026-04-21 Dimitris Bertsimas , Cheol Woo Kim

In this paper, we revisit the discrete lossy Gray-Wyner problem. In particular, we derive its optimal second-order coding rate region, its error exponent (reliability function) and its moderate deviations constant under mild conditions on…

Information Theory · Computer Science 2017-01-05 Lin Zhou , Vincent Y. F. Tan , Mehul Motani

We characterize the asymptotic performance of nonparametric goodness of fit testing. The exponential decay rate of the type-II error probability is used as the asymptotic performance metric, and a test is optimal if it achieves the maximum…

Machine Learning · Statistics 2019-03-19 Shengyu Zhu , Biao Chen , Pengfei Yang , Zhitang Chen

A resurgence of interest in multiple hypothesis testing has occurred in the last decade. Motivated by studies in genomics, microarrays, DNA sequencing, drug screening, clinical trials, bioassays, education and psychology, statisticians have…

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

We study the inference problem in the group testing to identify defective items from the perspective of the decision theory. We introduce Bayesian inference and consider the Bayesian optimal setting in which the true generative process of…

Information Theory · Computer Science 2021-10-22 Ayaka Sakata , Yoshiyuki Kabashima
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