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When additional information sources are available in decision making problems that allow stochastic optimization formulations, an important question is how to optimally use the information the sources are capable of providing. A framework…

Data Analysis, Statistics and Probability · Physics 2013-02-04 Eugene Perevalov , David Grace

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

In machine learning or scientific computing, model performance is measured with an objective function. But why choose one objective over another? Information theory gives one answer: To maximize the information in the model, select the…

Machine Learning · Computer Science 2024-06-05 Timothy O. Hodson , Thomas M. Over , Tyler J. Smith , Lucy M. Marshall

This paper proposes a framework for semantic hypothesis testing tailored to imaging inverse problems. Modern imaging methods struggle to support hypothesis testing, a core component of the scientific method that is essential for the…

Machine Learning · Statistics 2025-05-29 Yiming Xi , Konstantinos Zygalakis , Marcelo Pereyra

Recently, a new testing approach for response-adaptive clinical trials was proposed based on the allocation probabilities (AP) rather than the outcome data. While original work on the AP test focused on binary and normal endpoints and…

Methodology · Statistics 2026-05-11 Stina Zetterstrom , David S. Robertson , Thomas Jaki , Sofía S. Villar

We consider a sequential decision making task, where the goal is to optimize an unknown function without evaluating parameters that violate an a~priori unknown (safety) constraint. A common approach is to place a Gaussian process prior on…

Machine Learning · Computer Science 2024-05-13 Alessandro G. Bottero , Carlos E. Luis , Julia Vinogradska , Felix Berkenkamp , Jan Peters

This work investigates the sequential hypothesis testing problem with online sensor selection and sensor usage constraints. That is, in a sensor network, the fusion center sequentially acquires samples by selecting one "most informative"…

Applications · Statistics 2016-01-26 Shang Li , Xiaoou Li , Xiaodong Wang , Jingchen Liu

We study the problem of detecting planted solutions in a random satisfiability formula. Adopting the formalism of hypothesis testing in statistical analysis, we describe the minimax optimal rates of detection. Our analysis relies on the…

Statistics Theory · Mathematics 2015-02-10 Quentin Berthet

Hypothesis Selection is a fundamental distribution learning problem where given a comparator-class $Q=\{q_1,\ldots, q_n\}$ of distributions, and a sampling access to an unknown target distribution $p$, the goal is to output a distribution…

Machine Learning · Computer Science 2021-08-19 Olivier Bousquet , Mark Braverman , Klim Efremenko , Gillat Kol , Shay Moran

This book is written to offer a humble, but unified, treatment of e-values in hypothesis testing. It is organized into three parts: Fundamental Concepts, Core Ideas, and Advanced Topics. The first part includes four chapters that introduce…

Statistics Theory · Mathematics 2025-09-11 Aaditya Ramdas , Ruodu Wang

Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…

Signal Processing · Electrical Eng. & Systems 2024-02-06 Enmao Diao , Taposh Banerjee , Vahid Tarokh

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

The problem of publishing privacy-guaranteed data for hypothesis testing is studied using the maximal leakage (ML) as a metric for privacy and the type-II error exponent as the utility metric. The optimal mechanism (random mapping) that…

Information Theory · Computer Science 2017-04-12 Jiachun Liao , Lalitha Sankar , Flavio P. Calmon , Vincent Y. F. Tan

A framework is developed using techniques from rate distortion theory in statistical testing. The idea is first to do optimal compression according to a certain distortion function and then use information divergence from the compressed…

Information Theory · Computer Science 2009-04-01 Peter Harremoes

Although there is growing interest in measuring integrated information in computational and cognitive systems, current methods for doing so in practice are computationally unfeasible. Existing and novel integration measures are investigated…

Neurons and Cognition · Quantitative Biology 2017-02-08 Max Tegmark

We study the problem of robust information selection for a Bayesian hypothesis testing / classification task, where the goal is to identify the true state of the world from a finite set of hypotheses based on observations from the selected…

Machine Learning · Statistics 2025-02-24 Jayanth Bhargav , Shreyas Sundaram , Mahsa Ghasemi

Conformal Prediction (CP) is a distribution-free uncertainty estimation framework that constructs prediction sets guaranteed to contain the true answer with a user-specified probability. Intuitively, the size of the prediction set encodes a…

Machine Learning · Computer Science 2025-02-18 Alvaro H. C. Correia , Fabio Valerio Massoli , Christos Louizos , Arash Behboodi

In this paper, based on results of exact learning and test theory, we study arbitrary infinite binary information systems each of which consists of an infinite set of elements and an infinite set of two-valued functions (attributes) defined…

Computational Complexity · Computer Science 2022-01-13 Mikhail Moshkov

Recent years have seen tremendous advances in the theory and application of sequential experiments. While these experiments are not always designed with hypothesis testing in mind, researchers may still be interested in performing tests…

Econometrics · Economics 2023-06-29 Karun Adusumilli

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