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We study the problem of estimating multiple linear regression equations for the purpose of both prediction and variable selection. Following recent work on multi-task learning Argyriou et al. [2008], we assume that the regression vectors…

Machine Learning · Statistics 2012-08-21 Karim Lounici , Massimiliano Pontil , Alexandre B. Tsybakov , Sara van de Geer

We consider a $d$-dimensional continuous martingale $X(t)$ with quadratic variation matrix $\langle X\rangle_t=\int_0^t \Sigma(s)\,ds$ and develop tests for the rank of its spot covariance matrix $\Sigma(t)$, $t\in[0,1]$. The process $X$ is…

Statistics Theory · Mathematics 2026-01-14 Markus Reiß , Lars Winkelmann

Spectrum sensing, i.e., detecting the presence of primary users in a licensed spectrum, is a fundamental problem in cognitive radio. Since the statistical covariances of received signal and noise are usually different, they can be used to…

Information Theory · Computer Science 2016-09-08 Yonghong Zeng , Ying-Chang Liang

We test the hypothesis that simulataneous linear contrasts of multiple variance components equal zero in a Gaussian variance components model via a parametric bootstrap. Applications include but are not limited to nested and crossed…

Methodology · Statistics 2026-04-29 Alex Stringer , Jeffrey Negrea

Due to their parsimony, separable covariance models have been popular in modeling matrix-variate data. However, the inference from such a model may be misleading if the population covariance matrix $\Sigma$ is actually non-separable,…

Statistics Theory · Mathematics 2026-05-05 Bongjung Sung , Peter D. Hoff

We generalize Levene's test for variance (scale) heterogeneity between $k$ groups for more complex data, which includes sample correlation and group membership uncertainty. Following a two-stage regression framework, we show that least…

Methodology · Statistics 2016-05-19 David Soave , Lei Sun

Consider a time series of signal measurements $x(t)$, having components $x_k \mbox{ for } k = 1,2, \ldots ,N$. This paper shows how to determine if these signals are equal to linear or nonlinear mixtures of the state variables of two or…

Methodology · Statistics 2016-01-15 David N. Levin

Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature,…

Methodology · Statistics 2019-11-19 Ilmun Kim , Ann B. Lee , Jing Lei

Reliability analysis aims at estimating the failure probability of an engineering system. It often requires multiple runs of a limit-state function, which usually relies on computationally intensive simulations. Traditionally, these…

Computation · Statistics 2024-01-22 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

Classification with a sparsity constraint on the solution plays a central role in many high dimensional machine learning applications. In some cases, the features can be grouped together so that entire subsets of features can be selected or…

Machine Learning · Computer Science 2014-09-05 Nikhil Rao , Robert Nowak , Christopher Cox , Timothy Rogers

Group testing enables to identify infected individuals in a population using a smaller number of tests than individual testing. To achieve this, group testing algorithms commonly assume knowledge of the number of infected individuals;…

Information Theory · Computer Science 2023-05-16 Chaorui Yao , Pavlos Nikolopoulos , Christina Fragouli

In the pooled data problem, the goal is to identify the categories associated with a large collection of items via a sequence of pooled tests. Each pooled test reveals the number of items in the pool belonging to each category. A prominent…

Information Theory · Computer Science 2025-09-09 Nelvin Tan , Pablo Pascual Cobo , Ramji Venkataramanan

In group testing, the task is to determine the distinguished members of a set of objects L by asking subset queries of the form ``does the subset Q of L contain a distinguished object?'' The primary biological application of group testing…

Combinatorics · Mathematics 2008-02-03 Emanuel Knill , S. Muthukrishnan

Label noise is ubiquitous in real-world scenarios, posing a practical challenge to supervised models due to its effect in hurting the generalization performance of deep neural networks. Existing methods primarily employ the sample selection…

Computer Vision and Pattern Recognition · Computer Science 2024-07-04 Mengmeng Sheng , Zeren Sun , Tao Chen , Shuchao Pang , Yucheng Wang , Yazhou Yao

The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…

Methodology · Statistics 2023-04-21 Yiming Xing , Georgios Fellouris

This research seeks to benefit the software engineering society by proposing comparative separation, a novel group fairness notion to evaluate the fairness of machine learning software on comparative judgment test data. Fairness issues have…

Software Engineering · Computer Science 2026-01-13 Xiaoyin Xi , Neeku Capak , Kate Stockwell , Zhe Yu

The sequential analysis of the problem of joint signal detection and signal-to-noise ratio (SNR) estimation for a linear Gaussian observation model is considered. The problem is posed as an optimization setup where the goal is to minimize…

Information Theory · Computer Science 2017-01-20 M. Fauß , K. G. Nagananda , A. M. Zoubir , H. V. Poor

Given a quantum system $S$ entangled with another system $I$, the entanglement testing problem arises, prompting the identification of the system $S$ within a set of $m \ge 2$ identical systems. This scenario serves as a model for the…

Quantum Physics · Physics 2023-12-27 Pengcheng Liao , Quntao Zhuang

Signal-to-noise ratio (SNR) statistics play a central role in many applications. A common situation where SNR is studied is when a continuous time signal is sampled at a fixed frequency with some noise in the background. While estimation…

Methodology · Statistics 2021-11-05 Francesco Giordano , Pietro Coretto

This paper introduces a statistical test inferring whether a variable allows separating two classes by means of a single critical value. Its test statistic is the prediction error of a nonparametric threshold classifier. While this approach…

Methodology · Statistics 2017-07-17 Fabian Schroeder
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