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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

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

We consider the problem of simultaneous detection and estimation under a sequential framework. In particular we are interested in sequential tests that distinguish between the null and the alternative hypothesis and every time the decision…

Statistics Theory · Mathematics 2013-09-24 Yasin Yilmaz , George V. Moustakides , Xiaodong Wang

Sequential hypothesis testing is a desirable decision making strategy in any time sensitive scenario. Compared with fixed sample-size testing, sequential testing is capable of achieving identical probability of error requirements using less…

Machine Learning · Statistics 2017-11-17 Diyan Teng , Emre Ertin

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

We study the problem of mismatched binary hypothesis testing between i.i.d. distributions. We analyze the tradeoff between the pairwise error probability exponents when the actual distributions generating the observation are different from…

Information Theory · Computer Science 2022-04-28 Parham Boroumand , Albert Guillén i Fàbregas

Classification is a fundamental problem in machine learning and data mining. During the past decades, numerous classification methods have been presented based on different principles. However, most existing classifiers cast the…

Machine Learning · Computer Science 2019-04-23 Zengyou He , Chaohua Sheng , Yan Liu , Quan Zou

Suppose that we have two training sequences generated by parametrized distributions $P_{\theta^*}$ and $P_{\xi^*}$, where $\theta^*$ and $\xi^*$ are unknown true parameters. Given training sequences, we study the problem of classifying…

Information Theory · Computer Science 2021-05-04 Shota Saito , Toshiyasu Matsushima

A sequential problem in decentralized detection is considered. Two observers can make repeated noisy observations of a binary hypothesis on the state of the environment. At any time, observer 1 can stop and send a final binary message to…

Optimization and Control · Mathematics 2009-10-29 Ashutosh Nayyar , Demosthenis Teneketzis

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

This paper characterizes the optimal type-II error exponent for a distributed hypothesis testing-against-independence problem when the \emph{expected} rate of the sensor-detector link is constrained. Unlike for the well-known…

Information Theory · Computer Science 2019-10-21 Sadaf Salehkalaibar , Michele Wigger

The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…

Information Theory · Computer Science 2024-05-30 Valentinian Lungu , Ioannis Kontoyiannis

A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…

Machine Learning · Computer Science 2024-07-01 Weizhi Li , Prad Kadambi , Pouria Saidi , Karthikeyan Natesan Ramamurthy , Gautam Dasarathy , Visar Berisha

It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…

Methodology · Statistics 2015-05-08 Gordon J Ross

Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ at this stage can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we…

Statistics Theory · Mathematics 2009-12-23 Andrey Novikov

Sequential change diagnosis is the joint problem of detection and identification of a sudden and unobservable change in the distribution of a random sequence. In this problem, the common probability law of a sequence of i.i.d. random…

Probability · Mathematics 2007-10-29 Savas Dayanik , Christian Goulding , H. Vincent Poor

We study a Bayesian binary sequential hypothesis testing problem with multiple large language models (LLMs). Each LLM $j$ has per-query cost $c_j>0$, random waiting time with mean $\mu_j>0$ and sub-Gaussian tails, and \emph{asymmetric}…

Data Structures and Algorithms · Computer Science 2026-04-03 Guokai Li , Alys Liang , Mo Liu , Murray Lei , Stefanus Jasin , Fenghua Yang , Preet Baxi

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

We consider the problem of sequential evaluation, in which an evaluator observes candidates in a sequence and assigns scores to these candidates in an online, irrevocable fashion. Motivated by the psychology literature that has studied…

Machine Learning · Statistics 2023-11-20 Jingyan Wang , Ashwin Pananjady

We study sequential prediction of real-valued, arbitrary and unknown sequences under the squared error loss as well as the best parametric predictor out of a large, continuous class of predictors. Inspired by recent results from…

Machine Learning · Computer Science 2014-01-24 N. Denizcan Vanli , Suleyman S. Kozat