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We study the problem of testing discrete distributions with a focus on the high probability regime. Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and parameters $0< \epsilon, \delta <1$, we…

Data Structures and Algorithms · Computer Science 2020-09-15 Ilias Diakonikolas , Themis Gouleakis , Daniel M. Kane , John Peebles , Eric Price

We study the problem of testing identity against a given distribution with a focus on the high confidence regime. More precisely, given samples from an unknown distribution $p$ over $n$ elements, an explicitly given distribution $q$, and…

Data Structures and Algorithms · Computer Science 2019-01-17 Ilias Diakonikolas , Themis Gouleakis , John Peebles , Eric Price

In Bayesian hypothesis testing, evidence for a statistical model is quantified by the Bayes factor, which represents the relative likelihood of observed data under that model compared to another competing model. In general, computing Bayes…

Computation · Statistics 2021-12-07 Thomas J. Faulkenberry

Binary classification is a task that involves the classification of data into one of two distinct classes. It is widely utilized in various fields. However, conventional classifiers tend to make overconfident predictions for data that…

Machine Learning · Computer Science 2025-03-13 Shoma Yokura , Akihisa Ichiki

We study the problem of hypothesis selection under the constraint of local differential privacy. Given a class $\mathcal{F}$ of $k$ distributions and a set of i.i.d. samples from an unknown distribution $h$, the goal of hypothesis selection…

Machine Learning · Statistics 2026-03-05 Alireza F. Pour , Hassan Ashtiani , Shahab Asoodeh

In recent years there has been an increasing interest in learning Bayesian networks from data. One of the most effective methods for learning such networks is based on the minimum description length (MDL) principle. Previous work has shown…

Machine Learning · Computer Science 2013-02-18 Nir Friedman , Zohar Yakhini

In this paper we introduce objective proper prior distributions for hypothesis testing and model selection based on measures of divergence between the competing models; we call them divergence based (DB) priors. DB priors have simple forms…

Methodology · Statistics 2009-02-27 M. J. Bayarri , G. García-Donato

The following zero-sum game between nature and a statistician blends Bayesian methods with frequentist methods such as p-values and confidence intervals. Nature chooses a posterior distribution consistent with a set of possible priors. At…

Methodology · Statistics 2011-07-19 David R. Bickel

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

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 provide a differentially private algorithm for hypothesis selection. Given samples from an unknown probability distribution $P$ and a set of $m$ probability distributions $\mathcal{H}$, the goal is to output, in a…

Data Structures and Algorithms · Computer Science 2021-01-05 Mark Bun , Gautam Kamath , Thomas Steinke , Zhiwei Steven Wu

One of the central issues in the hidden subgroup problem is to bound the sample complexity, i.e., the number of identical samples of coset states sufficient and necessary to solve the problem. In this paper, we present general bounds for…

Quantum Physics · Physics 2008-04-26 Masahito Hayashi , Akinori Kawachi , Hirotada Kobayashi

We study the following fundamental hypothesis testing problem, which we term Gaussian mean testing. Given i.i.d. samples from a distribution $p$ on $\mathbb{R}^d$, the task is to distinguish, with high probability, between the following…

Statistics Theory · Mathematics 2022-10-26 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia

Consider a class $\mH$ of binary functions $h: X\to\{-1, +1\}$ on a finite interval $X=[0, B]\subset \Real$. Define the {\em sample width} of $h$ on a finite subset (a sample) $S\subset X$ as $\w_S(h) \equiv \min_{x\in S} |\w_h(x)|$, where…

Discrete Mathematics · Computer Science 2008-02-01 Joel Ratsaby

We consider the problem of hypothesis testing in the situation where the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of different tests when…

Statistics Theory · Mathematics 2015-02-25 Serguei Dachian , Yury Kutoyants , Lin Yang

We study distribution testing without direct access to a source of relevant data, but rather to one where only a tiny fraction is relevant. To enable this, we introduce the following verification query model. The goal is to perform a…

Data Structures and Algorithms · Computer Science 2025-09-23 Hadley Black , Christopher Ye

A/B testing refers to the task of determining the best option among two alternatives that yield random outcomes. We provide distribution-dependent lower bounds for the performance of A/B testing that improve over the results currently…

Statistics Theory · Mathematics 2015-02-25 Emilie Kaufmann , Olivier Cappé , Aurélien Garivier

An important aspect of multiple hypothesis testing is controlling the significance level, or the level of Type I error. When the test statistics are not independent it can be particularly challenging to deal with this problem, without…

Statistics Theory · Mathematics 2009-03-04 Sandy Clarke , Peter Hall

This paper deals with a new Bayesian approach to the standard one-sample $z$- and $t$- tests. More specifically, let $x_1,\ldots,x_n$ be an independent random sample from a normal distribution with mean $\mu$ and variance $\sigma^2$. The…

Statistics Theory · Mathematics 2020-04-01 Ibrahim Abdelrazeq , Luai Al-Labadi

A central problem in Binary Hypothesis Testing (BHT) is to determine the optimal tradeoff between the Type I error (referred to as false alarm) and Type II (referred to as miss) error. In this context, the exponential rate of convergence of…

Information Theory · Computer Science 2021-11-29 Sebastian Espinosa , Jorge F. Silva , Pablo Piantanida