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We study sequential multiple testing with independent data streams, where the goal is to identify an unknown subset of signals while controlling commonly used error metrics, including generalized familywise rates and false discovery and…

Statistics Theory · Mathematics 2026-03-06 Jingyu Liu , Yanglei Song

We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization…

Methodology · Statistics 2016-10-25 Henry Lam , Enlu Zhou

Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez

We introduce a new discrepancy score between two distributions that gives an indication on their similarity. While much research has been done to determine if two samples come from exactly the same distribution, much less research…

Machine Learning · Computer Science 2012-10-16 Maayan Harel , Shie Mannor

We present the asymptotic distribution for two-sided tests based on the profile likelihood ratio with lower and upper boundaries on the parameter of interest. This situation is relevant for branching ratios and the elements of unitary…

Data Analysis, Statistics and Probability · Physics 2012-10-26 Glen Cowan , Kyle Cranmer , Eilam Gross , Ofer Vitells

The issue of asymmetric uncertainties resulting from fits, nonlinear propagation and systematic effects is reviewed. It is shown that, in all cases, whenever a published result is given with asymmetric uncertainties, the value of the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 G. D'Agostini

In this paper, two new classes of lower bounds on the probability of error for $m$-ary hypothesis testing are proposed. Computation of the minimum probability of error which is attained by the maximum a-posteriori probability (MAP)…

Information Theory · Computer Science 2015-03-17 Tirza Routtenberg , Joseph Tabrikian

We consider the problem of unambiguous (error-free) discrimination of N linearly independent pure quantum states with prior probabilities, where the goal is to find a measurement that maximizes the average probability of success. We derive…

Quantum Physics · Physics 2015-06-19 Somshubhro Bandyopadhyay

A distributed binary hypothesis testing problem, in which multiple observers transmit their observations to a detector over noisy channels, is studied. Given its own side information, the goal of the detector is to decide between two…

Information Theory · Computer Science 2017-04-06 Sreejith Sreekumar , Deniz Gündüz

We introduce a new approach for comparing the predictive accuracy of two nested models that bypasses the difficulties caused by the degeneracy of the asymptotic variance of forecast error loss differentials used in the construction of…

Econometrics · Economics 2023-10-17 Jean-Yves Pitarakis

In the problem of composite hypothesis testing, identifying the potential uniformly most powerful (UMP) unbiased test is of great interest. Beyond typical hypothesis settings with exponential family, it is usually challenging to prove the…

Methodology · Statistics 2022-08-03 Tianyu Zhan , Jian Kang

A collaborative distributed binary decision problem is considered. Two statisticians are required to declare the correct probability measure of two jointly distributed memoryless process, denoted by $X^n=(X_1,\dots,X_n)$ and…

Information Theory · Computer Science 2016-04-11 Gil Katz , Pablo Piantanida , Merouane Debbah

We consider the multiple hypothesis testing problem for symmetric quantum state discrimination between r given states \sigma_1,...,\sigma_r. By splitting up the overall test into multiple binary tests in various ways we obtain a number of…

Quantum Physics · Physics 2014-11-05 Koenraad M. R. Audenaert , Milán Mosonyi

This article explores the extension of well-known F1 score used for assessing the performance of binary classifiers. We propose the new metric using probabilistic interpretation of precision, recall, specificity, and negative predictive…

Machine Learning · Computer Science 2024-04-17 Mikolaj Sitarz

Asymptotic equivalence theory developed in the literature so far are only for bounded loss functions. This limits the potential applications of the theory because many commonly used loss functions in statistical inference are unbounded. In…

Statistics Theory · Mathematics 2009-09-03 T. Tony Cai , Harrison H. Zhou

This paper resolves two open problems from a recent paper, arXiv:2403.16981, concerning the sample complexity of distributed simple binary hypothesis testing under information constraints. The first open problem asks whether interaction…

Information Theory · Computer Science 2025-06-18 Hadi Kazemi , Ankit Pensia , Varun Jog

We make two contributions to the problem of estimating the $L_1$ calibration error of a binary classifier from a finite dataset. First, we provide an upper bound for any classifier where the calibration function has bounded variation.…

In certain applications involving the solution of a Bayesian inverse problem, it may not be possible or desirable to evaluate the full posterior, e.g. due to the high computational cost of doing so. This problem motivates the use of…

Statistics Theory · Mathematics 2024-02-27 Han Cheng Lie , T. J. Sullivan , Aretha Teckentrup

In this paper we present a new error bound on sampling algorithms for frequent itemsets mining. We show that the new bound is asymptotically tighter than the state-of-art bounds, i.e., given the chosen samples, for small enough error…

Data Structures and Algorithms · Computer Science 2017-03-27 Shiyu Ji , Kun Wan

In this article, we investigate the asymptotic properties of Bayesian multiple testing procedures under general dependent setup, when the sample size and the number of hypotheses both tend to infinity. Specifically, we investigate strong…

Statistics Theory · Mathematics 2020-05-14 Noirrit Kiran Chandra , Sourabh Bhattacharya