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Given a sequence of random variables $X^n=X_1,\ldots, X_n$, discriminating between two hypotheses on the underlying probability distribution is a key task in statistics and information theory. Of interest here is the Stein exponent, i.e.…

Information Theory · Computer Science 2025-10-09 Ludovico Lami

To take sample biases and skewness in the observations into account, practitioners frequently weight their observations according to some marginal distribution. The present paper demonstrates that such weighting can indeed improve the…

Methodology · Statistics 2018-11-05 Tobias Niebuhr , Mathias Trabs

We propose and discuss sensitivity metrics for reliability analysis, which are based on the value of information. These metrics are easier to interpret than other existing sensitivity metrics in the context of a specific decision and they…

Optimization and Control · Mathematics 2021-12-03 Daniel Straub , Max Ehre , Iason Papaioannou

Genetic investigations often involve the testing of vast numbers of related hypotheses simultaneously. To control the overall error rate, a substantial penalty is required, making it difficult to detect signals of moderate strength. To…

Methodology · Statistics 2010-10-25 Kathryn Roeder , Larry Wasserman

Information-theoretic measures such as relative entropy and correlation are extremely useful when modeling or analyzing the interaction of probabilistic systems. We survey the quantum generalization of 5 such measures and point out some of…

Information Theory · Computer Science 2015-06-02 William Blacoe

Statistical methods are indispensable to scientific inference. However, there exists a longstanding tension across a wide range of scientific disciplines about the role that ``context'' should play in the application of statistical methods…

Applications · Statistics 2026-04-06 Ashley I Naimi

In this paper we introduce a new method to add a parameter to a family of distributions. The additional parameter is completely studied and a full description of its behaviour in the distribution is given. We obtain several mathematical…

Methodology · Statistics 2010-03-10 Wagner Barreto-Souza , Alexandre B. Simas

In this paper, we propose a new spectral-based approach to hypothesis testing for populations of networks. The primary goal is to develop a test to determine whether two given samples of networks come from the same random model or…

Methodology · Statistics 2020-11-26 Li Chen , Nathaniel Josephs , Lizhen Lin , Jie Zhou , Eric D. Kolaczyk

We introduce the problem of estimation of the parameters of a dynamically selected population in an infinite sequence of random variables and provide its application in the statistical inference based on record values from a non-stationary…

Statistics Theory · Mathematics 2015-06-01 Morteza Amini , Nader Nematollahi

Given the constant rise in quantity and quality of data obtained from neural systems on many scales ranging from molecular to systems', information-theoretic analyses became increasingly necessary during the past few decades in the…

Information Theory · Computer Science 2013-10-08 Felix Effenberger

In this article, the estimation of reliability of a system is discussed $p(y<x)$ when strength, $X$, and stress, $Y$, are two independent exponential distribution with different scale parameters when the available data are type II Censored…

Methodology · Statistics 2008-01-08 A. M. Abd Elfattah , O. Mohamed Marwa

An axiomatic foundation regarding the entropy for complex systems is established. Missing from decades of research was the requirement that entropy must measure the uncertainty at the informational scale of the maximizing distribution,…

Statistical Mechanics · Physics 2026-05-29 Kenric P. Nelson

Network (graph) data analysis is a popular research topic in statistics and machine learning. In application, one is frequently confronted with graph two-sample hypothesis testing where the goal is to test the difference between two graph…

Methodology · Statistics 2021-02-01 Mingao Yuan , Qian Wen

Interpretability is an elusive but highly sought-after characteristic of modern machine learning methods. Recent work has focused on interpretability via $\textit{explanations}$, which justify individual model predictions. In this work, we…

Machine Learning · Computer Science 2019-10-31 David Alvarez-Melis , Hal Daumé , Jennifer Wortman Vaughan , Hanna Wallach

This paper develops inference methods for ratios of deterministic trend slopes in systems of pairs of time series. Hypotheses based on linear cross-equation restrictions are considered with particular interest in tests that trend ratios are…

Econometrics · Economics 2026-03-02 Timothy J. Vogelsang

In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…

Methodology · Statistics 2024-09-02 Roberto Vila , Helton Saulo , Leonardo Santos , João Monteiros , Felipe Quintino

Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we study differentially private tests of independence between a categorical and a continuous variable. We take…

Methodology · Statistics 2019-03-25 Simon Couch , Zeki Kazan , Kaiyan Shi , Andrew Bray , Adam Groce

The Renyi entropies constitute a family of information measures that generalizes the well-known Shannon entropy, inheriting many of its properties. They appear in the form of unconditional and conditional entropies, relative entropies or…

Quantum Physics · Physics 2014-01-28 Martin Müller-Lennert , Frédéric Dupuis , Oleg Szehr , Serge Fehr , Marco Tomamichel

The formalism of statistical mechanics can be generalized by starting from more general measures of information than the Shannon entropy and maximizing those subject to suitable constraints. We discuss some of the most important examples of…

Statistical Mechanics · Physics 2015-05-13 Christian Beck

Minimum divergence estimators provide a natural choice of estimators in a statistical inference problem. Different properties of various families of these divergence measures such as Hellinger distance, power divergence, density power…

Statistics Theory · Mathematics 2025-07-08 Subhrajyoty Roy , Supratik Basu , Abhik Ghosh , Ayanendranath Basu