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We extend quantum Stein's lemma in asymmetric quantum hypothesis testing to composite null and alternative hypotheses. As our main result, we show that the asymptotic error exponent for testing convex combinations of quantum states…

Quantum Physics · Physics 2021-07-26 Mario Berta , Fernando G. S. L. Brandao , Christoph Hirche

We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…

Machine Learning · Statistics 2023-07-21 Aleksandr Podkopaev , Aaditya Ramdas

The literature on statistical learning for time series assumes the asymptotic independence or ``mixing' of the data-generating process. These mixing assumptions are never tested, nor are there methods for estimating mixing rates from data.…

Machine Learning · Statistics 2022-03-18 Daniel J. McDonald , Cosma Rohilla Shalizi , Mark Schervish

We introduce a game-theoretic framework to study the hypothesis testing problem, in the presence of an adversary aiming at preventing a correct decision. Specifically, the paper considers a scenario in which an analyst has to decide whether…

Information Theory · Computer Science 2013-04-09 Mauro Barni , Benedetta Tondi

Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…

Statistics Theory · Mathematics 2015-03-17 Piet Groeneboom , Geurt Jongbloed

We study the sample complexity of robust binary hypothesis testing under three standard contamination models: $\varepsilon$-additive (Huber), $\varepsilon$-subtractive, and $\varepsilon$-total variation (TV), denoted by…

Statistics Theory · Mathematics 2026-05-26 Shankar Vallinayagam , Ankit Pensia , Varun Jog

Frequentist-style large-sample properties of Bayesian posterior distributions, such as consistency and convergence rates, are important considerations in nonparametric problems. In this paper we give an analysis of Bayesian asymptotics…

Statistics Theory · Mathematics 2012-10-02 Ryan Martin , Liang Hong

This work analyzes the asymptotic performances of fully distributed sequential hypothesis testing procedures as the type-I and type-II error rates approach zero, in the context of a sensor network without a fusion center. In particular, the…

Applications · Statistics 2018-04-17 Shang Li , Xiaodong Wang

We consider hypothesis testing of binary causal queries using observational data. Since the mapping of causal models to the observational distribution that they induce is not one-to-one, in general, causal queries are often only partially…

Methodology · Statistics 2026-02-27 Sourbh Bhadane , Joris M. Mooij , Philip Boeken , Onno Zoeter

Impropriety testing for complex-valued vector has been considered lately due to potential applications ranging from digital communications to complex media imaging. This paper provides new results for such tests in the asymptotic regime,…

Signal Processing · Electrical Eng. & Systems 2020-01-07 Florent Chatelain , Nicolas Le Bihan , Jonathan H. Manton

A collection of finite sets $\{A_1, A_2,\ldots, A_{p}\}$ is said to be a double-covering if each $a\in \cup_{k=1}^{p}A_k$ is included in exactly two sets of the collection. For fixed integers $l$ and $p$, let $\mu_{l,p}$ be the number of…

Classical Analysis and ODEs · Mathematics 2025-12-09 Grigori A. Karagulyan , Vahe G. Karagulyan

The issue of missing values is an arising difficulty when dealing with paired data. Several test procedures are developed in the literature to tackle this problem. Some of them are even robust under deviations and control type-I error quite…

Methodology · Statistics 2019-12-12 Lubna Amro , Markus Pauly , Burim Ramosaj

This paper is concerned with testing normality in a Hilbert space based on the maximum mean discrepancy. Specifically, we discuss the behavior of the test from two standpoints: asymptotics and practical aspects. Asymptotic normality of the…

Statistics Theory · Mathematics 2019-02-12 Natsumi Makigusa , Kanta Naito

This monograph presents a unified treatment of single- and multi-user problems in Shannon's information theory where we depart from the requirement that the error probability decays asymptotically in the blocklength. Instead, the error…

Information Theory · Computer Science 2015-04-13 Vincent Y. F. Tan

I introduce a simple permutation procedure to test conventional (non-sharp) hypotheses about the effect of a binary treatment in the presence of a finite number of large, heterogeneous clusters when the treatment effect is identified by…

Econometrics · Economics 2023-02-08 Andreas Hagemann

Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional condition on its rate of increase compared to the sample size. On the…

Statistics Theory · Mathematics 2024-03-26 Joydeep Chowdhury , Subhajit Dutta , Marc G. Genton

Within a Bayesian decision theoretic framework we investigate some asymptotic optimality properties of a large class of multiple testing rules. A parametric setup is considered, in which observations come from a normal scale mixture model…

Statistics Theory · Mathematics 2012-11-22 Małgorzata Bogdan , Arijit Chakrabarti , Florian Frommlet , Jayanta K. Ghosh

The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For…

Statistics Theory · Mathematics 2021-03-29 Michael Bell , Yuval Kochman

Consider a finite population of $N$ items, where item $i$ has a probability $p_i$ to be defective. The goal is to identify all items by means of group testing. This is the generalized group testing problem (hereafter GGTP). In the case of…

Other Statistics · Statistics 2020-02-28 Yaakov Malinovsky

A univariate clustering criterion for stationary processes satisfying a $\beta$-mixing condition is proposed extending the work of \cite{KB2} to the dependent setup. The approach is characterized by an alternative sample criterion function…

Statistics Theory · Mathematics 2013-11-19 Karthik Bharath