English
Related papers

Related papers: Attainability of Two-Point Testing Rates for Finit…

200 papers

The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…

Statistics Theory · Mathematics 2022-08-04 Taras Bodnar , Dmitry Otryakhin , Erik Thorsen

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Statistics Theory · Mathematics 2022-11-15 Loris Michel , Jeffrey Näf , Nicolai Meinshausen

Detecting change points sequentially in a streaming setting, especially when both the mean and the variance of the signal can change, is often a challenging task. A key difficulty in this context often involves setting an appropriate…

Methodology · Statistics 2022-11-01 Nauman Ahad , Mark A. Davenport , Yao Xie

Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…

Methodology · Statistics 2012-03-06 David Shilane , Derek Bean

We study the distribution regression problem assuming the distribution of distributions has a doubling measure larger than one. First, we explore the geometry of any distributions that has doubling measure larger than one and build a small…

Machine Learning · Computer Science 2022-03-02 Ilqar Ramazanli

We derive fundamental accuracy limits for distributed localization when a fusion center has access only to independently rate-distortion (RD)-optimally compressed versions of multi-sensor observations, under a line-of-sight propagation…

Information Theory · Computer Science 2026-03-31 Amir Weiss

We address the problem of detection and estimation of one or two change-points in the mean of a series of random variables. We use the formalism of set estimation in regression: To each point of a design is attached a binary label that…

Statistics Theory · Mathematics 2018-09-07 Victor-Emmanuel Brunel

Given univariate random variables $Y_1, \ldots, Y_n$ with the $\text{Uniform}(\theta_0 - 1, \theta_0 + 1)$ distribution, the sample midrange $\frac{Y_{(n)}+Y_{(1)}}{2}$ is the MLE for $\theta_0$ and estimates $\theta_0$ with error of order…

Statistics Theory · Mathematics 2023-08-21 Yu-Chun Kao , Min Xu , Cun-Hui Zhang

Adaptive experiments are becoming increasingly popular in real-world applications for effectively maximizing in-sample welfare and efficiency by data-driven sampling. Despite their growing prevalence, however, the statistical foundations…

Statistics Theory · Mathematics 2026-04-15 Ziang Niu , Zhimei Ren

We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…

Signal Processing · Electrical Eng. & Systems 2020-03-04 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

We consider the problem of estimating a $d$-dimensional discrete distribution from its samples observed under a $b$-bit communication constraint. In contrast to most previous results that largely focus on the global minimax error, we study…

Information Theory · Computer Science 2021-11-02 Wei-Ning Chen , Peter Kairouz , Ayfer Özgür

The two-sample test is a fundamental problem in statistics with a wide range of applications. In the realm of high-dimensional data, nonparametric methods have gained prominence due to their flexibility and minimal distributional…

Methodology · Statistics 2024-12-24 Zexi Cai , Wenbo Fei , Doudou Zhou

We consider the problem of robust mean and location estimation w.r.t. any pseudo-norm of the form $x\in\mathbb{R}^d\to ||x||_S = \sup_{v\in S}<v,x>$ where $S$ is any symmetric subset of $\mathbb{R}^d$. We show that the deviation-optimal…

Statistics Theory · Mathematics 2021-02-02 Jules Depersin , Guillaume Lecué

We propose a testing procedure based on the Wilcoxon two-sample test statistic in order to test for change-points in the mean of long-range dependent data. We show that the corresponding self-normalized test statistic converges in…

Statistics Theory · Mathematics 2014-09-10 Annika Betken

This paper deals with the problem of asymptotically optimal detection of changes in regime-switching stochastic models. We need to divide the whole obtained sample of data into several sub-samples with observations belonging to different…

Statistics Theory · Mathematics 2013-01-25 Boris Brodsky , Boris Darkhovsky

We investigate the problem of center estimation in the high dimensional binary sub-Gaussian Mixture Model with Hidden Markov structure on the labels. We first study the limitations of existing results in the high dimensional setting and…

Statistics Theory · Mathematics 2024-06-19 Vahe Karagulyan , Mohamed Ndaoud

We study distributed goodness-of-fit testing for discrete distribution under bandwidth and differential privacy constraints. Information constraint distributed goodness-of-fit testing is a problem that has received considerable attention…

Statistics Theory · Mathematics 2024-11-05 Lasse Vuursteen

High-dimensional changepoint inference that adapts to various change patterns has received much attention recently. We propose a simple, fast yet effective approach for adaptive changepoint testing. The key observation is that two…

Methodology · Statistics 2022-05-03 Guanghui Wang , Long Feng

In this work, we study the problem of distributed mean estimation with $1$-bit communication constraints when the variance is unknown. We focus on the specific case where each user has access to one i.i.d. sample drawn from a distribution…

Information Theory · Computer Science 2025-10-10 Ritesh Kumar , Shashank Vatedka

We consider the range-based localization problem, which involves estimating an object's position by using $m$ sensors, hoping that as the number $m$ of sensors increases, the estimate converges to the true position with the minimum…

Signal Processing · Electrical Eng. & Systems 2023-01-04 Guangyang Zeng , Biqiang Mu , Jiming Chen , Zhiguo Shi , Junfeng Wu