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Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…

Machine Learning · Statistics 2023-09-29 Fedor Noskov , Alexander Fishkov , Maxim Panov

Persistent homology is a vital tool for topological data analysis. Previous work has developed some statistical estimators for characteristics of collections of persistence diagrams. However, tools that provide statistical inference for…

Applications · Statistics 2016-02-23 Andrew Robinson , Katharine Turner

This paper investigates Distributed Hypothesis testing (DHT), in which a source $\mathbf{X}$ is encoded given that side information $\mathbf{Y}$ is available at the decoder only. Based on the received coded data, the receiver aims to decide…

Information Theory · Computer Science 2023-05-12 Ismaila Salihou Adamou , Elsa Dupraz , Tad Matsumoto

Standardization has been a widely adopted practice in multiple testing, for it takes into account the variability in sampling and makes the test statistics comparable across different study units. However, despite conventional wisdom to the…

Methodology · Statistics 2020-03-09 Luella Fu , Bowen Gang , Gareth M. James , Wenguang Sun

We consider sequential hypothesis testing between two quantum states using adaptive and non-adaptive strategies. In this setting, samples of an unknown state are requested sequentially and a decision to either continue or to accept one of…

Quantum Physics · Physics 2023-03-07 Yonglong Li , Vincent Y. F. Tan , Marco Tomamichel

Hypothesis testing is an important problem with applications in target localization, clinical trials etc. Many active hypothesis testing strategies operate in two phases: an exploration phase and a verification phase. In the exploration…

Machine Learning · Statistics 2018-12-05 Dhruva Kartik , Ashutosh Nayyar , Urbashi Mitra

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

For some hypothesis classes and input distributions, active agnostic learning needs exponentially fewer samples than passive learning; for other classes and distributions, it offers little to no improvement. The most popular algorithms for…

Machine Learning · Computer Science 2024-05-24 Eric Price , Yihan Zhou

To plan safely in uncertain environments, agents must balance utility with safety constraints. Safe planning problems can be modeled as a chance-constrained partially observable Markov decision process (CC-POMDP) and solutions often use…

Artificial Intelligence · Computer Science 2024-05-02 Robert J. Moss , Arec Jamgochian , Johannes Fischer , Anthony Corso , Mykel J. Kochenderfer

In most real scenarios the construction of a risk-neutral portfolio must be performed in discrete time and with transaction costs. Two human imposed constraints are the risk-aversion and the profit maximization, which together define a…

Risk Management · Quantitative Finance 2021-12-21 G. Mazzei , F. G. Bellora , J. A. Serur

We consider the problem of discriminating between two different states of a finite quantum system in the setting of large numbers of copies, and find a closed form expression for the asymptotic exponential rate at which the specified error…

Quantum Physics · Physics 2011-05-13 K. M. R. Audenaert , M. Nussbaum , A. Szkola , F. Verstraete

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

Null Hypothesis Significance Testing (NHST) has long been central to the scientific project, guiding theory development and supporting evidence-based intervention and decision-making. Recent years, however, have seen growing awareness of…

Methodology · Statistics 2020-10-16 Fintan Costello , Paul Watts

We propose a new framework for online testing of heterogeneous treatment effects. The proposed test, named sequential score test (SST), is able to control type I error under continuous monitoring and detect multi-dimensional heterogeneous…

Methodology · Statistics 2020-02-11 Miao Yu , Wenbin Lu , Rui Song

This paper presents a new approach to statistical similarity assessment based on sequence alignment. The algorithm performs mutual matching of two random sequences by successively searching for common elements and by applying sequence…

Signal Processing · Electrical Eng. & Systems 2021-06-09 Jakub Nikonowicz , Łukasz Matuszewski , Paweł Kubczak

Pearson's chi-squared test, from 1900, is the standard statistical tool for "hypothesis testing on distributions": namely, given samples from an unknown distribution $Q$ that may or may not equal a hypothesis distribution $P$, we want to…

Statistics Theory · Mathematics 2023-10-17 Trung Dang , Walter McKelvie , Paul Valiant , Hongao Wang

A new model for controlled sensing for multihypothesis testing is proposed and studied in the sequential setting. This new model, termed {\em controlled Markovian observation} model, exhibits a more complicated memory structure in the…

Optimization and Control · Mathematics 2014-07-01 Sirin Nitinawarat , Venupogal V. Veeravalli

A sequence of null hypotheses regarding the number of negligible effects (zero effects) in orthogonal saturated designs is formulated. Two step-up simultaneous testing procedures are proposed to identify active effects (nonzero effects)…

Statistics Theory · Mathematics 2009-09-29 Samuel S. Wu , Weizhen Wang

Selecting skilled mutual funds through the multiple testing framework has received increasing attention from finance researchers and statisticians. The intercept $\alpha$ of Carhart four-factor model is commonly used to measure the true…

Methodology · Statistics 2022-03-01 Lijia Wang , Xu Han , Xin Tong

Active learning (AL) techniques reduce labeling costs for training neural machine translation (NMT) models by selecting smaller representative subsets from unlabeled data for annotation. Diversity sampling techniques select heterogeneous…

Computation and Language · Computer Science 2024-12-19 Abdul Hameed Azeemi , Ihsan Ayyub Qazi , Agha Ali Raza