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Testing hypothesis of independence between two random elements on a joint alphabet is a fundamental exercise in statistics. Pearson's chi-squared test is an effective test for such a situation when the contingency table is relatively small.…

Statistics Theory · Mathematics 2025-03-19 Jialin Zhang , Zhiyi Zhang

We introduce credal two-sample testing, a new hypothesis testing framework for comparing credal sets -- convex sets of probability measures where each element captures aleatoric uncertainty and the set itself represents epistemic…

Machine Learning · Statistics 2025-03-14 Siu Lun Chau , Antonin Schrab , Arthur Gretton , Dino Sejdinovic , Krikamol Muandet

The problem of hypothesis testing is examined from both the historical and Bayesian points of view in the case that sampling is from an underlying joint probability distribution and the hypotheses tested for are those of independence and…

comp-gas · Physics 2008-02-03 David Wolf

Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…

Methodology · Statistics 2011-11-01 Mohamed Boutahar , Denys Pommeret

In spite of its fundamental importance in quantum science and technology, the experimental certification of nonclassicality is still a challenging task, especially in realistic scenarios where losses and noise imbue the system. Here, we…

Quantum Physics · Physics 2021-01-29 Nicola Biagi , Martin Bohmann , Elizabeth Agudelo , Marco Bellini , Alessandro Zavatta

We introduce a framework for distributed quantum inference under communication constraints. In our model, $m$ distributed nodes each receive one copy of an unknown $d$-dimensional quantum state $\rho$, before communicating via a constrained…

Quantum Physics · Physics 2026-04-08 Mina Doosti , Ryan Sweke , Chirag Wadhwa

We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test under the generalized Neyman-Pearson criterion. In outlier hypothesis testing, one is given multiple…

Information Theory · Computer Science 2022-02-15 Lin Zhou , Yun Wei , Alfred Hero

The generalized quantum Stein's lemma characterizes the optimal asymptotic exponent of the type-II error in quantum hypothesis testing for an independent and identically distributed (IID) null hypothesis against a composite alternative…

Quantum Physics · Physics 2026-05-21 Haruka Kanazawa , Hayata Yamasaki

As small quantum computers are becoming available on different physical platforms, a benchmarking task known as cross-platform verification has been proposed that aims to estimate the fidelity of states prepared on two quantum computers.…

Quantum Physics · Physics 2022-06-14 Anurag Anshu , Zeph Landau , Yunchao Liu

The sample complexity of simple binary hypothesis testing is the smallest number of i.i.d.\ samples required to distinguish between two distributions $p$ and $q$ in either: (i) the prior-free setting, with type-I error at most $\alpha$ and…

Statistics Theory · Mathematics 2025-05-27 Ankit Pensia , Varun Jog , Po-Ling Loh

We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…

Methodology · Statistics 2023-02-24 Xiaoyu Hu , Jing Lei

We discuss several tests for whether a given set of independent and identically distributed (i.i.d.) draws does not come from a specified probability density function. The most commonly used are Kolmogorov-Smirnov tests, particularly…

Methodology · Statistics 2015-05-18 Mark Tygert

When data analysts train a classifier and check if its accuracy is significantly different from chance, they are implicitly performing a two-sample test. We investigate the statistical properties of this flexible approach in the…

Machine Learning · Computer Science 2020-02-18 Ilmun Kim , Aaditya Ramdas , Aarti Singh , Larry Wasserman

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

This paper studies the problem of discriminating two multivariate Gaussian distributions in a distributed manner. Specifically, it characterizes in a special case the optimal typeII error exponent as a function of the available…

Information Theory · Computer Science 2020-05-15 Pierre Escamilla , Abdellatif Zaidi , Michèle Wigger

In the common time series model $X_{i,n} = \mu (i/n) + \varepsilon_{i,n}$ with non-stationary errors we consider the problem of detecting a significant deviation of the mean function $\mu$ from a benchmark $g (\mu )$ (such as the initial…

Statistics Theory · Mathematics 2020-05-25 Holger Dette , Florian Heinrichs

Suppose we have a distribution of interest, with density $p(x),x\in {\cal X}$ say, and an algorithm claimed to generate samples from $p(x)$. Moreover, assume we have available a Metropolis--Hastings transition kernel fulfilling detail…

Computation · Statistics 2025-06-02 Håkon Tjelmeland , Hanna Bu Kvaløy

We study the following independence testing problem: given access to samples from a distribution $P$ over $\{0,1\}^n$, decide whether $P$ is a product distribution or whether it is $\varepsilon$-far in total variation distance from any…

Data Structures and Algorithms · Computer Science 2023-01-04 Arnab Bhattacharyya , Clément L. Canonne , Joy Qiping Yang

We formulate nonparametric and semiparametric hypothesis testing of multivariate stationary linear time series in a unified fashion and propose new test statistics based on estimators of the spectral density matrix. The limiting…

Statistics Theory · Mathematics 2009-09-03 Yoshihiro Yajima , Yasumasa Matsuda

The aim of this expos\'e is to make explicit the analogy between the classical notion of non-independent probability distribution and the quantum notion of entangled state. To bring that analogy forth, we consider a classical systems with…

Quantum Physics · Physics 2026-05-18 Henryk Gzyl