Related papers: Optimal Anytime-Valid Tests for Composite Nulls
We study the problem of testing composite hypotheses versus composite alternatives, using a convex duality approach. In contrast to classical results obtained by Krafft and Witting (Z. Wahrsch. Verw. Gebiete 7 (1967) 289--302), where…
The aim of this paper is to design a band-limited optimal input with power constraints for identifying a linear multi-input multi-output system. It is assumed that the nominal system parameters are specified. The key idea is to use the…
An asymptotically optimal blind calibration scheme of uniform linear arrays for narrowband Gaussian signals is proposed. Rather than taking the direct Maximum Likelihood (ML) approach for joint estimation of all the unknown model…
A combinatorial optimization problem (COP) has a finite groundset $E(\left|E\right|=N$), a weight vector $c=\left(c^e:e\in E\right)$ and a family $T\in E$ of feasible subsets with objective to find $t\in T$ with maximal weight:…
We characterize the asymptotic performance of nonparametric one- and two-sample testing. The exponential decay rate or error exponent of the type-II error probability is used as the asymptotic performance metric, and an optimal test…
This paper introduces an approach for detecting differences in the first-order structures of spatial point patterns. The proposed approach leverages the kernel mean embedding in a novel way by introducing its approximate version tailored to…
Recent years have witnessed increasing interest in optimization proxies, i.e., machine learning models that approximate the input-output mapping of parametric optimization problems and return near-optimal feasible solutions. Following…
The experimental design problem concerns the selection of k points from a potentially large design pool of p-dimensional vectors, so as to maximize the statistical efficiency regressed on the selected k design points. Statistical efficiency…
Empirical economic studies often involve multiple propositions or hypotheses, with researchers aiming to assess both the collective and individual evidence against these propositions or hypotheses. To rigorously assess this evidence,…
In this study, we introduce three distinct testing methods for testing alpha in high dimensional linear factor pricing model that deals with dependent data. The first method is a sum-type test procedure, which exhibits high performance when…
We propose pair copula constructed point-optimal sign tests in the context of linear and nonlinear predictive regressions with endogenous, persistent regressors, and disturbances exhibiting serial (nonlinear) dependence. The proposed…
Numerous theories of failure have been postulated and implemented in various commercial programs for composite materials. Even the best theories have had limited success in predicting damage and failure in validation exercises. In view of…
In science, the most widespread statistical quantities are perhaps $p$-values. A typical advice is to reject the null hypothesis $H_0$ if the corresponding p-value is sufficiently small (usually smaller than 0.05). Many criticisms regarding…
Consider a random vector $(X,Y)$ and let $m(x)=E(Y|X=x)$. We are interested in testing $H_0:m\in {\cal M}_{\Theta,{\cal G}}=\{\gamma(\cdot,\theta,g):\theta \in \Theta,g\in {\cal G}\}$ for some known function $\gamma$, some compact set…
This paper presents the first model-checking algorithm for an expressive modal mu-calculus over timed automata, $L^{\mathit{rel}, \mathit{af}}_{\nu,\mu}$, and reports performance results for an implementation. This mu-calculus contains…
In this paper, we present a rigorous framework for rational minimax approximation of matrix-valued functions that generalizes classical scalar approximation theory. Given sampled data $\{(x_\ell, {F}(x_\ell))\}_{\ell=1}^m$ where…
We revisit the fundamental question of simple-versus-simple hypothesis testing with an eye towards computational complexity, as the statistically optimal likelihood ratio test is often computationally intractable in high-dimensional…
A new test is proposed for the weak white noise null hypothesis. The test is based on a new automatic choice of the order for a Box-Pierce or Hong test statistic. The test uses Lobato (2001) or Kuan and Lee (2006) HAC critical values. The…
We consider equation systems of the form X_1 = f_1(X_1, ..., X_n), ..., X_n = f_n(X_1, ..., X_n) where f_1, ..., f_n are polynomials with positive real coefficients. In vector form we denote such an equation system by X = f(X) and call f a…
Given a reduced, local ring $R$ and an ideal $\mathfrak{a}$ of positive height, we give a decomposition of the test module, $\tau(\omega_T, t^{-\lambda})$, of the extended Rees algebra, $T =R[\mathfrak{a} t, t^{-1}]$. In particular, the…