Related papers: A complete characterization of testable hypotheses
We propose a two-sample test for high-dimensional means that requires neither distributional nor correlational assumptions, besides some weak conditions on the moments and tail properties of the elements in the random vectors. This…
It is often of interest to test a global null hypothesis using multiple, possibly dependent $p$-values by combining their strengths while controlling the type-I error. Recently, several heavy-tailed combination tests, such as the harmonic…
On metric spaces equipped with doubling measures, we prove that a differentiability theorem holds for Lipschitz functions if and only if the space supports nontrivial (metric) derivations in the sense of Weaver that satisfy an additional…
Ideally, all analyses of normally distributed data should include the full covariance information between all data points. In practice, the full covariance matrix between all data points is not always available. Either because a result was…
Many commonly used test statistics are based on a norm measuring the evidence against the null hypothesis. To understand how the choice of a norm affects power properties of tests in high dimensions, we study the consistency sets of…
Let $(\Omega, \mathcal{A}, \mu)$ be a probability space. The classical Borel-Cantelli Lemma states that for any sequence of $\mu$-measurable sets $E_i$ ($i=1,2,3,\dots$), if the sum of their measures converges then the corresponding…
Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many more. In this paper, we propose robust Wald-type tests for…
Given a measurable set $A\subset \R^n$ of positive measure, it is not difficult to show that $|A+A|=|2A|$ if and only if $A$ is equal to its convex hull minus a set of measure zero. We investigate the stability of this statement: If…
We study a generalization of the classical hidden clique problem to graphs with real-valued edge weights. Formally, we define a hypothesis testing problem. Under the null hypothesis, edges of a complete graph on $n$ vertices are associated…
While quantum speed-up in solving certain decision problems by a fault-tolerant universal quantum computer has been promised, a timely research interest includes how far one can reduce the resource requirement to demonstrate a provable…
We prove the consistency of: for suitable strongly inaccessible cardinal lambda the dominating number, i.e. the cofinality of lambda^lambda is strictly bigger than cov(meagre_lambda), i.e. the minimal number of nowhere dense subsets of…
We consider large-scale studies in which thousands of significance tests are performed simultaneously. In some of these studies, the multiple testing procedure can be severely biased by latent confounding factors such as batch effects and…
To provide a solid analytic foundation for the module approach to conditional risk measures, this paper establishes a complete random convex analysis over random locally convex modules by simultaneously considering the two kinds of…
For a given element $f\in L^1$ and a convex cone $C\subset L^\infty$, $C\cap L^\infty_+=\{0\}$ we give necessary and sufficient conditions for the existence of an element $g\ge f$ lying in the polar of $C$. This polar is taken in…
Quantum Mechanics (QM) predicts the correlation between measurements performed in remote regions of a spatially spread entangled state to be higher than allowed by the intuitive concepts of Locality and Realism (LR). This high correlation…
We study the Neyman-Pearson theory for convex expectations (convex risk measures) on $L^{\infty}(\mu)$. Without assuming that the level sets of penalty functions are weakly compact, a new approach different from the convex duality method is…
The ultimate limits of quantum state discrimination are often thought to be captured by asymptotic bounds that restrict the achievable error probabilities, notably the quantum Chernoff and Hoeffding bounds. Here we study hypothesis testing…
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…
The framework of this paper is that of risk measuring under uncertainty, which is when no reference probability measure is given. To every regular convex risk measure on ${\cal C}_b(\Omega)$, we associate a unique equivalence class of…
In this paper we study a new, generalized version of the well-known group testing problem. In the classical model of group testing we are given n objects, some of which are considered to be defective. We can test certain subsets of the…