Related papers: Sequential Multiple Testing: A Second-Order Asympt…

In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…

Here we address dependence among the test statistics in connection with asymptotically Bayes' optimal tests in presence of sparse alternatives. Extending the setup in Bogdan et.al. (2011) we consider an equicorrelated ( with equal…

We study the adversarial binary hypothesis testing problem in the sequential setting. Associated with each hypothesis is a closed, convex set of distributions. Given the hypothesis, each observation is generated according to a distribution…

The problem of sequential change diagnosis is considered, where observations are obtained on-line, an abrupt change occurs in their distribution, and the goal is to quickly detect the change and accurately identify the post-change…

This article develops a method to construct the optimal sequential test for monitoring the changes in the distribution of finite observation sequences with a general dependence structure. This method allows us to prove that different…

This paper studies sequential methods for recovery of sparse signals in high dimensions. When compared to fixed sample size procedures, in the sparse setting, sequential methods can result in a large reduction in the number of samples…

Given a fixed-sample-size test that controls the error probabilities under two specific, but arbitrary, distributions, a 3-stage and two 4-stage tests are proposed and analyzed. For each of them, a novel, concrete, non-asymptotic,…

The severity of type II errors is frequently ignored when deriving a multiple testing procedure, even though utilizing it properly can greatly help in making correct decisions. This paper puts forward a theory behind developing a multiple…

In this paper we deal with the problem of sequential testing of multiple hypotheses. The main goal is minimizing the expected sample size (ESS) under restrictions on the error probabilities. We take, as a criterion of minimization, a…

In this article we perform an asymptotic analysis of parallel Bayesian logspline density estimators. Such estimators are useful for the analysis of datasets that are partitioned into subsets and stored in separate databases without the…

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…

Consider a sensor network made of remote nodes connected to a common fusion center. In a recent work Blum and Sadler [1] propose the idea of ordered transmissions -sensors with more informative samples deliver their messages first- and…

We consider the multiple hypothesis testing problem for symmetric quantum state discrimination between r given states \sigma_1,...,\sigma_r. By splitting up the overall test into multiple binary tests in various ways we obtain a number of…

Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…

This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is…

Online evaluation of machine learning models is typically conducted through A/B experiments. Sequential statistical tests are valuable tools for analysing these experiments, as they enable researchers to stop data collection early without…

The paper derives the optimal second-order coding rate for the continuous-time Poisson channel. We also obtain bounds on the third-order coding rate. This is the first instance of a second-order result for a continuous-time channel. The…

In this paper we apply a two-stage sequential design to item calibration problems under a three-parameter logistic model assumption. The measurement errors of the estimates of the latent trait levels of examinees are considered in our…

In this work, we revisit the one- and two-sample testing problems: binary hypothesis testing in which one or both distributions are unknown. For the one-sample test, we provide a more streamlined proof of the asymptotic optimality of…

The second-order achievable asymptotics in typical random number generation problems such as resolvability, intrinsic randomness, fixed-length source coding are considered. In these problems, several researchers have derived the first-order…