Related papers: Universal Codes as a Basis for Nonparametric Testi…
In the binary hypothesis testing problem, it is well known that sequentiality in taking samples eradicates the trade-off between two error exponents, yet implementing the optimal test requires the knowledge of the underlying distributions,…
Frequently econometricians are interested in verifying a relationship between two or more time series. Such analysis is typically carried out by causality and/or independence tests which have been well studied when the data is univariate or…
Tight bounds on the block entropy of patterns of sequences generated by independent and identically distributed (i.i.d.) sources are derived. A pattern of a sequence is a sequence of integer indices with each index representing the order of…
This paper deals with a universal coding problem for a certain kind of multiterminal source coding network called a generalized complementary delivery network. In this network, messages from multiple correlated sources are jointly encoded,…
Stabilizer codes are a powerful method for implementing fault-tolerant quantum memory and in the case of topological codes, they form useful models for topological phases of matter. In this paper, we discuss the theory of stabilizer codes…
The HRT conjecture states that any finite collection of time-frequency shifts of a non-zero square-integrable function on the real line is linearly independent. In this paper, we establish the linear independence of finite systems of…
Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ at this stage can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we…
In this paper, we derive non-asymptotic achievability and converse bounds on the random number generation with/without side-information. Our bounds are efficiently computable in the sense that the computational complexity does not depend on…
In this paper, we present a general framework for testing relevant hypotheses in functional time series. Our unified approach covers one-sample, two-sample, and change point problems under contaminated observations with arbitrary sampling…
This paper proposes a new statistic to test independence between two high dimensional random vectors ${\mathbf{X}}:p_1\times1$ and ${\mathbf{Y}}:p_2\times1$. The proposed statistic is based on the sum of regularized sample canonical…
In this article, we show a new general linear independence criterion related to values of $G$-functions, including the linear independence of values at algebraic points of contiguous hypergeometric functions, which is not known before. Let…
We study the problem of finding an universal estimation scheme $h_n:\mathbb{R}^n\to \mathbb{R}$, $n=1,2,...$ which will satisfy \lim_{t\rightarrow\infty}{\frac{1}{t}}\sum_{i=1}^t|h_ i(X_0,X_1,...,X_{i-1})-E(X_i|X_0,X_1,...,X_{i-1})|^p=0…
Let $q$ be a prime power. This paper provides a new class of linear codes that arises from the action of the alternating group on $\mathbb F_q[x_1,\dots,x_m]$ combined with the ideas in (M. Datta and T. Johnsen, 2022). Compared with…
The problem of extracting as much information as possible from a sequence of observations of a stationary stochastic process $X_0,X_1,...X_n$ has been considered by many authors from different points of view. It has long been known through…
A nonparametric anomalous hypothesis testing problem is investigated, in which there are totally n sequences with s anomalous sequences to be detected. Each typical sequence contains m independent and identically distributed (i.i.d.)…
We describe a novel non-parametric statistical hypothesis test of relative dependence between a source variable and two candidate target variables. Such a test enables us to determine whether one source variable is significantly more…
We propose generalized portmanteau-type test statistics in the frequency domain to test independence between two stationary time series. The test statistics are formed analogous to the one in Chen and Deo (2004, Econometric Theory 20,…
Let $\{X_n\}_{n=0}^{\infty}$ be a stationary real-valued time series with unknown distribution. Our goal is to estimate the conditional expectation of $X_{n+1}$ based on the observations $X_i$, $0\le i\le n$ in a strongly consistent way.…
Given independent random variables $Y_1, \ldots, Y_n$ with $Y_i \in \{0,1\}$ we test the hypothesis whether the underlying success probabilities $p_i$ are constant or whether they are periodic with an unspecified period length of $r \ge 2$.…
We consider the random linear precoder at the source node as a secure network coding. We prove that it is strongly secure in the sense of Harada and Yamamoto and universal secure in the sense of Silva and Kschischang, while allowing…