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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,…

Information Theory · Computer Science 2025-01-07 Ching-Fang Li , I-Hsiang Wang

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…

Statistics Theory · Mathematics 2014-03-25 Lajos Horvath , Greg Rice

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…

Information Theory · Computer Science 2007-11-14 Gil I. Shamir

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,…

Information Theory · Computer Science 2009-04-02 Akisato Kimura , Tomohiko Uyematsu , Shigeaki Kuzuoka , Shun Watanabe

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…

Quantum Physics · Physics 2019-10-02 Albert T. Schmitz

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…

Complex Variables · Mathematics 2024-04-30 Mostafa Maslouhi , Kasso A. Okoudjou

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…

Statistics Theory · Mathematics 2009-12-23 Andrey Novikov

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…

Information Theory · Computer Science 2016-09-28 Masahito Hayashi , Shun Watanabe

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…

Methodology · Statistics 2025-08-27 Leheng Cai , Qirui Hu

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…

Statistics Theory · Mathematics 2015-03-19 Yanrong Yang , Guangming Pan

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…

Number Theory · Mathematics 2022-03-02 Sinnou David , Noriko Hirata-Kohno , Makoto Kawashima

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…

Probability · Mathematics 2011-04-11 Gusztáv Morvai , Benjamin Weiss

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…

Information Theory · Computer Science 2024-12-17 Giacomo Micheli , Vincenzo Pallozzi Lavorante , Phillip Waitkevich

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…

Probability · Mathematics 2008-06-19 G. Morvai , B. Weiss

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.)…

Machine Learning · Computer Science 2016-12-15 Shaofeng Zou , Yingbin Liang , H. Vincent Poor , Xinghua Shi

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…

Machine Learning · Statistics 2015-05-28 Wacha Bounliphone , Arthur Gretton , Arthur Tenenhaus , Matthew Blaschko

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,…

Statistics Theory · Mathematics 2008-10-14 Xiaofeng Shao

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.…

Probability · Mathematics 2008-06-19 G. Morvai , B. Weiss

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 $r \ge 2$.…

Statistics Theory · Mathematics 2024-10-15 Finn Schmidtke , Mathias Vetter

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…

Information Theory · Computer Science 2017-04-14 Ryutaroh Matsumoto , Masahito Hayashi
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