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Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Statistical Mechanics · Physics 2015-03-13 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

We study a sequential decision-making model where a set of items is repeatedly matched to the same set of agents over multiple rounds. The objective is to determine a sequence of matchings that either maximizes the utility of the least…

Computer Science and Game Theory · Computer Science 2025-10-07 Eugene Lim , Tzeh Yuan Neoh , Nicholas Teh

In this paper we consider a testing setting where the set of possible definitions of the Implementation Under Test (IUT), as well as the behavior of each of these definitions in all possible interactions, are extensionally defined, i.e., on…

Computational Complexity · Computer Science 2026-01-21 Ismael Rodriguez , David Rubio , Fernando Rubio

Algorithms for continuous optimization problems have a rich history of design and innovation over the past several decades, in which mathematical analysis of their convergence and complexity properties plays a central role. Besides their…

Optimization and Control · Mathematics 2025-12-03 Stephen J. Wright

High dimensional hypothesis test deals with models in which the number of parameters is significantly larger than the sample size. Existing literature develops a variety of individual tests. Some of them are sensitive to the dense and small…

Statistics Theory · Mathematics 2018-08-09 Cheng Zhou , Xinsheng Zhang , Wenxin Zhou , Han Liu

The task of learning to pick a single preferred example out a finite set of examples, an "optimal choice problem", is a supervised machine learning problem with complex, structured input. Problems of optimal choice emerge often in various…

Artificial Intelligence · Computer Science 2017-07-07 Marina Sapir

Combining test statistics from independent trials or experiments is a popular method of meta-analysis. However, there is very limited theoretical understanding of the power of the combined test, especially in high-dimensional models…

Statistics Theory · Mathematics 2023-10-31 Botond Szabó , Aad van der Vaart , Lasse Vuursteen , Harry van Zanten

In this work, we conduct an assessment of the optimization capabilities of LLMs across various tasks and data sizes. Each of these tasks corresponds to unique optimization domains, and LLMs are required to execute these tasks with…

Machine Learning · Computer Science 2024-05-28 Pei-Fu Guo , Ying-Hsuan Chen , Yun-Da Tsai , Shou-De Lin

To identify statistically significant conclusions, it is proposed to simultaneously test hypotheses and alternatives. It is shown that, under the condition of free combination of hypotheses and alternatives, the closure method leads to…

Methodology · Statistics 2025-09-15 P. A. Koldanov , A. P. Koldanov

Preferably in two- or three-arm randomized clinical trials, a few (2,3) correlated multiple primary endpoints are considered. In addition to the closed testing principle based on different global tests, two max(maxT) tests are compared with…

Applications · Statistics 2021-03-16 Ludwig A. Hothorn , Siegfried Kropf

In this paper paired comparison models with stochastic background are investigated. We focus on the models which allow three options for choice and the parameters are estimated by maximum likelihood method. The existence and uniqueness of…

Statistics Theory · Mathematics 2023-06-06 László Gyarmati , Éva Orbán-Mihálykó , Csaba Mihálykó

For frequentist settings in which parameter randomness represents variability rather than uncertainty, the ideal measure of the support for one hypothesis over another is the difference in the posterior and prior log odds. For situations in…

Statistics Theory · Mathematics 2013-09-03 David R. Bickel

We consider several problems in the field of distributed optimization and hypothesis testing. We show how to obtain convergence times for these problems that scale linearly with the total number of nodes in the network by using a recent…

Optimization and Control · Mathematics 2017-05-24 Alex Olshevsky

The composite binary hypothesis testing problem within the Neyman-Pearson framework is considered. The goal is to maximize the expectation of a nonlinear function of the detection probability, integrated with respect to a given probability…

Statistics Theory · Mathematics 2025-05-26 Yanglei Song , Berkan Dulek , Sinan Gezici

Recent years have witnessed a growing interest in understating the limitations imposed by quantum noise in precision measurements and devising techniques to reduce it. The attention is currently turning to the simultaneously estimation of…

Quantum Physics · Physics 2025-02-25 Luca Pezzè , Augusto Smerzi

We consider a hypothesis testing problem where a part of data cannot be observed. Our helper observes the missed data and can send us a limited amount of information about them. What kind of this limited information will allow us to make…

Information Theory · Computer Science 2020-09-08 Marat V. Burnashev

Quantile forecasts made across multiple horizons have become an important output of many financial institutions, central banks and international organisations. This paper proposes misspecification tests for such quantile forecasts that…

Econometrics · Economics 2023-10-16 Jack Fosten , Daniel Gutknecht , Marc-Oliver Pohle

This paper introduces a novel multi-stage decision-making model that integrates hypothesis testing and dynamic programming algorithms to address complex decision-making scenarios.Initially,we develop a sampling inspection scheme that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Ziyang Liu , Yurui Hu , Yihan Deng

In practical applications like quantum sensing and quantum imaging, there is often a necessity to estimate multiple parameters simultaneously. Although the ultimate precision limits for single-parameter estimation are well established, the…

High-dimensional statistical inference with general estimating equations are challenging and remain less explored. In this paper, we study two problems in the area: confidence set estimation for multiple components of the model parameters,…

Methodology · Statistics 2021-04-28 Jinyuan Chang , Song Xi Chen , Cheng Yong Tang , Tong Tong Wu