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A central problem in Binary Hypothesis Testing (BHT) is to determine the optimal tradeoff between the Type I error (referred to as false alarm) and Type II (referred to as miss) error. In this context, the exponential rate of convergence of…

Information Theory · Computer Science 2021-11-29 Sebastian Espinosa , Jorge F. Silva , Pablo Piantanida

The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…

Optimization and Control · Mathematics 2018-03-29 Omid Nohadani , Kartikey Sharma

The paper is devoted to a systematic study and characterizations of notions of local maximal monotonicity and their strong counterparts for set-valued operators that appear in variational analysis, optimization, and their applications. We…

Optimization and Control · Mathematics 2023-08-29 Pham Duy Khanh , Vu Vinh Huy Khoa , Boris S. Mordukhovich , Vo Thanh Phat

Refining one's hypotheses in the light of data is a common scientific practice; however, the dependency on the data introduces selection bias and can lead to specious statistical analysis. An approach for addressing this is via conditioning…

Machine Learning · Computer Science 2020-03-03 Jen Ning Lim , Makoto Yamada , Wittawat Jitkrittum , Yoshikazu Terada , Shigeyuki Matsui , Hidetoshi Shimodaira

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

We study the problem of multiple hypothesis testing for multidimensional data when inter-correlations are present. The problem of multiple comparisons is common in many applications. When the data is multivariate and correlated, existing…

Statistics Theory · Mathematics 2015-06-02 Mahdis Azadbakhsh , Xin Gao , Hanna Jankowski

In this paper, a problem of testing is discussed when the samples have been drawn from the normal distribution. The study of hypothesis testing is also extended to Baye's set up.

General Mathematics · Mathematics 2008-01-08 Rajesh Singh , Jayant Singh , Florentin Smarandache

In the last few years, the formulation of real-world optimization problems and their efficient solution via metaheuristic algorithms has been a catalyst for a myriad of research studies. In spite of decades of historical advancements on the…

Recently, a new testing approach for response-adaptive clinical trials was proposed based on the allocation probabilities (AP) rather than the outcome data. While original work on the AP test focused on binary and normal endpoints and…

Methodology · Statistics 2026-05-11 Stina Zetterstrom , David S. Robertson , Thomas Jaki , Sofía S. Villar

The use of alternative measures to evaluate classifier performance is gaining attention, specially for imbalanced problems. However, the use of these measures in the classifier design process is still unsolved. In this work we propose a…

Computer Vision and Pattern Recognition · Computer Science 2013-09-13 Matías Di Martino , Guzman Hernández , Marcelo Fiori , Alicia Fernández

We consider the problem of inference on the signs of $n>1$ parameters. We aim to provide $1-\alpha$ post-hoc confidence bounds on the number of positive and negative (or non-positive) parameters. The guarantee is simultaneous, for all…

Methodology · Statistics 2024-03-05 Ruth Heller , Aldo Solari

Accuracy is the most important parameter among few others which defines the effectiveness of a machine learning algorithm. Higher accuracy is always desirable. Now, there is a vast number of well established learning algorithms already…

Machine Learning · Computer Science 2019-08-22 Sayantan Sengupta , Sudip Sanyal

This paper provides an overview of results and concepts in minimax robust hypothesis testing for two and multiple hypotheses. It starts with an introduction to the subject, highlighting its connection to other areas of robust statistics and…

Information Theory · Computer Science 2021-05-21 Michael Fauß , Abdelhak M. Zoubir , H. Vincent Poor

We prove a maximality theorem for one-parameter dynamical systems including multiplier one-parameter dynamical systems. Our main result is new even for one-parameter actions on commutative multiplier algebras including the algebra of…

Functional Analysis · Mathematics 2019-04-30 Costel Peligrad

LECTURE GIVEN AT TH2002. Given a set of Boolean variables, and some constraints between them, is it possible to find a configuration of the variables which satisfies all constraints? This problem, which is at the heart of combinatorial…

Disordered Systems and Neural Networks · Physics 2009-11-07 Marc Mezard

This paper concerns the construction of tests for universal hypothesis testing problems, in which the alternate hypothesis is poorly modeled and the observation space is large. The mismatched universal test is a feature-based technique for…

Information Theory · Computer Science 2016-04-18 Dayu Huang , Sean Meyn

This paper addresses a prevailing assumption in single-agent heuristic search theory- that problem-solving algorithms should guarantee shortest-path solutions, which are typically called optimal. Optimality implies a metric for judging…

Artificial Intelligence · Computer Science 2013-04-10 Othar Hansson , Andy Mayer

The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization…

Optimization and Control · Mathematics 2014-11-25 Dimitris Bertsimas , Vishal Gupta , Nathan Kallus

A common problem in the optimization of structures is the handling of uncertainties in the parameters. If the parameters appear in the constraints, the uncertainties can lead to an infinite number of constraints. Usually the constraints…

Optimization and Control · Mathematics 2012-05-01 Daniel P. Mohr , Ina Stein , Thomas Matzies , Christina A. Knapek

The method of extended maximum likelihood is a well known concept of parameter estimation. One can implement external knowledge on the unknown parameters by multiplying the likelihood by constraint terms. In this note, we emphasize that…

Data Analysis, Statistics and Probability · Physics 2012-10-29 Till Moritz Karbach , Maximilian Schlupp