相关论文: A Test for the Presence of a Signal, with Multiple…

Given a distribution in the unite square and having iid sample from it the first question what a statistician might do to test the hypothesis that the sample is iid. For this purpose an extension of the Plancherel measure is introduced.…

Aggregation patterns are often visually detected in sets of location data. These clusters may be the result of interesting dynamics or the effect of pure randomness. We build an asymptotically Gaussian test for the hypothesis of randomness…

Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…

An agent often has a number of hypotheses, and must choose among them based on observations, or outcomes of experiments. Each of these observations can be viewed as providing evidence for or against various hypotheses. All the attempts to…

In a bivariate setting, we consider the problem of detecting a sparse contamination or mixture component, where the effect manifests itself as a positive dependence between the variables, which are otherwise independent in the main…

The distributed hypothesis testing problem with full side-information is studied. The trade-off (reliability function) between the two types of error exponents under limited rate is studied in the following way. First, the problem is…

Additivity of quantum communication channel is discussed in terms of Poisson process to show it is additive in probability. Poisson process is shown to be responsible for entanglement which is a rare event.

In an observational study, it is common to leverage known null effect to detect bias. One such strategy is to set aside a placebo sample -- a subset of data immune from the hypothesized cause-and-effect relationship. Existence of an effect…

We describe a post hoc test for the Sharpe ratio, analogous to Tukey's test for pairwise equality of means. The test can be applied after rejection of the hypothesis that all population Signal-Noise ratios are equal. The test is applicable…

Testing between hypotheses, when independent sampling is possible, is a well developed subject. In this paper, we propose hypothesis tests that are applicable when the samples are obtained using Markov chain Monte Carlo. These tests are…

We consider the problem of distributed binary hypothesis testing of two sequences that are generated by an i.i.d. doubly-binary symmetric source. Each sequence is observed by a different terminal. The two hypotheses correspond to different…

Motivated by the likelihood ratio test under the Gaussian assumption, we develop a maximum sum-of-squares test for conducting hypothesis testing on high dimensional mean vector. The proposed test which incorporates the dependence among the…

Likelihood ratio tests are widely used in high-energy physics, where the test statistic is usually assumed to follow a chi-squared distribution with a number of degrees of freedom specified by Wilks' theorem. This assumption breaks down…

Many measurements at collider experiments study physics candidates that are a subset of a collision event. The presence of multiple such candidates in a given event can cause raw biases which are large compared to typical statistical…

Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…

This paper presents a new approach to conditional inference, based on the simulation of samples conditioned by a statistics of the data. Also an explicit expression for the approximation of the conditional likelihood of long runs of the…

Searches for statistically significant correlations between arrival directions of ultra-high energy cosmic rays and classes of astrophysical objects are common in astroparticle physics. We present a method to test potential correlation…

Humans and other animals behave as if we perform fast Bayesian inference underlying decisions and movement control given uncertain sense data. Here we show that a biophysically realistic model of the subthreshold membrane potential of a…