相关论文: Signal detection via Phi-divergences for general m…
Independent component (IC) models are a standard tool for representing multivariate data in statistics, signal processing, and machine learning. Despite the extensive use of IC models, much less attention has been given to goodness-of-fit…
We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test under the generalized Neyman-Pearson criterion. In outlier hypothesis testing, one is given multiple…
Multivariate analyses play an important role in high energy physics. Such analyses often involve performing an unbinned maximum likelihood fit of a probability density function (p.d.f.) to the data. This paper explores a variety of unbinned…
We consider a model where a signal (discrete or continuous) is observed with an additive Gaussian noise process. The signal is issued from a linear combination of a finite but increasing number of translated features. The features are…
A common problem in physics is to fit regression data by a parametric class of functions, and to decide whether a certain functional form allows for a good fit of the data. Common goodness of fit methods are based on the calculation of the…
We consider the goodness of fit testing problem for linear stochastic differential equation (Ornstein-Uhlenbeck process). The basic hypothesis is supposed to be composite with two-dimensional unknown parameter. We study two goodness of fit…
We consider testing the goodness-of-fit of a distribution against alternatives separated in sup norm. We study the twin settings of Poisson-generated count data with a large number of categories and high-dimensional multinomials. In…
To assess whether there is some signal in a big database, aggregate tests for the global null hypothesis of no effect are routinely applied in practice before more specialized analysis is carried out. Although a plethora of aggregate tests…
There has been significant study on the sample complexity of testing properties of distributions over large domains. For many properties, it is known that the sample complexity can be substantially smaller than the domain size. For example,…
We develop a new goodness fit test for Rayleigh distribution for complete as well as right censored data. We use U-Statistic theory to derive the test statistic. First we develop a test for complete data and then discuss, how right censored…
We study distributed goodness-of-fit testing for discrete distribution under bandwidth and differential privacy constraints. Information constraint distributed goodness-of-fit testing is a problem that has received considerable attention…
Computable Stein discrepancies have been deployed for a variety of applications, ranging from sampler selection in posterior inference to approximate Bayesian inference to goodness-of-fit testing. Existing convergence-determining Stein…
It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects…
We consider the convolution model where i.i.d. random variables $X_i$ having unknown density $f$ are observed with additive i.i.d. noise, independent of the $X$'s. We assume that the density $f$ belongs to either a Sobolev class or a class…
The paper deals with minimax optimal statistical tests for two composite hypotheses, where each hypothesis is defined by a non-parametric uncertainty set of feasible distributions. It is shown that for every pair of uncertainty sets of the…
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…
We consider the goodness-of fit testing problem for H\"older smooth densities over $\mathbb{R}^d$: given $n$ iid observations with unknown density $p$ and given a known density $p_0$, we investigate how large $\rho$ should be to…
The measurement of the escape time of a Josephson junction might be used to detect the presence of a sinusoidal signal embedded in noise when standard signal processing tools can be prohibitive. We show that the prescriptions for the…
We consider a stationary linear AR($p$) model with observations subject to gross errors (outliers). The autoregression parameters as well as the distribution function (d.f.) $G$ of innovations are unknown. The distribution of outliers $\Pi$…
\textbf{Purpose:} Amplitude analysis is a pivotal tool in hadron spectroscopy, fundamentally involving a series of likelihood fits to multi-dimensional experimental distributions. While robust goodness-of-fit tests exist for low-dimensional…