相关论文: Dynamical hypothesis tests and Decision Theory for…

A distributed binary hypothesis testing problem, in which multiple observers transmit their observations to a detector over noisy channels, is studied. Given its own side information, the goal of the detector is to decide between two…

Bayesian hypothesis testing and minimax hypothesis testing represent extreme instances of detection in which the prior probabilities of the hypotheses are either completely and precisely known, or are completely unknown. Group minimax, also…

We present a generic study of unambiguous discrimination between two mixed quantum states. We derive operational optimality conditions and show that the optimal measurements can be classified according to their rank. In Hilbert space…

Based on two independent samples X_1,...,X_m and X_{m+1},...,X_n drawn from multivariate distributions with unknown Lebesgue densities p and q respectively, we propose an exact multiple test in order to identify simultaneously regions of…

Structural reliability analysis is concerned with estimation of the probability of a critical event taking place, described by $P(g(\textbf{X}) \leq 0)$ for some $n$-dimensional random variable $\textbf{X}$ and some real-valued function…

We propose a new adequacy test and a graphical evaluation tool for nonlinear dynamic models. The proposed techniques can be applied in any setup where parametric conditional distribution of the data is specified, in particular to models…

This paper provides two results for the omega limit sets of a dynamical system. We show that omega limit sets can be estimated by using functions that satisfy different (and in many cases less demanding) assumptions than the usual…

We prove that given a computable metric space and two computable measures, the set of points that have high universal uniform test scores with respect to the first measure will have a lower bound with respect to the second measure. This…

The Gibbs measure theory for smooth potentials is an old and beautiful subject and has many important applications in modern dynamical systems. For continuous potentials, it is impossible to have such a theory in general. However, we…

We study the problem of testing discrete distributions with a focus on the high probability regime. Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and parameters $0< \epsilon, \delta <1$, we…

Suppose $N$ independent Bernoulli trials are observed sequentially at random times of a mixed binomial process. The task is to maximise, by using a nonanticipating stopping strategy, the probability of stopping at the last success. We focus…

A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…

We propose and study a general method for construction of consistent statistical tests on the basis of possibly indirect, corrupted, or partially available observations. The class of tests devised in the paper contains Neyman's smooth…

We present a general method to derive continuity estimates for conditional probabilities of general (possibly continuous) spin models sub jected to local transformations. Such systems arise in the study of a stochastic time-evolution of…

A fundamental problem arising in many areas of machine learning is the evaluation of the likelihood of a given observation under different nominal distributions. Frequently, these nominal distributions are themselves estimated from data,…

The optimization problems defining meta-stable or stationary equilibrium are explored. The Gibbs scheme is modified aiming to describe the statistical properties of a class of non-equilibrium and metastable states. The system is assumed to…

We discuss a general approach to handling "multiple hypotheses" testing in the case when a particular hypothesis states that the vector of parameters identifying the distribution of observations belongs to a convex compact set associated…

We consider a linear Hamiltonian system consisting of a classical particle and a scalar field describing by the wave or Klein-Gordon equations with variable coefficients. The initial data of the system are supposed to be a random function…

We compare the divergence of orbits and the reversibility error for discrete time dynamical systems. These two quantities are used to explore the behavior of the global error induced by round off in the computation of orbits. The similarity…

We propose a class of locally and asymptotically optimal tests, based on multivariate ranks and signs for the homogeneity of scatter matrices in $m$ elliptical populations. Contrary to the existing parametric procedures, these tests remain…