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The Kullback-Leibler (KL) divergence is a foundational measure for comparing probability distributions. Yet in multivariate settings, its single value often obscures the underlying reasons for divergence, conflating mismatches in individual…

其他计算机科学 · 计算机科学 2025-05-06 William Cook

The ultimate limits of quantum state discrimination are often thought to be captured by asymptotic bounds that restrict the achievable error probabilities, notably the quantum Chernoff and Hoeffding bounds. Here we study hypothesis testing…

量子物理 · 物理学 2025-12-10 Kaiyuan Ji , Bartosz Regula

We study the error exponents in quantum hypothesis testing between two sets of quantum states, extending the analysis beyond the independent and identically distributed case to encompass composite correlated hypotheses. In particular, we…

量子物理 · 物理学 2025-11-11 Kun Fang , Masahito Hayashi

We introduce two novel non-parametric statistical hypothesis tests. The first test, called the relative test of dependency, enables us to determine whether one source variable is significantly more dependent on a first target variable or a…

We analyze hypotheses tests using classical results on large deviations to compare two models, each one described by a different H\"older Gibbs probability measure. One main difference to the classical hypothesis tests in Decision Theory is…

统计理论 · 数学 2021-12-28 Hermes H. Ferreira , Artur O. Lopes , Silvia R. C. Lopes

For any pair of quantum states (the hypotheses), the task of binary quantum hypotheses testing is to derive the tradeoff relation between the probability $p_{01}$ of rejecting the null hypothesis and $p_{10}$ of accepting the alternative…

量子物理 · 物理学 2020-09-16 Le Phuc Thinh , Michele Dall'Arno , Valerio Scarani

Hypothesis testing plays a central role in statistical inference, and is used in many settings where privacy concerns are paramount. This work answers a basic question about privately testing simple hypotheses: given two distributions $P$…

数据结构与算法 · 计算机科学 2019-04-04 Clément L. Canonne , Gautam Kamath , Audra McMillan , Adam Smith , Jonathan Ullman

We propose novel kernel-based tests for assessing the equivalence between distributions. Traditional goodness-of-fit testing is inappropriate for concluding the absence of distributional differences, because failure to reject the null…

机器学习 · 统计学 2026-03-17 Xing Liu , Axel Gandy

In this paper we initiate the study of $2$nd order variational problems in $L^\infty$, seeking to minimise the $L^\infty$ norm of a function of the hessian. We also derive and study the respective PDE arising as the analogue of the…

偏微分方程分析 · 数学 2018-01-08 Nikos Katzourakis , Tristan Pryer

The problem of estimating the Kullback-Leibler divergence $D(P\|Q)$ between two unknown distributions $P$ and $Q$ is studied, under the assumption that the alphabet size $k$ of the distributions can scale to infinity. The estimation is…

信息论 · 计算机科学 2018-02-22 Yuheng Bu , Shaofeng Zou , Yingbin Liang , Venugopal V. Veeravalli

Knowing if a model will generalize to data 'in the wild' is crucial for safe deployment. To this end, we study model disagreement notions that consider the full predictive distribution - specifically disagreement based on Hellinger…

机器学习 · 计算机科学 2023-12-14 Mona Schirmer , Dan Zhang , Eric Nalisnick

We study the Hoeffding regime of composite quantum hypothesis testing, in which each hypothesis is specified by a sequence of sets of quantum states. We establish quantum Hoeffding bounds under a set of structural assumptions, orthogonal to…

量子物理 · 物理学 2026-05-05 Masahito Hayashi , Kun Fang

We consider the problem of transfer learning in Neyman-Pearson classification, where the objective is to minimize the error w.r.t. a distribution $\mu_1$, subject to the constraint that the error w.r.t. a distribution $\mu_0$ remains below…

机器学习 · 计算机科学 2025-11-11 Mohammadreza M. Kalan , Yuyang Deng , Eitan J. Neugut , Samory Kpotufe

Most existing binary classification methods target on the optimization of the overall classification risk and may fail to serve some real-world applications such as cancer diagnosis, where users are more concerned with the risk of…

机器学习 · 统计学 2015-08-18 Anqi Zhao , Yang Feng , Lie Wang , Xin Tong

We consider the problems of hypothesis testing on a probability measure of independent sample, on solution of ill-posed problem, on deconvolution problem and on Poisson mean measure. For all these setups necessary conditions and sufficient…

统计理论 · 数学 2013-10-24 Mikhail Ermakov

A nonparametric anomalous hypothesis testing problem is investigated, in which there are totally n sequences with s anomalous sequences to be detected. Each typical sequence contains m independent and identically distributed (i.i.d.)…

机器学习 · 计算机科学 2016-12-15 Shaofeng Zou , Yingbin Liang , H. Vincent Poor , Xinghua Shi

We consider the sequential composite binary hypothesis testing problem in which one of the hypotheses is governed by a single distribution while the other is governed by a family of distributions whose parameters belong to a known set…

信息论 · 计算机科学 2022-03-30 Jiachun Pan , Yonglong Li , Vincent Y. F. Tan

The achievable error-exponent pairs for the type I and type II errors are characterized in a hypothesis testing setup where the observation consists of independent and identically distributed samples from either a known joint probability…

信息论 · 计算机科学 2018-09-19 Amos Lapidoth , Christoph Pfister

We consider the task of distinguishing between two different alternative models that can roughly equally explain observed time series data, mainly focusing on the period ambiguity case (aliasing). We propose a test for checking whether the…

天体物理仪器与方法 · 物理学 2013-11-28 Roman V. Baluev

This paper investigates improved testing inferences under a general multivariate elliptical regression model. The model is very flexible in terms of the specification of the mean vector and the dispersion matrix, and of the choice of the…

统计理论 · 数学 2016-11-01 T. F. N. Melo , S. L. P. Ferrari , A. G. Patriota