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Under the null hypothesis, the marginal probability of the positive response is symmetric at any specified correlated coefficient, and the discordance probability is also symmetric to the positive response probability. The marginal…

统计方法学 · 统计学 2022-11-11 Guanghui Huang

The $\alpha$-divergences include the well-known Kullback-Leibler divergence, Hellinger distance and $\chi^2$-divergence. In this paper, we derive differential and integral relations between the $\alpha$-divergences that are generalizations…

信息论 · 计算机科学 2022-11-29 Tomohiro Nishiyama

We present several new examples of speed-ups obtainable by quantum algorithms in the context of property testing. First, motivated by sampling algorithms, we consider probability distributions given in the form of an oracle $f:[n]\to[m]$.…

量子物理 · 物理学 2010-05-13 Sourav Chakraborty , Eldar Fischer , Arie Matsliah , Ronald de Wolf

Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…

数值分析 · 数学 2020-08-13 Jan Blechschmidt , Roland Herzog , Max Winkler

This paper deals with testing the equality of $k$ ($k\ge 2$) distribution functions against possible stochastic ordering among them. Two classes of rank tests are proposed for this testing problem. The statistics of the tests under study…

统计理论 · 数学 2025-06-03 Nikolay I. Nikolov , Eugenia Stoimenova

Selecting an appropriate divergence measure is a critical aspect of machine learning, as it directly impacts model performance. Among the most widely used, we find the Kullback-Leibler (KL) divergence, originally introduced in kinetic…

数学物理 · 物理学 2025-07-16 Gennaro Auricchio , Giovanni Brigati , Paolo Giudici , Giuseppe Toscani

Comparing probability distributions is an indispensable and ubiquitous task in machine learning and statistics. The most common way to compare a pair of Borel probability measures is to compute a metric between them, and by far the most…

统计理论 · 数学 2022-02-01 Yuhang Cai , Lek-Heng Lim

When some treatments are ordered according to the categories of an ordinal categorical variable (e.g., extent of side effects) in a monotone order, one might be interested in knowing wether the treatments are equally effective or not. One…

统计方法学 · 统计学 2014-02-24 Nirian Martín , Raquel Mata , Leandro Pardo

Consider the problem of matching two independent i.i.d. samples of size $N$ from two distributions $P$ and $Q$ in $\mathbb{R}^d$. For an arbitrary continuous cost function, the optimal assignment problem looks for the matching that…

概率论 · 数学 2023-01-03 Zaid Harchaoui , Lang Liu , Soumik Pal

Motivated by problems of anomaly detection, this paper implements the Neyman-Pearson paradigm to deal with asymmetric errors in binary classification with a convex loss. Given a finite collection of classifiers, we combine them and obtain a…

机器学习 · 统计学 2011-03-01 Philippe Rigollet , Xin Tong

An unbinned statistical test on cluster-like deviations from Poisson processes for point process data is introduced, presented in the context of time variability analysis of astrophysical sources in count rate experiments. The measure of…

天体物理学 · 物理学 2007-05-23 Juergen Prahl

A measurement strategy is developed for a new kind of hypothesis testing. It assigns, with minimum probability of error, the state of a quantum system to one or the other of two complementary subsets of a set of N given non-orthogonal…

量子物理 · 物理学 2009-11-07 Ulrike Herzog , Janos A. Bergou

We consider a new group testing model wherein each item is a binary random variable defined by an a priori probability of being defective. We assume that each probability is small and that items are independent, but not necessarily…

信息论 · 计算机科学 2018-07-24 Tongxin Li , Chun Lam Chan , Wenhao Huang , Tarik Kaced , Sidharth Jaggi

This paper addresses the challenges in classifying textual data obtained from open online platforms, which are vulnerable to distortion. Most existing classification methods minimize the overall classification error and may yield an…

统计方法学 · 统计学 2020-09-17 Lucy Xia , Richard Zhao , Yanhui Wu , Xin Tong

Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be…

统计方法学 · 统计学 2016-03-22 Jiaying Gu , Roger Koenker , Stanislav Volgushev

Estimating Kullback Leibler (KL) divergence from samples of two distributions is essential in many machine learning problems. Variational methods using neural network discriminator have been proposed to achieve this task in a scalable…

机器学习 · 计算机科学 2021-10-01 Sandesh Ghimire , Aria Masoomi , Jennifer Dy

We revisit the distributed hypothesis testing (or hypothesis testing with communication constraints) problem from the viewpoint of privacy. Instead of observing the raw data directly, the transmitter observes a sanitized or randomized…

信息论 · 计算机科学 2019-06-26 Atefeh Gilani , Selma Belhadj Amor , Sadaf Salehkalaibar , Vincent Y. F. Tan

In probabilistic nonadaptive group testing (PGT), we aim to characterize the number of pooled tests necessary to identify a random $k$-sparse vector of defectives with high probability. Recent work has shown that $n$ tests are necessary…

信息论 · 计算机科学 2021-06-15 Larkin Flodin , Arya Mazumdar

We investigate the problem of testing whether a discrete probability distribution over an ordered domain is a histogram on a specified number of bins. One of the most common tools for the succinct approximation of data, $k$-histograms over…

数据结构与算法 · 计算机科学 2022-07-15 Clément L. Canonne , Ilias Diakonikolas , Daniel M. Kane , Sihan Liu

Proper scoring rules evaluate the quality of probabilistic predictions, playing an essential role in the pursuit of accurate and well-calibrated models. Every proper score decomposes into two fundamental components -- proper calibration…