中文
相关论文

相关论文: Hypothesis Testing with the General Source

200 篇论文

We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…

统计理论 · 数学 2009-08-25 Rui Song , Michael R. Kosorok , Jason P. Fine

Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter…

统计理论 · 数学 2018-08-28 Hedibert F. Lopes , Nicholas G. Polson

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…

信息论 · 计算机科学 2022-02-15 Lin Zhou , Yun Wei , Alfred Hero

We consider the classical sequential binary hypothesis testing problem in which there are two hypotheses governed respectively by distributions $P_0$ and $P_1$ and we would like to decide which hypothesis is true using a sequential test. It…

信息论 · 计算机科学 2020-07-01 Yonglong Li , Vincent Y. F. Tan

This paper studies the problem of discriminating two multivariate Gaussian distributions in a distributed manner. Specifically, it characterizes in a special case the optimal typeII error exponent as a function of the available…

信息论 · 计算机科学 2020-05-15 Pierre Escamilla , Abdellatif Zaidi , Michèle Wigger

The problem of testing two simple hypotheses in a general probability space is considered. For a fixed type-I error probability, the best exponential decay rate of the type-II error probability is investigated. In regular asymptotic cases…

信息论 · 计算机科学 2023-02-27 Marat V. Burnashev

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

In this paper, we propose a general method for testing composite hypotheses. Our idea is to use confidence limits to define stopping and decision rules. The requirements of operating characteristic function can be satisfied by adjusting the…

统计理论 · 数学 2012-02-10 Xinjia Chen

We consider Bayesian multiple statistical classification problem in the case where the unknown source distributions are estimated from the labeled training sequences, then the estimates are used as nominal distributions in a robust…

信息论 · 计算机科学 2021-10-11 Hüseyin Afşer

In this paper, our interest is in the problem of simultaneous hypothesis testing when the test statistics corresponding to the individual hypotheses are possibly correlated. Specifically, we consider the case when the test statistics…

统计理论 · 数学 2019-01-14 Anupam Kundu , Subir Kumar Bhandari

We study a hypothesis testing problem in which data is compressed distributively and sent to a detector that seeks to decide between two possible distributions for the data. The aim is to characterize all achievable encoding rates and…

信息论 · 计算机科学 2011-02-01 Md. Saifur Rahman , Aaron B. Wagner

Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…

信号处理 · 电气工程与系统科学 2024-02-06 Enmao Diao , Taposh Banerjee , Vahid Tarokh

In this paper, a problem of testing is discussed when the samples have been drawn from the normal distribution. The study of hypothesis testing is also extended to Baye's set up.

综合数学 · 数学 2008-01-08 Rajesh Singh , Jayant Singh , Florentin Smarandache

Testing hypotheses is an issue of primary importance in the scientific research, as well as in many other human activities. Much clarification about it can be achieved if the process of learning from data is framed in a stochastic model of…

数据分析、统计与概率 · 物理学 2007-05-23 G. D'Agostini

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…

统计理论 · 数学 2007-06-13 Serguei Dachian , Yury A. Kutoyants

We consider Bayesian multiple hypothesis problem with independent and identically distributed observations. The classical, Sanov's theorem-based, analysis of the error probability allows one to characterize the best achievable error…

信息论 · 计算机科学 2021-11-01 Hüseyin Afşer

Two active hypothesis testing problems are formulated. In these problems, the agent can perform a fixed number of experiments and then decide on one of the hypotheses. The agent is also allowed to declare its experiments inconclusive if…

系统与控制 · 电气工程与系统科学 2019-11-19 Dhruva Kartik , Ashutosh Nayyar , Urbashi Mitra

In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

统计理论 · 数学 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

Global hypothesis tests are a useful tool in the context of, e.g, clinical trials, genetic studies or meta analyses, when researchers are not interested in testing individual hypotheses, but in testing whether none of the hypotheses is…

统计方法学 · 统计学 2017-09-05 Andreas Futschik , Thomas Taus , Sonja Zehetmayer

We propose a new approach to sequential testing which is an adaptive (on-line) extension of the (off-line) framework developed in [10]. It relies upon testing of pairs of hypotheses in the case where each hypothesis states that the vector…

统计理论 · 数学 2017-02-27 Anatoli Juditsky , Arkadi Nemirovski