相关论文: Recent developments towards optimality in multiple…
The asymptotically optimal hypothesis testing problem with the general sources as the null and alternative hypotheses is studied under exponential-type error constraints on the first kind of error probability. Our fundamental philosophy in…
The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…
In confirmatory clinical trials with small sample sizes, hypothesis tests based on asymptotic distributions are often not valid and exact non-parametric procedures are applied instead. However, the latter are based on discrete test…
The problem of robust binary hypothesis testing is studied. Under both hypotheses, the data-generating distributions are assumed to belong to uncertainty sets constructed through moments; in particular, the sets contain distributions whose…
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…
The problem of simple $M-$ary hypothesis testing under a generic performance criterion that depends on arbitrary functions of error probabilities is considered. Using results from convex analysis, it is proved that an optimal decision rule…
The problem of multiple hypothesis testing with observation control is considered in both fixed sample size and sequential settings. In the fixed sample size setting, for binary hypothesis testing, the optimal exponent for the maximal error…
Proposed is a new formal approach for solution of extreme multi-criteria problems transforming them into single-criterion mathematical models, without any additional information. Transforming rules are based on comparison standards and…
The multiple extension problem arises frequently in diagnostic and default inference. That is, we can often use any of a number of sets of defaults or possible hypotheses to explain observations or make Predictions. In default inference,…
In this paper we consider the problem of multiple testing when the hypotheses are dependent. In most of the existing literature, either Bayesian or non-Bayesian, the decision rules mainly focus on the validity of the test procedure rather…
There has a major problem in the current theory of hypothesis testing in which no unified indicator to evaluate the goodness of various test methods since the cost function or utility function usually relies on the specific application…
Prediction models have been widely adopted as the basis for decision-making in domains as diverse as employment, education, lending, and health. Yet, few real world problems readily present themselves as precisely formulated prediction…
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…
Algorithmic modeling relies on limited information in data to extrapolate outcomes for unseen scenarios, often embedding an element of arbitrariness in its decisions. A perspective on this arbitrariness that has recently gained interest is…
Machine learning applications frequently come with multiple diverse objectives and constraints that can change over time. Accordingly, trained models can be tuned with sets of hyper-parameters that affect their predictive behavior (e.g.,…
In recent years, the need for neutral benchmark studies that focus on the comparison of methods from computational sciences has been increasingly recognised by the scientific community. While general advice on the design and analysis of…
Modern statisticians are often presented with hundreds or thousands of hypothesis testing problems to evaluate at the same time, generated from new scientific technologies such as microarrays, medical and satellite imaging devices, or flow…
The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…
This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The…
A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…