Daniel Andrés Díaz-Pachón, Juan Pablo Sáenz, J. Sunil Rao
We develop hypothesis testing for active information -the averaged quantity in the Kullback-Liebler divergence. To our knowledge, this is the first paper to derive exact probabilities of type-I errors for hypothesis testing in the area.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
继续探索
Bayesian hypothesis testing is investigated when the prior probabilities of the hypotheses, taken as a random vector, are quantized. Nearest neighbor and centroid conditions are derived using mean Bayes risk error as a distortion measure for quantization. A high-resolution approximation to the distortion-rate function is also obtained. Human decision making in segregated populations is studied assuming Bayesian hypothesis testing with quantized priors.
We study a variation of Bayesian M-ary hypothesis testing in which the test outputs a list of L candidates out of the M possible upon processing the observation. We study the minimum error probability of list hypothesis testing, where an error is defined as the event where the true hypothesis is not in the list output by the test. We derive two exact expressions of the minimum probability or error. The first is expressed as the error probability of a certain non-Bayesian binary hypothesis test, and is reminiscent of the meta-converse bound. The second, is expressed as the tail probability of t…
We study a class of distributed hypothesis testing against conditional independence problems. Under the criterion that stipulates minimization of the Type II error rate subject to a (constant) upper bound $ε$ on the Type I error rate, we characterize the set of encoding rates and exponent for both discrete memoryless and memoryless vector Gaussian settings.
We interpret likelihood-based test functions from a geometric perspective where the Kullback-Leibler (KL) divergence is adopted to quantify the distance from a distribution to another. Such a test function can be seen as a sub-Gaussian random variable, and we propose a principled way to calculate its corresponding sub-Gaussian norm. Then an error bound for binary hypothesis testing can be obtained in terms of the sub-Gaussian norm and the KL divergence, which is more informative than Pinsker's bound when the significance level is prescribed. For $M$-ary hypothesis testing, we also derive an er…
We consider a hypothesis testing problem where a part of data cannot be observed. Our helper observes the missed data and can send us a limited amount of information about them. What kind of this limited information will allow us to make the best statistical inference? In particular, what is the minimum information sufficient to obtain the same results as if we directly observed all the data? We derive estimates for this minimum information and some other similar results.
The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For testing in the simple normal location problem (that is, testing for the mean of multivariate Gaussians), we overcome the difficulty as follows. In this problem there exists a natural hardness order between parameters as for different parameters the error-probailities curves (when the parameter is known) are either identical, or one dominates the other. We can thu…
Two variational formulas for the power of the binary hypothesis testing problem are derived. The first is given as the Legendre transform of a certain function and the second, induced from the first, is given in terms of the Cumulative Distribution Function (CDF) of the log-likelihood ratio. One application of the first formula is an upper bound on the power of the binary hypothesis testing problem in terms of the Re'nyi divergence. The second formula provide a general framework for proving asymptotic and non-asymptotic expressions for the power of the test utilizing corresponding expressions …
On the suboptimality of linear codes for binary distributed hypothesis testing
研究二元分布式假设检验问题，探讨线性压缩方案，证明简单截断在特定情况是最佳线性方案，推测其对相反符号相关性是最佳线性码，还表明检验独立性时截断及线性码严格次优。
The Sample Complexity of Distributed Simple Binary Hypothesis Testing under Information Constraints
该研究解决了信息约束下分布式简单二元假设检验样本复杂度的两个公开问题，证明序贯交互不降低样本复杂度，推导了通信约束下的最优紧界，并提出三项关键技术贡献。
An active hypothesis testing problem is formulated. In this problem, 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 needed. The objective is to minimize the probability of making an incorrect inference (misclassification probability) while ensuring that the true hypothesis is declared conclusively with moderately high probability. For this problem, lower and upper bounds on the optimal misclassification probability are derived and these bounds are shown to be asymptotically tight…
We propose a simple robust hypothesis test that has the same sample complexity as that of the optimal Neyman-Pearson test up to constants, but robust to distribution perturbations under Hellinger distance. We discuss the applicability of such a robust test for estimating distributions in Hellinger distance. We empirically demonstrate the power of the test on canonical distributions.
On Robust Hypothesis Testing with respect to the Hellinger Distance
研究了在样本可能不严格来自指定分布的情况下，如何通过Hellinger距离确定更接近的分布，并给出稳健检验的下界及对称卡方距离的启示。
It is observed that for testing between simple hypotheses where the cost of Type I and Type II errors can be quantified, it is better to let the optimization choose the test size.
We provide necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives of chi-squared test for testing of hypothesis of homogeneity. The number of cells of chi-squared test increases with sample size growth. Nonparametric sets of alternatives can be defined both in terms of densities and distribution functions.
We consider the problem of hypothesis testing in the situation where the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of different tests when the intensity function of the observed inhomogeneous Poisson process has two different types of singularity: cusp and discontinuity. The asymptotic results are illustrated by numerical simulations.
This paper considers a problem of distributed hypothesis testing and social learning. Individual nodes in a network receive noisy local (private) observations whose distribution is parameterized by a discrete parameter (hypotheses). The conditional distributions are known locally at the nodes, but the true parameter/hypothesis is not known. An update rule is analyzed in which nodes first perform a Bayesian update of their belief (distribution estimate) of the parameter based on their local observation, communicate these updates to their neighbors, and then perform a "non-Bayesian" linear conse…
In this paper, we consider the hypothesis testing of correlation between two $m$-uniform hypergraphs on $n$ unlabelled nodes. Under the null hypothesis, the hypergraphs are independent, while under the alternative hypothesis, the hyperdges have the same marginal distributions as in the null hypothesis but are correlated after some unknown node permutation. We focus on two scenarios: the hypergraphs are generated from the Gaussian-Wigner model and the dense Erdös-Rényi model. We derive the sharp information-theoretic testing threshold. Above the threshold, there exists a powerful test to distin…
Communication-constrained hypothesis testing: Optimality, robustness, and reverse data processing inequalities
本文研究通信约束下的假设检验，证明二元情形样本复杂度仅增加一个紧的对数因子并给出多项式时间算法，同时扩展到鲁棒检验并揭示 M 元情形的 Ω(M) 下界。
The power of multiple testing procedures can be increased by using weighted p-values (Genovese, Roeder and Wasserman 2005). We derive the optimal weights and we show that the power is remarkably robust to misspecification of these weights. We consider two methods for choosing weights in practice. The first, external weighting, is based on prior information. The second, estimated weighting, uses the data to choose weights.
We consider the problem of hypothesis testing in the situation when the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of the Score Function test, of the General Likelihood Ratio test, of the Wald test and of two Bayes tests in the situation when the intensity function of the observed inhomogeneous Poisson process is smooth with respect to the parameter. It is shown that almost all these tests are asymptotically uniformly most powerful. The results of numerical simulations are presented.
We treat quantum counterparts of testing problems whose optimal tests are given by chi-square, t and F tests. These quantum counterparts are formulated as quantum hypothesis testing problems concerning quantum Gaussian states families, and contain disturbance parameters, which have group symmetry. Quantum Hunt-Stein Theorem removes a part of these disturbance parameters, but other types of difficulty still remain. In order to remove them, combining quantum Hunt-Stein theorem and other reduction methods, we establish a general reduction theorem that reduces a complicated quantum hypothesis test…
The power of forgetting in statistical hypothesis testing
本文提出将共形检验纳入一般统计假设检验框架，通过允许遗忘部分数据来完全覆盖共形检验，并指出标准方法的局限及未来研究方向。
This letter presents a novel Block Bayesian Hypothesis Testing Algorithm (Block-BHTA) for reconstructing block sparse signals with unknown block structures. The Block-BHTA comprises the detection and recovery of the supports, and the estimation of the amplitudes of the block sparse signal. The support detection and recovery is performed using a Bayesian hypothesis testing. Then, based on the detected and reconstructed supports, the nonzero amplitudes are estimated by linear MMSE. The effectiveness of Block-BHTA is demonstrated by numerical experiments.
We discuss an "operational" approach to testing convex composite hypotheses when the underlying distributions are heavy-tailed. It relies upon Euclidean separation of convex sets and can be seen as an extension of the approach to testing by convex optimization developed in [8, 12]. In particular, we show how one can construct quasi-optimal testing procedures for families of distributions which are majorated, in a certain precise sense, by a sub-spherical symmetric one and study the relationship between tests based on Euclidean separation and "potential-based tests." We apply the promoted metho…
The likelihood ratio statistic, with its asymptotic $χ^2$ distribution at regular model points, is often used for hypothesis testing. At model singularities and boundaries, however, the asymptotic distribution may not be $χ^2$, as highlighted by recent work of Drton. Indeed, poor behavior of a $χ^2$ for testing near singularities and boundaries is apparent in simulations, and can lead to conservative or anti-conservative tests. Here we develop a new distribution designed for use in hypothesis testing near singularities and boundaries, which asymptotically agrees with that of the likelihood rat…
Differentially private hypothesis testing in survival analysis
本文研究了生存分析中差分隐私假设检验的问题，提出了针对Cox回归系数的隐私部分似然比检验和分数型检验，以及累积危险函数的隐私分布式两样本检验，并证明了差分隐私和有限样本检验保证以及最小最大下界，揭示了隐私在统计上可忽略、主导检验速率以及半参数生存模型中最优隐私检验率仍待解决的问题。
Although there are many ideas for the formulations of statistical hypothesis testing, we consider that the likelihood ratio test is the most reasonable and orthodox. However, it is not handy, and thus, it is not usual in elementary books. That is, the statistical hypothesis testing written in elementary books is different from the likelihood ratio test. Thus, from the theoretical point of view, we have the following question: "What is the statistical hypothesis testing written in elementary books?" For example, we consider that even the difference between "one sided test" and "two sided test" …
This paper surveys some recent developments in fundamental limits and optimal algorithms for network analysis. We focus on minimax optimal rates in three fundamental problems of network analysis: graphon estimation, community detection, and hypothesis testing. For each problem, we review state-of-the-art results in the literature followed by general principles behind the optimal procedures that lead to minimax estimation and testing. This allows us to connect problems in network analysis to other statistical inference problems from a general perspective.
General linear hypothesis testing of high-dimensional mean vectors with unequal covariance matrices based on random integration
本文针对协方差矩阵不相等的高维多样本均值向量一般线性假设检验问题，提出基于L^2范数与随机积分的检验统计量，推导其渐近分布，并通过模拟和实例验证其优势。
This study derives a new property of the Wishart distribution when the degree-of-freedom and the size of the matrix parameter of the distribution grow simultaneoulsy. Particularly, the asymptotic normality of the product of four independent Wishart matrices is shown under a high dimensional asymptotic regime. As an application of the result, a statistical test procedure for the common principal components hypothesis is proposed. For this problem, the proposed test statistic is asymptotically normal under the null hypothesis. In addition, the proposed test statistic diverges to positive infinit…
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 with the hypothesis. With our approach, this problem reduces to testing the hypotheses pairwise. Our central result is a test for a pair of hypotheses of the outlined type which, under appropriate assumptions, is provably nearly optimal. The test is yielded by a solution to a convex programming problem, so that our construction admits computationally efficient…
In the classical two-sample problem, the conventional approach for testing distributions equality is based on the difference between the two marginal empirical distribution functions, whereas a test for independence is based on the contrast between the bivariate and the product of the marginal empirical distribution functions. In this article we consider the problem of testing independence and distributions equality when the observer is "colour blind" so he cannot distinguish the distribution which has generated each of the two measurements. Within a nonparametric framework, we propose an empi…
Linear hypothesis testing in high-dimensional heteroscedastics via random integration
针对高维异方差一般线性假设检验问题，提出基于参考L2范数的随机积分方法，推导其原假设下的渐近性质，采用卡方型混合分布近似原分布，经模拟与真实数据验证该检验效能较强。
In this paper, we further develop the approach, originating in [GJN], to "computation-friendly" hypothesis testing via Convex Programming. Most of the existing results on hypothesis testing aim to quantify in a closed analytic form separation between sets of distributions allowing for reliable decision in precisely stated observation models. In contrast to this descriptive (and highly instructive) traditional framework, the approach we promote here can be qualified as operational -- the testing routines and their risks are yielded by an efficient computation. All we know in advance is that, un…
The aim of this paper is to propose a methodology for testing general hypothesis in a Markovian setting with random sampling. A discrete Markov chain X is observed at random time intervals $τ$ k, assumed to be iid with unknown distribution $μ$. Two test procedures are investigated. The first one is devoted to testing if the transition matrix P of the Markov chain X satisfies specific affine constraints, covering a wide range of situations such as symmetry or sparsity. The second procedure is a goodness-of-fit test on the distribution $μ$, which reveals to be consistent under mild assumptions e…
Hypothesis testing is a useful statistical tool in determining whether a given model should be rejected based on a sample from the population. Sample data may contain sensitive information about individuals, such as medical information. Thus it is important to design statistical tests that guarantee the privacy of subjects in the data. In this work, we study hypothesis testing subject to differential privacy, specifically chi-squared tests for goodness of fit for multinomial data and independence between two categorical variables. We propose new tests for goodness of fit and independence testi…
We consider the problem of testing whether two finite-dimensional random dot product graphs have generating latent positions that are independently drawn from the same distribution, or distributions that are related via scaling or projection. We propose a test statistic that is a kernel-based function of the adjacency spectral embedding for each graph. We obtain a limiting distribution for our test statistic under the null and we show that our test procedure is consistent across a broad range of alternatives.
Quantum Fluctuation-Response Inequality and Its Application in Quantum Hypothesis Testing
该研究建立了通用量子涨落-响应不等式，推导了量子假设检验统计误差和的新型非渐近界定，还将结果应用于热力学假设检验等多个领域。
Motivated by gene set enrichment analysis, we investigate the problem of combined hypothesis testing on a graph. We introduce a general framework to effectively use the structural information of the underlying graph when testing multivariate means. A new testing procedure is proposed within this framework. We show that the test is optimal in that it can consistently detect departure from the collective null at a rate that no other test could improve, for almost all graphs. We also provide general performance bounds for the proposed test under any specific graph, and illustrate their utility th…
Multiple hypothesis testing often involves composite nulls, i.e., nulls that are associated with two or more distributions. In many cases, it is reasonable to assume that there is a prior distribution on the distributions despite it is unknown. When the number of distributions under true nulls is finite, we show that under the above assumption, the false discover rate (FDR) can be controlled using $p$-values computed under constraints imposed by the empirical distribution of the observations. Comparing to FDR control using $p$-values defined as maximum significance level over all null distribu…
We present a test for the problem of decentralized sequential hypothesis testing, which is asymptotically optimum. By selecting a suitable sampling mechanism at each sensor, communication between sensors and fusion center is asynchronous and limited to 1-bit data. The proposed SPRT-like test turns out to be order-2 asymptotically optimum in the case of continuous time and continuous path signals, while in discrete time this strong asymptotic optimality property is preserved under proper conditions. If these conditions do not hold, then we can show optimality of order-1. Simulations corroborate…
We address the following question in this paper: "What are the most robust statistical methods for social choice?'' By leveraging the theory of uniformly least favorable distributions in the Neyman-Pearson framework to finite models and randomized tests, we characterize uniformly most powerful (UMP) tests, which is a well-accepted statistical optimality w.r.t. robustness, for testing whether a given alternative is the winner under Mallows' model and under Condorcet's model, respectively.
The paper estimates the Chernoff rate for the efficiency of quantum hypothesis testing. For both joint and separable measurements, approximate bounds for the rate are given if both states are mixed and exact expressions are derived if at least one of the states is pure. The efficiency of tests with separable measurements is found to be close to the efficiency of tests with joint measurements. The results are illustrated by a test of quantum entanglement.
High-dimensional logistic regression is widely used in analyzing data with binary outcomes. In this paper, global testing and large-scale multiple testing for the regression coefficients are considered in both single- and two-regression settings. A test statistic for testing the global null hypothesis is constructed using a generalized low-dimensional projection for bias correction and its asymptotic null distribution is derived. A lower bound for the global testing is established, which shows that the proposed test is asymptotically minimax optimal over some sparsity range. For testing the in…
Hypothesis Testing for a Functional Parameter via Self-normalization
提出基于样本分割的自归一化方法，用于检验函数参数的简单或复合假设，推导了零假设下的渐近分布和局部备择下的功效函数。
This paper focuses on hypothesis testing for the input of a Lévy-driven storage system by sampling of the storage level. As the likelihood is not explicit we propose two tests that rely on transformation of the data. The first approach uses i.i.d. `quasi-busy-periods' between observations of zero workload. The distribution of the duration of quasi-busy-periods is determined. The second method is a conditional likelihood ratio test based on the Bernoulli events of observing a zero or positive workload, conditional on the previous workload. Performance analysis is presented for both tests along …
We study the simple hypothesis testing problem for the drift coefficient for stochastic fractional heat equation driven by additive noise. We introduce the notion of asymptotically the most powerful test, and find explicit forms of such tests in two asymptotic regimes: large time asymptotics, and increasing number of Fourier modes. The proposed statistics are derived based on Maximum Likelihood Ratio. Additionally, we obtain a series of important technical results of independent interest: we find the cumulant generating function of the log-likelihood ratio; obtain sharp large deviation type re…
Testing Copula Hypothesis with Copula Entropy
本文提出基于连接熵的连接函数假设检验方法，定义统计量为假设与真实连接熵之差，并给出高斯和Gumbel特例，经模拟实验验证有效性。
We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a new non-parametric hypothesis testing framework based on distributionally robust optimization, which is more robust when there are limited samples for one or both hypotheses. Such a scenario often arises from applications such as health care, online change-point detection, and anomaly detection. We study the computational and statistical properties of the p…
The local model for differential privacy is emerging as the reference model for practical applications collecting and sharing sensitive information while satisfying strong privacy guarantees. In the local model, there is no trusted entity which is allowed to have each individual's raw data as is assumed in the traditional curator model for differential privacy. So, individuals' data are usually perturbed before sharing them. We explore the design of private hypothesis tests in the local model, where each data entry is perturbed to ensure the privacy of each participant. Specifically, we analyz…
The sequential hypothesis testing problem is a class of statistical analyses where the sample size is not fixed in advance. Instead, the decision-process takes in new observations sequentially to make real-time decisions for testing an alternative hypothesis against a null hypothesis until some stopping criterion is satisfied. In many common applications of sequential hypothesis testing, the data can be highly sensitive and may require privacy protection; for example, sequential hypothesis testing is used in clinical trials, where doctors sequentially collect data from patients and must determ…
The G-normal distribution was introduced by Peng [2007] as the limiting distribution in the central limit theorem for sublinear expectation spaces. Equivalently, it can be interpreted as the solution to a stochastic control problem where we have a sequence of random variables, whose variances can be chosen based on all past information. In this note we study the tail behavior of the G-normal distribution through analyzing a nonlinear heat equation. Asymptotic results are provided so that the tail "probabilities" can be easily evaluated with high accuracy. This study also has a significant impa…
A Sampling-based Framework for Hypothesis Testing on Large Attributed Graphs
提出一种基于采样的假设检验框架，形式化属性图中的节点、边和路径假设，并设计路径假设感知采样器PHASE及优化版PHASEopt，实验证明其在准确性和时间效率上的优势。
We study nonzero-sum hypothesis testing games that arise in the context of adversarial classification, in both the Bayesian as well as the Neyman-Pearson frameworks. We first show that these games admit mixed strategy Nash equilibria, and then we examine some interesting concentration phenomena of these equilibria. Our main results are on the exponential rates of convergence of classification errors at equilibrium, which are analogous to the well-known Chernoff-Stein lemma and Chernoff information that describe the error exponents in the classical binary hypothesis testing problem, but with pa…
Comment on "Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies" [arXiv:1102.2774]
Rejoinder to "Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies" [arXiv:1102.2774]
In this work we use Recurrent Neural Networks and Multilayer Perceptrons to predict NYSE, NASDAQ and AMEX stock prices from historical data. We experiment with different architectures and compare data normalization techniques. Then, we leverage those findings to question the efficient-market hypothesis through a formal statistical test.
Large Deviation Analysis of Score-based Hypothesis Testing
本文分析基于分数的假设检验方法的性能，推导第一类与第二类错误概率上界，证明其指数在简单假设下渐近紧，并给出显式结果与数值验证。
Comment on "Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies" [arXiv:1102.2774]
Hypothesis testing for small-sample scenarios is a practically important problem. In this paper, we investigate the robust hypothesis testing problem in a data-driven manner, where we seek the worst-case detector over distributional uncertainty sets centered around the empirical distribution from samples using Sinkhorn distance. Compared with the Wasserstein robust test, the corresponding least favorable distributions are supported beyond the training samples, which provides a more flexible detector. Various numerical experiments are conducted on both synthetic and real datasets to validate th…
扫码添加微信好友，提出您的宝贵建议 👇
💡 备注请填写：网站反馈
发表机构由 AI 从论文文本抽取，如发现错误，欢迎反馈修正建议。