惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

Martin Fowler
Martin Fowler
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
IT之家
IT之家
美团技术团队
酷 壳 – CoolShell
酷 壳 – CoolShell
Y
Y Combinator Blog
T
Tailwind CSS Blog
D
Docker
博客园 - Franky
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
Google DeepMind News
Google DeepMind News
腾讯CDC
Vercel News
Vercel News
Engineering at Meta
Engineering at Meta
U
Unit 42
The Cloudflare Blog
S
SegmentFault 最新的问题
WordPress大学
WordPress大学
爱范儿
爱范儿
Recent Announcements
Recent Announcements
博客园 - 聂微东
博客园 - 叶小钗
H
Help Net Security
MyScale Blog
MyScale Blog

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Sharp Local Minimax Rates for Goodness-of-Fit Testing in ...
J. Chhor, A. Carpentier · 2020-12-26 · via math.ST updates on arXiv.org

We consider the identity testing problem - or goodness-of-fit testing problem - in multivariate binomial families, multivariate Poisson families and multinomial distributions. Given a known distribution $p$ and $n$ iid samples drawn from an unknown distribution $q$, we investigate how large $ρ>0$ should be to distinguish, with high probability, the case $p=q$ from the case $d(p,q) \geq ρ$, where $d$ denotes a specific distance over probability distributions. We answer this question in the case of a family of different distances: $d(p,q) = \|p-q\|_t$ for $t \in [1,2]$ where $\|\cdot\|_t$ is the entrywise $\ell_t$ norm. Besides being locally minimax-optimal - i.e. characterizing the detection threshold in dependence of the known matrix $p$ - our tests have simple expressions and are easily implementable.