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

大猫的无限游戏
大猫的无限游戏
阮一峰的网络日志
阮一峰的网络日志
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
WordPress大学
WordPress大学
博客园 - 叶小钗
Hugging Face - Blog
Hugging Face - Blog
博客园 - 司徒正美
Last Week in AI
Last Week in AI
罗磊的独立博客
量子位
Jina AI
Jina AI
T
Tailwind CSS Blog
Apple Machine Learning Research
Apple Machine Learning Research
IT之家
IT之家
美团技术团队
雷峰网
雷峰网
爱范儿
爱范儿
S
SegmentFault 最新的问题
小众软件
小众软件
月光博客
月光博客
酷 壳 – CoolShell
酷 壳 – CoolShell
人人都是产品经理
人人都是产品经理
The Cloudflare Blog
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报

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
The Sample Complexity of Simple Binary Hypothesis Testing
Ankit Pensia, Varun Jog, Po-Ling Loh · 2024-03-26 · via math.ST updates on arXiv.org

The sample complexity of simple binary hypothesis testing is the smallest number of i.i.d.\ samples required to distinguish between two distributions $p$ and $q$ in either: (i) the prior-free setting, with type-I error at most $α$ and type-II error at most $β$; or (ii) the Bayesian setting, with Bayes error at most $δ$ and prior distribution $(π, 1-π)$. This problem has only been studied when $α= β$ (prior-free) or $π= 1/2$ (Bayesian), and the sample complexity is known to be characterized by the Hellinger divergence between $p$ and $q$, up to multiplicative constants. In this paper, we derive a formula that characterizes the sample complexity (up to multiplicative constants that are independent of $p$, $q$, and all error parameters) for: (i) all $0 \le α, β\le 1/8$ in the prior-free setting; and (ii) all $δ\le π/4$ in the Bayesian setting. In particular, the formula admits equivalent expressions in terms of certain divergences from the Jensen--Shannon and Hellinger families. The main technical result concerns an $f$-divergence inequality between members of the Jensen--Shannon and Hellinger families, which is proved by a combination of information-theoretic tools and case-by-case analyses. We explore applications of our results to (i) robust hypothesis testing, (ii) distributed (locally-private and communication-constrained) hypothesis testing, (iii) sequential hypothesis testing, and (iv) hypothesis testing with erasures.