منابع مشابه
Hypothesis testing by convex optimization
We discuss a general approach to hypothesis testing. The main “building block” of the proposed construction is a test for a pair of hypotheses in the situation where each particular hypothesis states that the vector of parameters identifying the distribution of observations belongs to a convex compact set associated with the hypothesis. This test, under appropriate assumptions, is nearly optima...
متن کاملRejoinder of “ Hypothesis testing by convex optimization ” ∗
First of all, we would like to thank all the discussants for their interesting, thought–provoking comments and thorough investigation. We also thank the editors for the opportunity to comment briefly on a few issues raised in the discussions. The comments of the discussants underline importance of the topic discussed in our paper, namely, that of application of convex optimization methodology t...
متن کاملComment on “ Hypothesis testing by convex optimization ” ∗
With the growing size of problems at hand, convexity has become preponderant in modern statistics. Indeed, convex relaxations of NP-hard problems have been successfully employed in a variety of statistical problems such as classification [2, 16], linear regression [7, 5], matrix estimation [8, 12], graphical models [15, 9] or sparse principal component analysis (PCA) [10, 4]. The paper “Hypothe...
متن کاملDiscussion of “ Hypotheses testing by convex optimization ” ∗
We congratulate the authors on a stimulating paper on a very intuitive and general approach to construct hypotheses tests. Restricting the considered class of tests to simple ones determined by a detector function φ, it seems most natural to minimize over φ and maximize over the pair (x, y) ∈ X ×Y where X is the hypothesis and Y the alternative. Particularly, this guarantees that the correspond...
متن کاملHYPOTHESIS TESTING FOR AN EXCHANGEABLE NORMAL DISTRIBUTION
Consider an exchangeable normal vector with parameters ????2, and ?. On the basis of a vector observation some tests about these parameters are found and their properties are discussed. A simulation study for these tests and a few nonparametric tests are presented. Some advantages and disadvantages of these tests are discussed and a few applications are given.
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2015
ISSN: 1935-7524
DOI: 10.1214/15-ejs1054