Hypothesis testing by convex optimization
From MaRDI portal
hypothesis testingnonparametric testingcomposite hypothesis testingstatistical applications of convex optimization
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical optimization and variational techniques (65K10) Convex programming (90C25) Markov processes: hypothesis testing (62M02) Minimax procedures in statistical decision theory (62C20)
Recommendations
- On sequential hypotheses testing via convex optimization
- Hypothesis testing via affine detectors
- Hypothesis testing via Euclidean separation
- The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii
- Generalized Neyman-Pearson lemma via convex duality.
Cites work
- scientific article; zbMATH DE number 3847739 (Why is no real title available?)
- scientific article; zbMATH DE number 3911491 (Why is no real title available?)
- scientific article; zbMATH DE number 3930109 (Why is no real title available?)
- scientific article; zbMATH DE number 3605754 (Why is no real title available?)
- A Consistent Estimator of a Component of a Convolution
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
- A Robust Version of the Probability Ratio Test
- Asymptotic methods in statistical decision theory
- Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
- Binary experiments, minimax tests and 2-alternating capacities
- Change-point detection in multichannel and distributed systems
- Change-point estimation from indirect observations. 1. Minimax complexity
- Change-point estimation from indirect observations. 2. Adaptation
- Convergence of estimates under dimensionality restrictions
- Deconvolution problems in nonparametric statistics
- Detecting Abrupt Changes by Wavelet Methods
- Detecting changes in signals and systems - a survey
- Detection of the number, locations and magnitudes of jumps
- Discontinuous versus smooth regression
- Discrimination of hypotheses for Gaussian measures, and a geometrical characterization of Gaussian distribution
- Eine parameterfreie Theorie der ung�nstigsten Verteilungen f�r das Testen von Hypothesen
- Fourier methods for estimating mixing densities and distributions
- Geometrizing rates of convergence. II
- Jump and sharp cusp detection by wavelets
- Least favorable pairs for special capacities
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Minimax tests and the Neyman-Pearson lemma for capacities
- Minimax tests and the Neyman-Pearson lemma for capacities. Correction
- Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
- Nonparametric estimation by convex programming
- Nonparametric goodness-of-fit testing under Gaussian models
- On deconvolution of distribution functions
- On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
- On the Existence of Least Favorable Distributions
- On the Huber-Strassen theorem
- On the Minimax Detection of an Inaccurately Known Signal in a White Gaussian Noise Background
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal Change‐point Estimation in Inverse Problems
- Optimale Tests und ungünstigste Verteilungen
- Robust tests for model selection
- Statistical estimation and optimal recovery
Cited in
(20)- Statistical Inference via Convex Optimization
- Minimax Euclidean separation rates for testing convex hypotheses in \(\mathbb{R}^{d}\)
- On polyhedral estimation of signals via indirect observations
- Hypothesis testing via Euclidean separation
- scientific article; zbMATH DE number 4179140 (Why is no real title available?)
- Hypothesis testing via affine detectors
- Generalized Neyman-Pearson lemma via convex duality.
- On sequential hypotheses testing via convex optimization
- Local optimization-based statistical inference
- Asymptotic Geometry of Multiple Hypothesis Testing
- Computational and statistical tradeoffs via convex relaxation
- Hypothesis testing by convex optimization
- Change detection via affine and quadratic detectors
- Testing hypotheses for measures with different masses: Four optimization problems
- Convexity properties in binary detection problems
- The quadratic M-convexity testing problem
- Testing composite hypotheses via convex duality
- Bump detection in the presence of dependency: does it ease or does it load?
- Estimating linear and quadratic forms via indirect observations
- Aggregating estimates by convex optimization
This page was built for publication: Hypothesis testing by convex optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q491378)
