Dynamical hypothesis tests and decision theory for Gibbs distributions

DOI10.3934/dcds.2022186zbMath1519.37006arXiv2112.00670OpenAlexW4313656670MaRDI QIDQ6044919

Artur Oscar Lopes, Sílvia R. C. Lopes, Manfred Denker

Publication date: 25 May 2023

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.00670

zbMATH Keywords

decision theorythermodynamic formalismlarge deviationsGibbs measuresNeyman-Pearson lemmaBayesian hypotheses testmin-max hypotheses test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Measure-preserving transformations (28D05) Entropy and other invariants (28D20) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Thermodynamic formalism, variational principles, equilibrium states for dynamical systems (37D35) Complete class results in statistical decision theory (62C07)

Cites Work

• Hypothesis testing for families of ergodic processes
• Statistical inference for dynamical systems: a review
• Rigorous statistical procedures for data from dynamical systems
• Estimating functionals of one-dimensional Gibbs states
• Relative entropy and identification of Gibbs measures in dynamical systems
• Bayes posterior convergence for loss functions via almost additive thermodynamic formalism
• Gibbs posterior convergence and the thermodynamic formalism
• Decision theory and large deviations for dynamical hypotheses tests: the Neyman-Pearson lemma, min-max and Bayesian tests
• Empirical risk minimization and complexity of dynamical models
• Large Deviations in Dynamical Systems and Stochastic Processes
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