Hypothesis Testing for Generalized Thurstone Models
In this work, we develop a hypothesis testing framework to determine whether pairwise comparison data is generated by an underlying \emph{generalized Thurstone model} $\mathcal{T}_F$ for a given choice function $F$. While prior work has predominantly focused on parameter estimation and uncertainty quantification for such models, we address the fundamental problem of minimax hypothesis testing for $\mathcal{T}_F$ models. We formulate this testing problem by introducing a notion of separation distance between general pairwise comparison models and the class of $\mathcal{T}_F$ models. We then derive upper and lower bounds on the critical threshold for testing that depend on the topology of the observation graph. For the special case of complete observation graphs, this threshold scales as $Θ((nk)^{-1/2})$, where $n$ is the number of agents and $k$ is the number of comparisons per pair. Furthermore, we propose a hypothesis test based on our separation distance, construct confidence intervals, establish time-uniform bounds on the probabilities of type I and II errors using reverse martingale techniques, and derive minimax lower bounds using information-theoretic methods. Finally, we validate our results through experiments on synthetic and real-world datasets.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
A Generalized Graph Signal Processing Framework for Multiple Hypothesis Testing over Networks
We consider the multiple hypothesis testing (MHT) problem over the joint domain formed by a graph and a measure space. On each sample point of this joint domain, we assign a hypothesis test and a corresponding $p$-value.…
Generalized Likelihood Ratio Test for Adversarially Robust Hypothesis Testing
Machine learning models are known to be susceptible to adversarial attacks which can cause misclassification by introducing small but well designed perturbations. In this paper, we consider a classical hypothesis testing…
Cost-aware Generalized $α$-investing for Multiple Hypothesis Testing
We consider the problem of sequential multiple hypothesis testing with nontrivial data collection costs. This problem appears, for example, when conducting biological experiments to identify differentially expressed gene…
Hypothesis Testing for Equality of Latent Positions in Random Graphs
We consider the hypothesis testing problem that two vertices $i$ and $j$ of a generalized random dot product graph have the same latent positions, possibly up to scaling. Special cases of this hypothesis test include tes…
Model SelectionStochastic Block ModelGeneralized Multivariate Signs for Nonparametric Hypothesis Testing in High Dimensions
High-dimensional data, where the dimension of the feature space is much larger than sample size, arise in a number of statistical applications. In this context, we construct the generalized multivariate sign transformati…
Two-sample testingVocal Bursts Intensity Prediction