Perturbed Datasets Methods for Hypothesis Testing and Structure of Corresponding Confidence Sets

Hypothesis testing methods that do not rely on exact distribution assumptions have been emerging lately. The method of sign-perturbed sums (SPS) is capable of characterizing confidence regions with exact confidence levels for linear regression and linear dynamical systems parameter estimation problems if the noise distribution is symmetric. This paper describes a general family of hypothesis testing methods that have an exact user chosen confidence level based on finite sample count and without relying on an assumed noise distribution. It is shown that the SPS method belongs to this family and we provide another hypothesis test for the case where the symmetry assumption is replaced with exchangeability. In the case of linear regression problems it is shown that the confidence regions are connected, bounded and possibly non-convex sets in both cases. To highlight the importance of understanding the structure of confidence regions corresponding to such hypothesis tests it is shown that confidence sets for linear dynamical systems parameter estimates generated using the SPS method can have non-connected parts, which have far reaching consequences

Sparse Bayesian mass-mapping with uncertainties: hypothesis testing of structure

A crucial aspect of mass-mapping, via weak lensing, is quantification of the uncertainty introduced during the reconstruction process. Properly accounting for these errors has been largely ignored to date. We present results from a new method that reconstructs maximum a posteriori (MAP) convergence maps by formulating an unconstrained Bayesian inference problem with Laplace-type $\ell_1$-norm sparsity-promoting priors, which we solve via convex optimization. Approaching mass-mapping in this manner allows us to exploit recent developments in probability concentration theory to infer theoretically conservative uncertainties for our MAP reconstructions, without relying on assumptions of Gaussianity. For the first time these methods allow us to perform hypothesis testing of structure, from which it is possible to distinguish between physical objects and artifacts of the reconstruction. Here we present this new formalism, demonstrate the method on illustrative examples, before applying the developed formalism to two observational datasets of the Abel-520 cluster. In our Bayesian framework it is found that neither Abel-520 dataset can conclusively determine the physicality of individual local massive substructure at significant confidence. However, in both cases the recovered MAP estimators are consistent with both sets of data