7,695 research outputs found
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
-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
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