[Statlist] Next talk: Friday, November 4, 2016 with Davy Paindaveine Universität Brüssel

[Maurer Letizia]

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ETH and University of Zurich

Organisers:
Proff. P. Bühlmann - L. Held - T. Hothorn - M. Maathuis - N. Meinshausen - S. van de Geer - M. Wolf

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We are glad to announce the following talk:

Friday, November 4, 2016 at 15.15h  ETH Zurich HG G19.2G E 41
with Davy Paindaveine Universität Brüssel
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Title:

Inference on the mode of weak directional signals: A Le Cam perspektive on hypothesis testing near singularities<https://www.math.ethz.ch/sfs/news-and-events/research-seminar.html?s=hs16#e_9065><https://www.math.ethz.ch/sfs/news-and-events/research-seminar.html?s=hs16#e_9065>

Abstract:

We revisit, in an original and challenging perspective, the problem of testing the null hypothesis that the mode of a directional signal is equal to a given value. Motivated by a real data example where the signal is weak, we consider this problem under asymptotic scenarios for which the signal strength goes to zero at an arbitrary rate eta_n. Both under the null and the alternative, we focus on rotationally symmetric distributions. We show that, while they are asymptoti- cally equivalent under fixed signal strength, the classical Wald and Watson tests exhibit very different (null and non-null) behaviours when the signal becomes arbitrarily weak. To fully characterize how challenging the problem is as a function of eta_n, we adopt a Le Cam, convergence-of-statistical-experiments, point of view and show that the resulting limiting experiments crucially depend on eta_n. In the light of these results, the Watson test is shown to be adaptively rate-consistent and essentially adaptively Le Cam optimal. Throughout, our theoretical findings are illustrated via Monte Carlo simulations. The practical relevance of our results is also shown on the real data example that motivated the present work.

This abstract is also to be found under the following link: http://stat.ethz.ch/events/research_seminar

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