arXiv subjects

Anamitra Chaudhuri

Publications and source records attributed to Anamitra Chaudhuri.

6 recordsLinked to original sources

arXiv2026

Signal Detection under Composite Hypotheses with Identical Distributions for Signals and for Noises

In this paper, we consider the problem of detecting signals in multiple, sequentially observed data streams, where the distribution of each stream lies in one of two common composite spaces, depending on whether it is a signal or a noise. For this problem, we study a practical yet underexplored setting where it is a priori known that all signals have an identical distribution and so do all noises. Compared to the general setting where local distributions are free to take any values, this structure facilitates faster decision-making thanks to a smaller joint distribution space. However, it introduces additional challenges to the analysis of problem and design of tests, since the local distributions are now coupled. In this paper, we first establish a universal lower bound on the minimum expected sample size, which characterizes the essential difficulty of the problem and involves constants that are neither the minimum Kullback-Leibler divergences between the signal/noise distribution to the noise/signal distribution space, which appear in the lower bound for the general setting, nor the Kullback-Leibler divergences between the signal distribution and the noise distribution. Besides, we propose a test that controls the two types of familywise error rates below arbitrary levels, and achieves the minimum expected sample size asymptotically as the levels go to zero. Numerical studies are presented to compare with the state-of-the-art test for the general setting and demonstrate robustness against model misspecification.

stat.ME↗

arXiv2026

Consistent Bayesian causal discovery for structural equation models with equal error variances

We consider the problem of recovering the true causal structure among a set of variables, generated by a linear acyclic structural equation model (SEM) with the error terms being independent, not necessarily Gaussian, and having equal variances. It is well-known that the true underlying directed acyclic graph (DAG) encoding the causal structure is uniquely identifiable under this assumption. Interestingly, in this setting, it further holds that the sum of minimum expected squared errors for every variable, while predicted by the best linear combination of its parent variables, is minimised if and only if the causal structure is represented by any supergraph of the true DAG. In this work, we propose a Bayesian DAG selection method, where the working model assumes Gaussian SEM with equal error variances, and employ independent g-priors on each set of SEM coefficients. Furthermore, we utilise the aforementioned key property to establish that the proposed method recovers the true graph consistently without any additional distributional assumption, and illustrate it with a simulation study.

math.ST↗

arXiv2025

Consistent DAG selection for Bayesian causal discovery under general error distributions

We consider the problem of learning the underlying causal structure among a set of variables, which are assumed to follow a Bayesian network or, more specifically, a linear recursive structural equation model (SEM) with the associated errors being independent and allowed to be non-Gaussian. A Bayesian hierarchical model is proposed to identify the true data-generating directed acyclic graph (DAG) structure where the nodes and edges represent the variables and the direct causal effects, respectively. Moreover, incorporating the information of non-Gaussian errors, we characterize the distribution equivalence class of the true DAG, which specifies the best possible extent to which the DAG can be identified based on purely observational data. Furthermore, under the consideration that the errors are distributed as some scale mixture of Gaussian, where the mixing distribution is unspecified, and mild distributional assumptions, we establish that by employing a non-standard DAG prior, the posterior probability of the distribution equivalence class of the true DAG converges to unity as the sample size grows. This shows that the proposed method achieves the posterior DAG selection consistency, which is further illustrated with examples and simulation studies.

math.ST↗

arXiv2024

Round Robin Active Sequential Change Detection for Dependent Multi-Channel Data

This paper considers the problem of sequentially detecting a change in the joint distribution of multiple data sources under a sampling constraint. Specifically, the channels or sources generate observations that are independent over time, but not necessarily independent at any given time instant. The sources follow an initial joint distribution, and at an unknown time instant, the joint distribution of an unknown subset of sources changes. Importantly, there is a hard constraint that only a fixed number of sources are allowed to be sampled at each time instant. The goal is to sequentially observe the sources according to the constraint, and stop sampling as quickly as possible after the change while controlling the false alarm rate below a user-specified level. The sources can be selected dynamically based on the already collected data, and thus, a policy for this problem consists of a joint sampling and change-detection rule. A non-randomized policy is studied, and an upper bound is established on its worst-case conditional expected detection delay with respect to both the change point and the observations from the affected sources before the change.

stat.ME↗

arXiv2023

A Cross Validation Framework for Signal Denoising with Applications to Trend Filtering, Dyadic CART and Beyond

This paper formulates a general cross validation framework for signal denoising. The general framework is then applied to nonparametric regression methods such as Trend Filtering and Dyadic CART. The resulting cross validated versions are then shown to attain nearly the same rates of convergence as are known for the optimally tuned analogues. There did not exist any previous theoretical analyses of cross validated versions of Trend Filtering or Dyadic CART. To illustrate the generality of the framework we also propose and study cross validated versions of two fundamental estimators; lasso for high dimensional linear regression and singular value thresholding for matrix estimation. Our general framework is inspired by the ideas in Chatterjee and Jafarov (2015) and is potentially applicable to a wide range of estimation methods which use tuning parameters.

math.ST↗

arXiv2022

Joint Sequential Detection and Isolation for Dependent Data Streams

The problem of joint sequential detection and isolation is considered in the context of multiple, not necessarily independent, data streams. A multiple testing framework is proposed, where each hypothesis corresponds to a different subset of data streams, the sample size is a stopping time of the observations, and the probabilities of four kinds of error are controlled below distinct, user-specified levels. Two of these errors reflect the detection component of the formulation, whereas the other two the isolation component. The optimal expected sample size is characterized to a first-order asymptotic approximation as the error probabilities go to 0. Different asymptotic regimes, expressing different prioritizations of the detection and isolation tasks, are considered. A novel, versatile family of testing procedures is proposed, in which two distinct, in general, statistics are computed for each hypothesis, one addressing the detection task and the other the isolation task. Tests in this family, of various computational complexities, are shown to be asymptotically optimal under different setups. The general theory is applied to the detection and isolation of anomalous, not necessarily independent, data streams, as well as to the detection and isolation of an unknown dependence structure.

math.ST↗