Application of data compression methods to hypothesis testing for ergodic and stationary processes

We show that data compression methods (or universal codes) can be applied for hypotheses testing in a framework of classical mathematical statistics. Namely, we describe tests, which are based on data compression methods, for the three following problems: i) identity testing, ii) testing for indepen...

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Bibliographic Details

Published in:	Discrete Mathematics & Theoretical Computer Science
Main Authors:	Boris Ryabko, Jaakko Astola
Format:	Article
Language:	English
Published:	Discrete Mathematics & Theoretical Computer Science 2005-01-01
Subjects:	hypothesis testing data compression universal coding information theory universal predictors shannon entropy. [info.info-ds] computer science [cs]/data structures and algorithms [cs.ds] [info.info-dm] computer science [cs]/discrete mathematics [cs.dm] [math.math-co] mathematics [math]/combinatorics [math.co] [info.info-cg] computer science [cs]/computational geometry [cs.cg]
Online Access:	https://dmtcs.episciences.org/3380/pdf