2 papers
stat.ME2025
Change-point Detection and Segmentation of Discrete Data using Bayesian Context Trees
Valentinian Lungu, Ioannis Papageorgiou, Ioannis Kontoyiannis
A new Bayesian modelling framework is introduced for piece-wise homogeneous variable-memory Markov chains, along with a collection of effective algorithmic tools for change-point d…
cs.IT2024
Finite-sample expansions for the optimal error probability in asymmetric binary hypothesis testing
Valentinian Lungu, Ioannis Kontoyiannis
The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based…