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math.ST2026
Sequential Multiple Testing: A Second-Order Asymptotic Analysis
Jingyu Liu, Yanglei Song
We study sequential multiple testing with independent data streams, where the goal is to identify an unknown subset of signals while controlling commonly used error metrics, includ…
math.ST2025
Optimal Decision Rules for Composite Binary Hypothesis Testing under Neyman-Pearson Framework
Yanglei Song, Berkan Dulek, Sinan Gezici
The composite binary hypothesis testing problem within the Neyman-Pearson framework is considered. The goal is to maximize the expectation of a nonlinear function of the detection…
math.ST2025
Minimax Rate-Optimal Algorithms for High-Dimensional Stochastic Linear Bandits
Jingyu Liu, Yanglei Song
We study the stochastic linear bandit problem with multiple arms over rounds, where the covariate dimension may exceed , but each arm-specific parameter vector is -sp…