Likelihood-ratio test | EPFL Graph Search

In statistics, the likelihood-ratio test assesses the goodness of fit of two competing statistical models, specifically one found by maximization over the entire parameter space and another found after imposing some constraint, based on the ratio of their likelihoods. If the constraint (i.e., the null hypothesis) is supported by the observed data, the two likelihoods should not differ by more than sampling error. Thus the likelihood-ratio test tests whether this ratio is significantly different from one, or equivalently whether its natural logarithm is significantly different from zero. The likelihood-ratio test, also known as Wilks test, is the oldest of the three classical approaches to hypothesis testing, together with the Lagrange multiplier test and the Wald test. In fact, the latter two can be conceptualized as approximations to the likelihood-ratio test, and are asymptotically equivalent. In the case of comparing two models each of which has no unknown parameters, use of the

The detection of two-component mixture alternatives

Daria Rukina

In this thesis, we deal with one of the facets of the statistical detection problem. We study a particular type of alternative, the mixture model. We consider testing where the null hypothesis corresponds to the absence of a signal, represented by some known distribution, e.g., Gaussian white noise, while in the alternative one assumes that among observations there might be a cluster of points carrying a signal, which is characterized by some distribution G. The main research objective is to determine a detectable set of alternatives in the parameter space combining the parameters of G and the mixture proportion p. We focus is on the finite sample sizes and wish to study the possibility of detecting alternatives for fixed n, given pre-specified error levels. The first part of the thesis covers theoretical results. Specifically, we introduce a parametrization which relates the parameter space of an alternative to the sample size, and present the regions of detectability and non-detectability. The regions of detectability are the subsets of the new parameter space (induced by the parametrization) where for a prespecified type I error rate, the type II error rate of the likelihood ratio test (LRT) is bounded from above by some constant. To move towards the real data applications, we also check the performance of some non-parametric testing procedures proposed for this problem and some widely used distributions. In the second part of the thesis, we use this argument to develop a framework for clinical trial designs aimed at detecting a sensitive-to-therapy subpopulation. The idea of modeling treatment response as a mixture of subpopulations originates from treatment effect heterogeneity. Methods studying the effects of heterogeneity in the clinical data are referred to as subgroup analyses. However, designs accounting for possible response heterogeneity are rarely discussed, though in some cases they might help to avoid trial failure due to the lack of efficacy. In our work, we consider two possible subgroups of patients, drug responders and drug non-responders. Given no preliminary information about patients' memberships, we propose a framework for designing randomized clinical trials that are able to detect a responders' subgroup of desired characteristics. We also propose strategies to minimize the number of enrolled patients whilst preserving the testing errors below given levels and suggest how the design along with all testing metrics can be generalized to the case of multiple centers. The last part of the thesis is not directly related to the preceding parts. We present two supervised classification algorithms for real-data applications.

EPFL2018

Likelihood ratio adjustment for the compensation of model mismatch in speaker verification

Dominique Genoud

Cet article présente une méthode d'ajustement des seuils de vérification du locuteur basée sur un modèle Gaussien des distributions du logarithme du rapport de vraisemblance. L'article expose les hypothèses sous lesquelles ce modèle est valide, indique plusieurs méthodes d'ajustement des seuils, et en illustre les apports et les limites par des expériences de vérification sur une base de données de 20 locuteurs.

IDIAP1997

Likelihood ratio adjustment for the compensation of model mismatch in speaker verification

Dominique Genoud

1997

The detection of two-component mixture alternatives

Daria Rukina

EPFL2018