2005
DOI: 10.1109/tit.2005.856955
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A Neyman–Pearson Approach to Statistical Learning

Abstract: Abstract-The Neyman-Pearson (NP) approach to hypothesis testing is useful in situations where different types of error have different consequences or a priori probabilities are unknown. For any 0, the NP lemma specifies the most powerful test of size , but assumes the distributions for each hypothesis are known or (in some cases) the likelihood ratio is monotonic in an unknown parameter. This paper investigates an extension of NP theory to situations in which one has no knowledge of the underlying distribution… Show more

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Cited by 118 publications
(105 citation statements)
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“…We use multi-class versions of Neyman-Pearson (NP) classification [4][5][6][7][8] and the Learning to Satisfy (LSAT) [9] framework for Internet traffic classification and a binary LSAT classifier for the large flow detector. The rest of the chapter is organized as follows.…”
Section: Methodsmentioning
confidence: 99%
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“…We use multi-class versions of Neyman-Pearson (NP) classification [4][5][6][7][8] and the Learning to Satisfy (LSAT) [9] framework for Internet traffic classification and a binary LSAT classifier for the large flow detector. The rest of the chapter is organized as follows.…”
Section: Methodsmentioning
confidence: 99%
“…The two performance guarantees that we focus on are the False Alarm Rate (FAR) and the False Discovery Rate (FDR). Our classifier that controls the FAR is based on a multi-class generalization of Neyman-Pearson (NP) classification [4][5][6][7][8] while our classifier that controls the FDR is based on the Learning to Satisfy framework [9]. These performance guarantees can be applied to a single class against all the other classes or between two specific classes.…”
Section: Motivationmentioning
confidence: 99%
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