Likelihood Ratio Approach for Identifying Hierarchical Attribute Structure

A Likelihood Ratio Approach for Probabilistic Inequalities

We propose a new approach for deriving probabilistic inequalities based on bounding likelihood ratios. We demonstrate that this approach is more general and powerful than the classical method frequently used for deriving concentration inequalities such as Chernoff bounds. We discover that the proposed approach is inherently related to statistical concepts such as monotone likelihood ratio, maxi...

Hierarchical Image Segmentation Relying on a Likelihood Ratio Test

Hierarchical image segmentation provides a set of image segmentations at different detail levels in which coarser details levels can be produced by simple merges of regions from segmentations at finer detail levels. However, many image segmentation algorithms relying on similarity measures lead to no hierarchy. One of interesting similarity measures is a likelihood ratio, in which each region i...

Likelihood Ratio Tests for

Inference for the Sharpe Ratio Using a Likelihood-Based Approach

The Sharpe ratio is the prominent risk-adjusted performance measure used by practitioners. Statistical testing of this ratio using its asymptotic distribution has lagged behind its use. In this paper, highly accurate likelihood analysis is applied for inference on the Sharpe ratio. Both the oneand two-sample problems are considered. The methodology has O n−3/2 distributional accuracy and can be...

The Likelihood Ratio Decision Criterion for Nuisance Attribute Projection in GMM Speaker Verification

We propose a way of integrating likelihood ratio (LR) decision criterion with nuisance attribute projection (NAP) for Gaussian mixture model(GMM-) based speaker verification. The experiments on the core test of the NIST speaker recognition evaluation (SRE) 2005 data show that the performance of the proposed approach is comparable to that of the standard approach of NAP which uses support vector...