arXiv:2512.02912cs.LGmath.ST2025-12ICML被引 4

检验成对比较数据是否服从广义Thurstone模型

Hypothesis Testing for Generalized Thurstone Models

  • 定义模型间分离距离,构建检验框架
  • 完整观测图下阈值为Θ((nk)^(-1/2))
  • 适用于需验证偏好模型结构的研究者

本文提出一种假设检验框架,用于判断成对比较数据是否由给定选择函数F的广义Thurstone模型$\mathcal{T}_F$生成。以往工作多关注参数估计与不确定性量化,而本研究聚焦于$\mathcal{T}_F$模型的极小极大假设检验问题。通过引入一般成对比较模型与$\mathcal{T}_F$模型类之间的分离距离,推导出测试临界阈值的上下界,其依赖于观测图的拓扑结构。在完全观测图情况下,该阈值量级为Θ((nk)^{-1/2}),其中n为参与者数,k为每对比较次数。进一步提出基于分离距离的检验方法,构造置信区间,并利用反鞅技术建立类型I和II错误概率的时间统一界,同时通过信息论方法推导极小极大下界。最后在合成与真实世界数据集上验证了结果的有效性。

原文摘要 · Abstract (English)

In this work, we develop a hypothesis testing framework to determine whether pairwise comparison data is generated by an underlying \emph{generalized Thurstone model} $\mathcal{T}_F$ for a given choice function $F$. While prior work has predominantly focused on parameter estimation and uncertainty quantification for such models, we address the fundamental problem of minimax hypothesis testing for $\mathcal{T}_F$ models. We formulate this testing problem by introducing a notion of separation distance between general pairwise comparison models and the class of $\mathcal{T}_F$ models. We then derive upper and lower bounds on the critical threshold for testing that depend on the topology of the observation graph. For the special case of complete observation graphs, this threshold scales as $Θ((nk)^{-1/2})$, where $n$ is the number of agents and $k$ is the number of comparisons per pair. Furthermore, we propose a hypothesis test based on our separation distance, construct confidence intervals, establish time-uniform bounds on the probabilities of type I and II errors using reverse martingale techniques, and derive minimax lower bounds using information-theoretic methods. Finally, we validate our results through experiments on synthetic and real-world datasets.

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