Related papers: Sensitivity Analysis Using a Fixed Point Interval …
Change-point analysis is a flexible and computationally tractable tool for the analysis of times series data from systems that transition between discrete states and whose observables are corrupted by noise. The change-point algorithm is…
Nowadays, the numerical models of real-world structures are more precise, more complex and, of course, more time-consuming. Despite the growth of a computational effort, the exploration of model behaviour remains a complex task. The…
Sensitivity analysis informs causal inference by assessing the sensitivity of conclusions to departures from assumptions. The consistency assumption states that there are no hidden versions of treatment and that the outcome arising…
Observational studies provide invaluable opportunities to draw causal inference, but they may suffer from biases due to pretreatment difference between treated and control units. Matching is a popular approach to reduce observed covariate…
A framework for estimation and hypothesis testing of functional restrictions against general alternatives is proposed. The parameter space is a reproducing kernel Hilbert space (RKHS). The null hypothesis does not necessarily define a…
In dynamic discrete choice models, some parameters, such as the discount factor, are being fixed instead of being estimated. This paper proposes two sensitivity analysis procedures for dynamic discrete choice models with respect to the…
In this paper, we discuss a method to find the most influential power system parameters to the probabilistic transient stability assessment problem---finding the probability distribution of the critical clearing time. We perform the…
The sensitivity parameter is widely used for quantifying fine tuning. However, examples show it fails to give correct results under certain circumstances. We argue that the problems of the sensitivity parameter are almost identical to the…
Real world evolves in continuous time but computations are done from finite samples. Therefore, we study algorithms using finite observations in continuous-time linear dynamical systems. We first study the system identification problem, and…
Testing for change points in sequences of covariance matrices is an important and equally challenging problem in statistical methodology with applications in various fields. Motivated by the observation that even in cases where the ratio…
We establish the existence theory of several commonly used finite element (FE) nonlinear fully discrete solutions, and the convergence theory of a linearized iteration. First, it is shown for standard FE, SUPG and edge-averaged method…
An analytic approximation for the critical clearing time (CCT) metric is derived from direct methods for power system stability. The formula has been designed to incorporate as many features of transient stability analysis as possible such…
We present a new recovery analysis for a standard compressed sensing algorithm, Iterative Hard Thresholding (IHT) (Blumensath and Davies, 2008), which considers the fixed points of the algorithm. In the context of arbitrary measurement…
The sensitivities revealed by a sensitivity analysis of a probabilistic network typically depend on the entered evidence. For a real-life network therefore, the analysis is performed a number of times, with different evidence. Although…
We study the problem of solving fixed-point equations for seminorm-contractive operators and establish foundational results on the non-asymptotic behavior of iterative algorithms in both deterministic and stochastic settings. Specifically,…
The fixed-point analysis refers to the study of fixed-points that arise in the context of complex systems with many interacting entities. In this expository paper, we describe four levels of fixed-points in mean-field interacting particle…
We consider a quantum system that is being continuously monitored, giving rise to a measurement signal. From such a stream of data, information needs to be inferred about the underlying system's dynamics. Here we focus on hypothesis testing…
A quantum trajectory describes the evolution of a quantum system undergoing indirect measurement. In the discrete-time setting, the state of the system is updated by applying Kraus operators according to the measurement results. From an…
We present new criteria on the existence of fixed points that combine some monotonicity assumptions with the classical fixed point index theory. As an illustrative application, we use our theoretical results to prove the existence of…
We introduce a rigorous and sensitive significance test for hyperuniformity that yields reliable results even from a single sample. Our approach is based on a detailed analysis of the empirical Fourier transform of a stationary point…