Related papers: Decentralized Two-Sided Sequential Tests for A Nor…
In the common time series model $X_{i,n} = \mu (i/n) + \varepsilon_{i,n}$ with non-stationary errors we consider the problem of detecting a significant deviation of the mean function $\mu$ from a benchmark $g (\mu )$ (such as the initial…
When testing for the mean vector in a high dimensional setting, it is generally assumed that the observations are independently and identically distributed. However if the data are dependent, the existing test procedures fail to preserve…
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…
The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…
This paper addresses the following general scenario: A scientist wishes to perform a battery of experiments, each generating a sequential stream of data, to investigate some phenomenon. The scientist would like to control the overall error…
In this work, we consider a binary sequential hypothesis testing problem with distributed and asynchronous measurements. The aim is to analyze the effect of sampling times of jointly $\textit{wide-sense stationary}$ (WSS) Gaussian…
In this paper, we consider the nonasymptotic sequential estimation of means of random variables bounded in between zero and one. We have rigorously demonstrated that, in order to guarantee prescribed relative precision and confidence level,…
This article considers change point testing and estimation for a sequence of high-dimensional data. In the case of testing for a mean shift for high-dimensional independent data, we propose a new test which is based on $U$-statistic in Chen…
We present a general framework for hypothesis testing on distributions of sets of individual examples. Sets may represent many common data sources such as groups of observations in time series, collections of words in text or a batch of…
The problem of joint sequential detection and isolation is considered in the context of multiple, not necessarily independent, data streams. A multiple testing framework is proposed, where each hypothesis corresponds to a different subset…
The extraction of nonstationary signals from blind and semi-blind multivariate observations is a recurrent problem. Numerous algorithms have been developed for this problem, which are based on the exact or approximate joint diagonalization…
This paper develops the sufficiency principle suitable for data reduction in decentralized inference systems. Both parallel and tandem networks are studied and we focus on the cases where observations at decentralized nodes are…
We propose a general framework of sequential testing procedures based on $U$-statistics which contains as an example a sequential CUSUM test based on differences in mean but also includes a robust sequential Wilcoxon change point procedure.…
Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current…
We propose a new framework for cooperative spectrum sensing in cognitive radio networks, that is based on a novel class of non-uniform samplers, called the event-triggered samplers, and sequential detection. In the proposed scheme, each…
We study a class of binary detection problems involving a single fusion center and a large or countably infinite number of sensors. Each sensor acts under a decentralized information structure, accessing only a local noisy observation…
We consider the problem of simultaneous detection and estimation under a sequential framework. In particular we are interested in sequential tests that distinguish between the null and the alternative hypothesis and every time the decision…
This paper investigates the decentralized stabilization problem for a class of interconnected systems in the presence of non-triangular structural uncertainties and time-varying parameters, where each subsystem exchanges information only…
The problem of decentralized detection in a sensor network subjected to a total average power constraint and all nodes sharing a common bandwidth is investigated. The bandwidth constraint is taken into account by assuming non-orthogonal…
Estimation using pooled sampling has long been an area of interest in the group testing literature. Such research has focused primarily on the assumed use of fixed sampling plans (i), although some recent papers have suggested alternative…