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A distributed average consensus algorithm in which every sensor transmits with bounded peak power is proposed. In the presence of communication noise, it is shown that the nodes reach consensus asymptotically to a finite random variable…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-15 Sivaraman Dasarathan , Cihan Tepedelenlioglu , Mahesh Banavar , Andreas Spanias

We propose a testing procedure based on the Wilcoxon two-sample test statistic in order to test for change-points in the mean of long-range dependent data. We show that the corresponding self-normalized test statistic converges in…

Statistics Theory · Mathematics 2014-09-10 Annika Betken

In this paper we develop methodology for testing relevant hypotheses about functional time series in a tuning-free way. Instead of testing for exact equality, for example for the equality of two mean functions from two independent time…

Methodology · Statistics 2020-02-21 Holger Dette , Kevin Kokot , Stanislav Volgushev

Independence testing is a classical statistical problem that has been extensively studied in the batch setting when one fixes the sample size before collecting data. However, practitioners often prefer procedures that adapt to the…

Machine Learning · Statistics 2025-05-21 Aleksandr Podkopaev , Patrick Blöbaum , Shiva Prasad Kasiviswanathan , Aaditya Ramdas

We propose a high dimensional mean test framework for shrinking random variables, where the underlying random variables shrink to zero as the sample size increases. By pooling observations across overlapping subsets of dimensions, we…

Methodology · Statistics 2026-02-11 Liujun Chen , Chen Zhou

We study detection methods for multivariable signals under dependent noise. The main focus is on three-dimensional signals, i.e. on signals in the space-time domain. Examples for such signals are multifaceted. They include geographic and…

Probability · Mathematics 2018-03-20 Annabel Prause , Ansgar Steland

We propose a new one-sample test for normality in a Reproducing Kernel Hilbert Space (RKHS). Namely, we test the null-hypothesis of belonging to a given family of Gaussian distributions. Hence our procedure may be applied either to test…

Statistics Theory · Mathematics 2015-07-13 Jérémie Kellner , Alain Celisse

We study a distributed hypothesis testing setup where peripheral nodes send quantized data to the fusion center in a memoryless fashion. The \emph{expected} number of bits sent by each node under the null hypothesis is kept limited. We…

Information Theory · Computer Science 2022-06-27 Yunus Inan , Mert Kayaalp , Ali H. Sayed , Emre Telatar

We propose a general framework for constructing powerful, sequential hypothesis tests for a large class of nonparametric testing problems. The null hypothesis for these problems is defined in an abstract form using the action of two known…

Machine Learning · Statistics 2023-10-31 Teodora Pandeva , Patrick Forré , Aaditya Ramdas , Shubhanshu Shekhar

Decentralized optimization methods enable on-device training of machine learning models without a central coordinator. In many scenarios communication between devices is energy demanding and time consuming and forms the bottleneck of the…

Optimization and Control · Mathematics 2020-11-04 Dmitry Kovalev , Anastasia Koloskova , Martin Jaggi , Peter Richtarik , Sebastian U. Stich

A distributed binary hypothesis testing problem, in which multiple observers transmit their observations to a detector over noisy channels, is studied. Given its own side information, the goal of the detector is to decide between two…

Information Theory · Computer Science 2017-04-06 Sreejith Sreekumar , Deniz Gündüz

We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…

Statistics Theory · Mathematics 2020-11-16 Yi Yu , Oscar Hernan Madrid Padilla , Daren Wang , Alessandro Rinaldo

In this paper we propose a new approach for sequential monitoring of a parameter of a $d$-dimensional time series, which can be estimated by approximately linear functionals of the empirical distribution function. We consider a…

Statistics Theory · Mathematics 2018-11-26 Holger Dette , Josua Gösmann

We test the null hypothesis that two parameters $(\mu_1,\mu_2)$ have the same sign, assuming that (asymptotically) normal estimators $(\hat{\mu}_1,\hat{\mu}_2)$ are available. Examples of this problem include the analysis of heterogeneous…

Econometrics · Economics 2025-12-16 Douglas L. Miller , Francesca Molinari , Jörg Stoye

This article develops a statistical test for the null hypothesis of strict stationarity of a discrete time stochastic process in the frequency domain. When the null hypothesis is true, the second order cumulant spectrum is zero at all the…

Statistical Finance · Quantitative Finance 2020-03-31 Denisa Roberts , Douglas Patterson

Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ at this stage can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we…

Statistics Theory · Mathematics 2009-12-23 Andrey Novikov

In this article, we propose a new method for the fundamental task of testing for dependence between two groups of variables. The response densities under the null hypothesis of independence and the alternative hypothesis of dependence are…

Methodology · Statistics 2015-01-29 Yimin Kao , Brian J Reich , Howard D Bondell

This paper considers cooperative spectrum sensing algorithms for Cognitive Radios which focus on reducing the number of samples to make a reliable detection. We develop an energy efficient detector with low detection delay using…

Information Theory · Computer Science 2013-08-29 Jithin K. Sreedharan , Vinod Sharma

This paper proposes a secure state estimation scheme with non-periodic asynchronous measurements for linear continuous-time systems under false data attacks on the measurement transmit channel. After sampling the output of the system, a…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Zishuo Li , Anh Tung Nguyen , André Teixeira , Yilin Mo , Karl H. Johansson

In this paper, we study the problem of jointly retrieving the state of a dynamical system, as well as the state of the sensors deployed to estimate it. We assume that the sensors possess a simple computational unit that is capable of…

Optimization and Control · Mathematics 2017-03-21 Andreea B. Alexandru , Sergio Pequito , Ali Jadbabaie , George J. Pappas