Related papers: Upper Limits from Counting Experiments with Multip…
Outer measures can be used for statistical inference in place of probability measures to bring flexibility in terms of model specification. The corresponding statistical procedures such as Bayesian inference, estimators or hypothesis…
In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…
A procedure for the evaluation of correlators of any order in a reasonable computer time is presented. Connection between correlators and fluctuations of the event mean values of observables is discussed. Extension of the procedure to…
Many multivariate statistical analysis methods and their corresponding probabilistic counterparts have been adopted to develop process monitoring models in recent decades. However, the insightful connections between them have rarely been…
Causal discovery algorithms infer causal relations from data based on several assumptions, including notably the absence of measurement error. However, this assumption is most likely violated in practical applications, which may result in…
We deal with a problem of finding maximum of a function from the Holder class on a quantum computer. We show matching lower and upper bounds on the complexity of this problem. We prove upper bounds by constructing an algorithm that uses the…
Suppose that a compound Poisson process is observed discretely in time and assume that its jump distribution is supported on the set of natural numbers. In this paper we propose a non-parametric Bayesian approach to estimate the intensity…
This paper focuses on the problem of determining as large a region as possible where a function exceeds a given threshold with high probability. We assume that we only have access to a noise-corrupted version of the function and that…
The time over threshold is a widely used quantity to describe signals from various detectors in particle physics. Its electronics implementation is straightforward and in this paper we present the studies of its behavior in the presence of…
This article develops a method to construct the optimal sequential test for monitoring the changes in the distribution of finite observation sequences with a general dependence structure. This method allows us to prove that different…
Hypothesis tests for the presence of new sources of Poisson counts amidst background processes are frequently performed in high energy physics (HEP), gamma ray astronomy (GRA), and other branches of science. While there are conceptual…
In finite probability theory, events are subsets of the outcome set. Subsets can be represented by 1-dimensional column vectors. By extending the representation of events to two dimensional matrices, we can introduce "superposition events."…
Given a stationary point process, an intensity burst is defined as a short time period during which the number of counts is larger than the typical count rate. It might signal a local non-stationarity or the presence of an external…
Estimation of individual treatment effects is commonly used as the basis for contextual decision making in fields such as healthcare, education, and economics. However, it is often sufficient for the decision maker to have estimates of…
Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem is to detect the disorder time as quickly as possible after…
The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential…
When searching for a new resonance somewhere in a possible mass range, the significance of observing a local excess of events must take into account the probability of observing such an excess anywhere in the range. This is the so called…
Rigorously quantifying the information in high contrast imaging data is important for informing follow-up strategies to confirm the substellar nature of a point source, constraining theoretical models of planet-disk interactions, and…
The QCD critical point can be found in heavy ion collision experiments via the non-monotonic behavior of many fluctuation observables as a function of the collision energy. The event-by-event fluctuations of various particle multiplicities…
We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…