Related papers: Distribution-free cumulative sum control charts us…
This paper studies parametric bootstrap methods for network data, with the goal of quantifying the uncertainty of network statistics of interest. While existing network resampling methods primarily focus on count statistics under…
Distributed consensus protocols provide a mechanism for spreading information within clustered networks, allowing agents and clusters to make decisions without requiring direct access to the state of the ensemble. In this work, we propose a…
We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the panels in the form of a common factor. A CUSUM type estimator is proposed, and we establish first…
This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…
This paper addresses questions regarding controllability for `generic parameter' dynamical systems, i.e. the question whether a dynamical system is `structurally controllable'. Unlike conventional methods that deal with structural…
Technological advances allow manufacturers to collect and access data from a production system effectively. The objective of data collection is to deploy the collected data in developing decision support systems for performance evaluation,…
This paper develops non-parametric rotation invariant CUSUMs suited to the detection of changes in the mean direction as well as changes in the concentration parameter of angular data. The properties of the CUSUMs are illustrated by…
A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…
Standard Control Chart techniques to detect level shift in data streams assume independence between observations. As data today is collected with high frequency, this assumption is seldom valid. To overcome this, we propose to adapt the…
This paper investigates the controllability of finite-dimensional linear fractional systems involving an uncertain parameter. We establish new results on the simultaneous and average controllability. In particular, we show that average…
In this article an SPC case study is presented. It consists of monitoring a manufacturing process used for different products of similar kind. So far, each of these products is monitored individually. However, if there is e.g. a quality…
More often than not, there is a need to understand the structure of complex computer code: what functions and in what order they are called, how information travels around static, input, and output variables, what depends on what. As a…
We consider a basic model of a dynamical distribution network, modeled as a directed graph with storage variables corresponding to every vertex and flow inputs corresponding to every edge, subject to unknown but constant inflows and…
This paper investigates change-point of variance in panel data models with time series of $\alpha$-mixing. Based on the cumulative sum (CUSUM) method and the individual differences, we construct a CUSUM test for panel data models to detect…
In this paper we investigate how the bootstrap can be applied to time series regressions when the volatility of the innovations is random and non-stationary. The volatility of many economic and financial time series displays persistent…
The distribution-free method of conformal prediction (Vovk et al, 2005) has gained considerable attention in computer science, machine learning, and statistics. Candes et al. (2023) extended this method to right-censored survival data,…
The probability distribution of sums of iterates of the logistic map at the edge of chaos has been recently shown [see U. Tirnakli, C. Beck and C. Tsallis, Phys. Rev. E 75, 040106(R) (2007)] to be numerically consistent with a q-Gaussian,…
One problem of wide interest involves estimating expected crossing-times. Several tools have been developed to solve this problem beginning with the works of Wald and the theory of sequential analysis. An extension of his approach is…
Thesis is devoted to the application of cumulant analysis in the estimation of impulse response functions for continuous time-invariant linear systems, including systems with inner noises. The main assumption of the work is the second-order…
This paper is mainly concerned with asymptotic studies of weighted bootstrap for u- and v-statistics. We derive the consistency of the weighted bootstrap u- and v-statistics, based on i.i.d. and non i.i.d. observations, from some more…