Related papers: A DHT Based Measure of Randomness
We bring a control perspective to the problem of identifying paths of measures for sampling via dynamic measure transport (DMT). We highlight the fact that commonly used paths may be poor choices for DMT and connect existing methods for…
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…
Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…
We introduce the discrete frequency function as a possible new approach to understanding the discrete Hardy-Littlewood maximal function. Considering that the discrete Hardy-Littlewood maximal function is given at each integer by the…
The paper introduces robust independence tests with non-asymptotically guaranteed significance levels for stochastic linear time-invariant systems, assuming that the observed outputs are synchronous, which means that the systems are driven…
We introduce probability estimation, a broadly applicable framework to certify randomness in a finite sequence of measurement results without assuming that these results are independent and identically distributed. Probability estimation…
Based on the theory of quantum mechanics, intrinsic randomness in measurement distinguishes quantum effects from classical ones. From the perspective of states, this quantum feature can be summarized as coherence or superposition in a…
Consider an experiment involving a potentially small number of subjects. Some random variables are observed on each subject: a high-dimensional one called the "observed" random variable, and a one-dimensional one called the "outcome" random…
This paper aims at finding conditions on a Hamburger or Stieltjes moment sequence, under which the change of at most a finite number of its entries produces another sequence of the same type. It turns out that a moment sequence allows all…
Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose an algorithm for real-time identification of alterations in…
The discrete Fourier transform test is a randomness test included in NIST SP800-22. However, the variance of the test statistic is smaller than expected and the theoretical value of the variance is not known. Hitherto, the mechanism…
A plethora of biometric measures have been proposed in the past. In this paper we introduce a new potential biometric measure: the human tremor. We present a new method for identifying the user of a handheld device using characteristics of…
Measurements of quantum systems can be used to generate classical data that is truly unpredictable for every observer. However, this true randomness needs to be discriminated from randomness due to ignorance or lack of control of the…
In this work, sample-based observability of linear discrete-time systems is studied. That is, we consider the case where the system output measurements are not available at every time instance. It is shown that some discrete-time systems…
Time-varying mixture densities occur in many scenarios, for example, the distributions of keywords that appear in publications may evolve from year to year, video frame features associated with multiple targets may evolve in a sequence. Any…
Given a chain complex with the only modification that each cell of the complex has a probability distribution assigned. We will call this complex - a random complex and what should be understood in practice, is that we have a classical…
Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…
Invariant tensors are states in the (local) SU(2) tensor product representation but invariant under global SU(2) action. They are of importance in the study of loop quantum gravity. A random tensor is an ensemble of tensor states. An…
The characterization and monitoring of buildings is an issue that has attracted the interest of many sectors over the last two decades. With the increasing use of permanent, continuous and real-time networks, ambient vibrations can provide…
In this paper we propose the use of $\phi$-divergences as test statistics to verify simple hypotheses about a one-dimensional parametric diffusion process $\de X_t = b(X_t, \theta)\de t + \sigma(X_t, \theta)\de W_t$, from discrete…