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High-dimensional time series are characterized by a large number of measurements and complex dependence, and often involve abrupt change points. We propose a new procedure to detect change points in the mean of high-dimensional time series…

Methodology · Statistics 2019-03-19 Jun Li , Minya Xu , Ping-Shou Zhong , Lingjun Li

We observe the actions of a $K$ sub-sample of $N$ individuals up to time $t$ for some large $K\le N$. We model the relationships of individuals by i.i.d. Bernoulli($p$)-random variables, where $p\in (0,1]$ is an unknown parameter. The rate…

Statistics Theory · Mathematics 2019-06-20 Chenguang Liu

A method for detecting possible non-deterministic dynamics underlying a time series is introduced. Non-deterministic dynamics may arise due to the failure of the Lipschitz condition in the equations of motion. At a singular point, the phase…

chao-dyn · Physics 2008-02-03 D. D. Dixon , M. Zak , J. P. Zbilut

The notion of concept drift refers to the phenomenon that the distribution generating the observed data changes over time. If drift is present, machine learning models can become inaccurate and need adjustment. While there do exist methods…

Machine Learning · Computer Science 2023-03-17 Fabian Hinder , Valerie Vaquet , Johannes Brinkrolf , Barbara Hammer

High dimensional random dynamical systems are ubiquitous, including -- but not limited to -- cyber-physical systems, daily return on different stocks of S&P 1500 and velocity profile of interacting particle systems around McKeanVlasov…

Statistics Theory · Mathematics 2023-10-17 Muhammad Abdullah Naeem , Amir Khazraei , Miroslav Pajic

A wide variety of physical systems ranging from the firing of neurons to eutrophication of lakes to the presence of Arctic summer sea ice exhibit a phenomenon known as tipping. In mathematical models, tipping can be caused by bifurcations,…

Dynamical Systems · Mathematics 2018-03-14 Alanna Hoyer-Leitzel , Alice Nadeau , Andrew Roberts , Andrew Steyer

Although neural networks are capable of reaching astonishing performances on a wide variety of contexts, properly training networks on complicated tasks requires expertise and can be expensive from a computational perspective. In industrial…

Machine Learning · Statistics 2021-05-11 Théo Lacombe , Yuichi Ike , Mathieu Carriere , Frédéric Chazal , Marc Glisse , Yuhei Umeda

In this paper, the problem of quickly detecting an abrupt change on a stochastic process under Bayesian framework is considered. Different from the classic Bayesian quickest change-point detection problem, this paper considers the case…

Information Theory · Computer Science 2017-08-24 Jun Geng , Erhan Bayraktar , Lifeng Lai

Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes…

Statistics Theory · Mathematics 2014-09-16 Axel Bücher , Ivan Kojadinovic , Tom Rohmer , Johan Segers

This paper addresses the problem of detecting anomalous activity in traffic networks where the network is not directly observed. Given knowledge of what the node-to-node traffic in a network should be, any activity that differs…

Methodology · Statistics 2019-02-20 Elizabeth Hou , Yasin Yilmaz , Alfred Hero

In this work we introduce a novel adaptive anomaly detection framework specifically designed for monitoring sequential random finite set (RFS) observations. Our approach effectively distinguishes between In-Control data (normal) and…

Machine Learning · Computer Science 2025-11-25 Konstantinos Bourazas , Savvas Papaioannou , Panayiotis Kolios

This paper proposes a new statistic to test independence between two high dimensional random vectors ${\mathbf{X}}:p_1\times1$ and ${\mathbf{Y}}:p_2\times1$. The proposed statistic is based on the sum of regularized sample canonical…

Statistics Theory · Mathematics 2015-03-19 Yanrong Yang , Guangming Pan

We study the detection of change-points in time series. The classical CUSUM statistic for detection of jumps in the mean is known to be sensitive to outliers. We thus propose a robust test based on the Wilcoxon two-sample test statistic.…

Statistics Theory · Mathematics 2013-04-10 Herold Dehling , Roland Fried , Isabel García , Martin Wendler

Wireless sensor networks usually comprise a large number of sensors monitoring changes in variables. These changes in variables represent changes in physical quantities. The changes can occur for various reasons; these reasons are…

Machine Learning · Computer Science 2017-08-29 Pelumi Oluwasanya

We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes one process at a time and obtains a noisy binary indicator of whether or not the…

Machine Learning · Computer Science 2021-05-14 Geethu Joseph , M. Cenk Gursoy , Pramod K. Varshney

Consider a time series with missing observations but a known final point. Using control theory ideas we estimate/predict these missing observations. We obtain recurrence equations which minimize sum of squares of a control sequence. An…

Statistics Theory · Mathematics 2011-11-09 Vyacheslav M. Abramov , Fima C. Klebaner

Sequential monitoring of images has broad applications across various domains, including climate science, ecosystem monitoring, medical diagnostics, and so forth. In many such applications, images acquired over time exhibit gradual changes,…

Applications · Statistics 2025-06-18 Subhasish Basak , Anik Roy , Partha Sarathi Mukherjee

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…

Statistics Theory · Mathematics 2025-03-19 Ilias Willems , Sara Rutten , Gilles Crommen , Ingrid Van Keilegom

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…

Econometrics · Economics 2025-11-27 Bruno Fava

This paper is concerned with a central limit theorem for quadratic variation when observations come as exit times from a regular grid. We discuss the special case of a semimartingale with deterministic characteristics and finite activity…

Statistics Theory · Mathematics 2016-05-24 Mathias Vetter , Tobias Zwingmann
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