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We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…

Statistics Theory · Mathematics 2007-06-13 Keiji Nagai , Cun-Hui Zhang

Clustering methods such as k-means have found widespread use in a variety of applications. This paper proposes a formal testing procedure to determine whether a null hypothesis of a single cluster, indicating homogeneity of the data, can be…

Econometrics · Economics 2019-07-18 Andrew J. Patton , Brian M. Weller

Parallel tempering is a generic Markov chain Monte Carlo sampling method which allows good mixing with multimodal target distributions, where conventional Metropolis-Hastings algorithms often fail. The mixing properties of the sampler…

Computation · Statistics 2012-05-08 Blazej Miasojedow , Eric Moulines , Matti Vihola

Two numerical methods are proposed for detection of coupling between multiple time series generated by deterministic nonlinear systems. The first detects interdependence or the existence of coupling between time series. The second…

Chaotic Dynamics · Physics 2025-05-07 Timothy Sauer , George Sugihara

The subject of this paper is to study conformance checking for timed models, that is, process models that consider both the sequence of events in a process as well as the timestamps at which each event is recorded. Time-aware process mining…

Formal Languages and Automata Theory · Computer Science 2022-10-28 Neha Rino , Thomas Chatain

When analysing time series an important issue is to decide whether the time series is stationary or a random walk. Relaxing these notions, we consider the problem to decide in favor of the I(0)- or I(1)-property. Fixed-sample statistical…

Statistics Theory · Mathematics 2018-05-01 Ansgar Steland

We give a hybrid two stage design which can be useful to estimate the reliability of a parallel-series and/or by duality a series-parallel system, when the component reliabilities are unknown as well as the total numbers of units allowed to…

Applications · Statistics 2012-12-27 Zohra Benkamra , Mekki Terbeche , Mounir Tlemcani

The present study proposes a novel method of trend detection and visualization - more specifically, modeling the change in a topic over time. Where current models used for the identification and visualization of trends only convey the…

Computation and Language · Computer Science 2023-09-19 Angad Sandhu , Aneesh Edara , Vishesh Narayan , Faizan Wajid , Ashok Agrawala

Metrics for measuring the comparability of corpora or texts need to be developed and evaluated systematically. Applications based on a corpus, such as training Statistical MT systems in specialised narrow domains, require finding a…

Computation and Language · Computer Science 2014-04-16 Bogdan Babych , Anthony Hartley

This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Statistics Theory · Mathematics 2020-06-01 Rémy Mariétan , Stephan Morgenthaler

Calculating similarities between objects defined by many heterogeneous data modalities is an important challenge in many multimedia applications. We use a multi-modal topic model as a basis for defining such a similarity between objects. We…

Information Retrieval · Computer Science 2014-05-28 Rasmus Troelsgård , Bjørn Sand Jensen , Lars Kai Hansen

Clustering is part of unsupervised analysis methods that consist in grouping samples into homogeneous and separate subgroups of observations also called clusters. To interpret the clusters, statistical hypothesis testing is often used to…

Methodology · Statistics 2022-10-25 Benjamin Hivert , Denis Agniel , Rodolphe Thiébaut , Boris P Hejblum

We present a test for independence of two strictly stationary time series based on a bootstrap procedure for the distance covariance. Our test detects any kind of dependence between the two time series within an arbitrary maximum lag $L$.…

Statistics Theory · Mathematics 2024-02-06 Annika Betken , Herold Dehling , Marius Kroll

The problem of verifying multi-threaded execution against the memory consistency model of a processor is known to be an NP hard problem. However polynomial time algorithms exist that detect almost all failures in such execution. These are…

Hardware Architecture · Computer Science 2007-05-23 Amitabha Roy , Stephan Zeisset , Charles J. Fleckenstein , John C. Huang

We propose a new nonparametric test for the supposition of independence between two continuous random variables. The test is based on the size of the longest increasing subsequence of a random permutation. We identified the independence…

Methodology · Statistics 2015-03-13 Jesus E. Garcia , Veronica A. Gonzalez-Lopez

Probabilistic concurrent systems are foundational models for modern mobile computing. In this paper, a unifying approach to probabilistic testing equivalences is proposed. With the help of a new distribution-based semantics for…

Logic in Computer Science · Computer Science 2026-04-08 Weijun Chen , Yuxi Fu , Huan Long , Hao Wu

Quantifying the similarity of two or more datasets has widespread applications in statistics and machine learning. The method choice is, however, difficult due to the abundance of proposed methods and the lack of neutral comparison studies,…

Methodology · Statistics 2026-04-14 Marieke Stolte , Jörg Rahnenführer , Andrea Bommert

Recent studies demonstrate that trends in indicators extracted from measured time series can indicate approaching to an impending transition. Kendall's {\tau} coefficient is often used to study the trend of statistics related to the…

Data Analysis, Statistics and Probability · Physics 2020-10-07 Shiyang Chen , Amin Ghadami , Bogdan I. Epureanu

We introduce equivalence testing procedures for linear regression analyses. Such tests can be very useful for confirming the lack of a meaningful association between a continuous outcome and a continuous or binary predictor. Specifically,…

Methodology · Statistics 2023-05-17 Harlan Campbell

Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…

Statistics Theory · Mathematics 2024-05-14 Rahul Singh , Neeraj Misra