Related papers: A Unified Framework for Testing Linear-Invariant P…
This paper addresses the problem of checking invariant properties for a large class of symbolic transition systems, defined by a combination of SMT theories and quantifiers. State variables can be functions from an uninterpreted sort…
For every $c\geq 1$, we define a strengthening of Kazhdan's Property (T) by considering uniformly bounded representations $\pi$ with fixed bound $|\pi|\leq c$. We carry out a systematic study of this property and show that it can be…
We show that the tensor product of two random linear codes is robustly testable with high probability. This implies that one can obtain pairs of linear codes such that their product and the product of their dual codes are simultaneously…
Items in a test are often used as a basis for making decisions and such tests are therefore required to have good psychometric properties, like unidimensionality. In many cases the sum score is used in combination with a threshold to decide…
The goal in the area of functions property testing is to determine whether a given black-box Boolean function has a particular given property or is $\varepsilon$-far from having that property. We investigate here several types of properties…
We propose to extend property-based testing to substructural logics to overcome the current lack of reasoning tools in the field. We take the first step by implementing a property-based testing system for specifications written in the…
Since the topic emerged several years ago, work on regular model checking has mostly been devoted to the verification of state reachability and safety properties. Though it was known that linear temporal properties could also be checked…
Hyperproperties are properties of systems that relate multiple computation traces, including security and concurrency properties. This paper introduces a bounded model checking (BMC) algorithm for hyperproperties expressed in HyperLTL,…
We initiate the study of quantum property testing in sparse directed graphs, and more particularly in the unidirectional model, where the algorithm is allowed to query only the outgoing edges of a vertex. In the classical unidirectional…
We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…
The Bell inequality is thought to be a common constraint shared by all models of local hidden variables that aim to describe the entangled states of two qubits. Since the inequality is violated by the quantum mechanical description of these…
The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…
Copositive linear Lyapunov functions are used along with dissipativity theory for stability analysis and control of uncertain linear positive systems. Unlike usual results on linear systems, linear supply-rates are employed here for…
For given Boolean algebras $\mathbb{A}$ and $\mathbb{B}$ we endow the space $\mathcal{H}(\mathbb{A},\mathbb{B})$ of all Boolean homomorphisms from $\mathbb{A}$ to $\mathbb{B}$ with various topologies and study convergence properties of…
In this paper, we consider the problem of testing properties of joint distributions under the Conditional Sampling framework. In the standard sampling model, the sample complexity of testing properties of joint distributions is exponential…
One of the most fundamental questions in graph property testing is to characterize the combinatorial structure of properties that are testable with a constant number of queries. We work towards an answer to this question for the…
Linear relations, containing measurement errors in input and output data, are considered. Parameters of these so-called errors-in-variables models can change at some unknown moment. The aim is to test whether such an unknown change has…
The invariance properties of certain likelihood-based asymptotic tests as well as their extensions for M-estimation, estimating functions and the generalized method of moments have been well studied. The simulation study reported in Crudu…
Understanding statistical inference under possibly non-sparse high-dimensional models has gained much interest recently. For a given component of the regression coefficient, we show that the difficulty of the problem depends on the sparsity…
This paper addresses the computational problem of deciding invertibility (or one to one-ness) of a Boolean map $F$ in $n$-Boolean variables. This problem is a special case of deciding invertibilty of a map…