Related papers: Change point analysis of an exponential model base…

Crossing survival curves complicate how we interpret results from a clinical trial's primary endpoint. We find the function to determine a crossing point's location depends exponentially on individual survival curves. This exponential…

We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the…

In the vicinity of the onset of an instability, we investigate the effect of colored multiplicative noise on the scaling of the moments of the unstable mode amplitude. We introduce a family of zero dimensional models for which we can…

We deal with the change point problem in ergodic diffusion processes based on high frequency data. Tonaki et al. (2020, 2021) studied the change point problem for the ergodic diffusion process model. However, the change point problem for…

We show, via explicit computation on a constrained bosonic model, that the presence of subsystem symmetries can lead to a quantum phase transition (QPT) where the critical point exhibits an emergent enhanced symmetry. Such a transition…

Consider $d$ dependent change point tests, each based on a CUSUM-statistic. We provide an asymptotic theory that allows us to deal with the maximum over all test statistics as both the sample size $n$ and $d$ tend to infinity. We achieve…

The asymptotically optimal hypothesis testing problem with the general sources as the null and alternative hypotheses is studied under exponential-type error constraints on the first kind of error probability. Our fundamental philosophy in…

We propose a novel frailty model with change points applying random effects to a Cox proportional hazard model to adjust the heterogeneity between clusters. Because the frailty model includes random effects, the parameters are estimated…

We study nonasymptotic (finite-sample) confidence intervals for treatment effects in randomized experiments. In the existing literature, the effective sample sizes of nonasymptotic confidence intervals tend to be looser than the…

We propose a new asymptotic test to assess the stationarity of a time series' mean that is applicable in the presence of both heteroscedasticity and short-range dependence. Our test statistic is composed of Gini's mean difference of local…

Studies using assays to quantify the expression of thousands of genes on tens to thousands of cell samples have been carried out for over 20 years. Such assays are based on microarrays, DNA sequencing or other molecular technologies. All…

Count endpoints are common in clinical trials, particularly for recurrent events such as hypoglycemia. When interest centers on comparing overall event rates between treatment groups, negative binomial (NB) regression is widely used because…

In many applications, different populations are compared using data that are sampled in a biased manner. Under sampling biases, standard methods that estimate the difference between the population means yield unreliable inferences. Here we…

We propose a new conditional dependence measure and a statistical test for conditional independence. The measure is based on the difference between analytic kernel embeddings of two well-suited distributions evaluated at a finite set of…

We consider the challenge of efficiently detecting changes within a network of sensors, where we also need to minimise communication between sensors and the cloud. We propose an online, communication-efficient method to detect such changes.…

This paper studies distributed binary test of statistical independence under communication (information bits) constraints. While testing independence is very relevant in various applications, distributed independence test is particularly…

The purpose of this study is to provide a new methodology of how one can consistently estimate a change-point in time series data. In contrast with previous studies, the suggested methodology employs only the empirical spectral density and…

We investigate the utility in employing asymptotic results related to a clustering criterion to the problem of testing for the presence of jumps in financial models. We consider the Jump Diffusion model for option pricing and demonstrate…

We review in details some recently proposed kinetic models of opinion dynamics. We discuss the several variants including a generalised model. We provide mean field estimates for the critical points, which are numerically supported with…

We establish the convergence rates and asymptotic distributions of the common break change-point estimators, obtained by least squares and maximum likelihood in panel data models and compare their asymptotic variances. Our model assumptions…