Related papers: Detecting simultaneous variant intervals in aligne…
Testing for change points in sequences of covariance matrices is an important and equally challenging problem in statistical methodology with applications in various fields. Motivated by the observation that even in cases where the ratio…
The problem of sequentially detecting a moving anomaly which affects different parts of a sensor network with time is studied. Each network sensor is characterized by a non-anomalous and anomalous distribution, governing the generation of…
This paper tackles the problem of detecting abrupt changes in the mean of a heteroscedastic signal by model selection, without knowledge on the variations of the noise. A new family of change-point detection procedures is proposed, showing…
This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend…
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…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…
Genomic surveillance of infectious diseases allows monitoring circulating and emerging variants and quantifying their epidemic potential. However, due to the high costs associated with genomic sequencing, only a limited number of samples…
We consider the problem of detection of sparse anomalies when monitoring a large number of data streams continuously in time. This problem is addressed using anytime-valid tests. In the context of a normal-means model and for a fixed…
You measure the value of a quantity x for a number of systems (cells, molecules, people, chunks of metal, DNA vectors, etc.). You repeat the whole set of measures in different occasions or assays, which you try to design as equal to one…
In this paper, we provide a general methodology to draw statistical inferences on individual signal coordinates or linear combinations of them in sparse phase retrieval. Given an initial estimator for the targeting parameter (some simple…
This paper presents a new approach to statistical similarity assessment based on sequence alignment. The algorithm performs mutual matching of two random sequences by successively searching for common elements and by applying sequence…
A method for change point detection is proposed. We consider a univariate sequence of independent random variables with piecewise constant expectation and variance, apart from which the distribution may vary periodically. We aim to detect…
Irregularly-sampled time series occur in many domains including healthcare. They can be challenging to model because they do not naturally yield a fixed-dimensional representation as required by many standard machine learning models. In…
We consider the problem of coding for the substring channel, in which information strings are observed only through their (multisets of) substrings. Due to existing DNA sequencing techniques and applications in DNA-based storage systems,…
Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as…
As machine learning models are increasingly deployed in dynamic environments, it becomes paramount to assess and quantify uncertainties associated with distribution shifts. A distribution shift occurs when the underlying data-generating…
We propose a new statistical hypothesis testing framework which decides visually, using confidence intervals, whether the means of two samples are equal or if one is larger than the other. With our method, the user can at the same time…
Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable…
In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…
I outline a signal resampling strategy for aligning event times between time series trials in contexts where significant event times like onsets and offsets vary between trials. These variations prevent direct comparisons of trials in…