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Inference for functional linear models in the presence of heteroscedastic errors has received insufficient attention given its practical importance; in fact, even a central limit theorem has not been studied in this case. At issue,…
The problem of quantifying uncertainty about the locations of multiple change points by means of confidence intervals is addressed. The asymptotic distribution of the change point estimators obtained as the local maximisers of moving sum…
Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…
A regression method for proportional, or fractional, data with mixed effects is outlined, designed for analysis of datasets in which the outcomes have substantial weight at the bounds. In such cases a normal approximation is particularly…
Reliable uncertainty quantification remains a central challenge in predictive modeling. While Bayesian methods are theoretically appealing, their predictive intervals can exhibit poor frequentist calibration, particularly with small sample…
For discrete-valued time series, predictive inference cannot be implemented through the construction of prediction intervals to some predetermined coverage level, as this is the case for real-valued time series. To address this problem, we…
In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…
This paper analyses the use of bootstrap methods to test for parameter change in linear models estimated via Two Stage Least Squares (2SLS). Two types of test are considered: one where the null hypothesis is of no change and the alternative…
This paper considers the tracking control problem for an unknown nonlinear system with time-varying bounded disturbance subjected to a prescribed performance and input constraints. When performance and input constraints are specified…
The situational analysis lies in the basis of space and ground-based experiment planning. It is connected with the use of complex computation models of environment and with verification of the restricting conditions, due to the character of…
Prescriptive process monitoring methods seek to improve the performance of a process by selectively triggering interventions at runtime (e.g., offering a discount to a customer) to increase the probability of a desired case outcome (e.g., a…
Background. Designing trials to reduce treatment duration is important in several therapeutic areas, including TB and antibiotics. We recently proposed a new randomised trial design to overcome some of the limitations of standard two-arm…
Organizations rely heavily on time series metrics to measure and model key aspects of operational and business performance. The ability to reliably detect issues with these metrics is imperative to identifying early indicators of major…
Learning for control in repeated tasks allows for well-designed experiments to gather the most useful data. We consider the setting in which we use a data-driven controller that does not have access to the true system dynamics. Rather, the…
The nature and complexity of software have changed significantly in the last few decades. With the easy availability of computing power, deeper and broader applications are made. It has been extremely necessary to produce good quality…
We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…
Safe control for dynamical systems is critical, yet the presence of unknown dynamics poses significant challenges. In this paper, we present a learning-based control approach for tracking control of a class of high-order systems, operating…
Nonparametric or distribution-free charts can be useful in statistical process control problems when there is limited or lack of knowledge about the underlying process distribution. In this paper, a phase II Shewhart-type chart is…
Model averaging techniques based on resampling methods (such as bootstrapping or subsampling) have been utilized across many areas of statistics, often with the explicit goal of promoting stability in the resulting output. We provide a…
Reliable optimal control is challenging when the dynamics of a nonlinear system are unknown and only infrequent, noisy output measurements are available. This work addresses this setting of limited sensing by formulating a Bayesian prior…