Related papers: Testing monotonicity via local least concave major…
Recent work suggests that some auto-encoder variants do a good job of capturing the local manifold structure of the unknown data generating density. This paper contributes to the mathematical understanding of this phenomenon and helps…
This work considers the problem of quickest detection of signals in a coupled system of $N$ sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled by general It\^{o}…
A new multiscale implementation of non-local means filtering for image denoising is proposed. The proposed algorithm also introduces a modification of similarity measure for patch comparison. The standard Euclidean norm is replaced by…
An algorithm based on the interior-point methodology for solving continuous nonlinearly constrained optimization problems is proposed, analyzed, and tested. The distinguishing feature of the algorithm is that it presumes that only noisy…
We consider a $d$-dimensional continuous martingale $X(t)$ with quadratic variation matrix $\langle X\rangle_t=\int_0^t \Sigma(s)\,ds$ and develop tests for the rank of its spot covariance matrix $\Sigma(t)$, $t\in[0,1]$. The process $X$ is…
We propose a high-dimensional white noise test that captures serial correlations within and across component series without specifying an alternative model. The test statistic is a U-statistic based on sample autocovariances. Under the…
To improve the off-sample generalization of classical procedures minimizing the empirical risk under potentially heavy-tailed data, new robust learning algorithms have been proposed in recent years, with generalized median-of-means…
We adapt the smooth tests of goodness of fit developed by Rayner and Best to the study of the non-Gaussianity of interferometric observations of the cosmic microwave background (CMB). The interferometric measurements (visibilities) are…
A new bivariate partial sum process for locally stationary time series is introduced and its weak convergence to a Brownian sheet is established. This construction enables the development of a novel self-normalized CUSUM test statistic for…
We suggest generalized robustness for quantifying nonlocality and derive its equivalence to the maximum violation ratio of Bell inequalities defined as vectors with non-negative elements. We investigate its properties by comparing it with…
We assume a second-order source separation model where the observed multivariate time series is a linear mixture of latent, temporally uncorrelated time series with some components pure white noise. To avoid the modelling of noise, we…
This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem…
Given a quantum system $S$ entangled with another system $I$, the entanglement testing problem arises, prompting the identification of the system $S$ within a set of $m \ge 2$ identical systems. This scenario serves as a model for the…
The assumption of separability is a simplifying and very popular assumption in the analysis of spatio-temporal or hypersurface data structures. It is often made in situations where the covariance structure cannot be easily estimated, for…
In this paper, we derive a simple method for separating topological noise from topological features using a novel measure for comparing persistence barcodes called persistent entropy.
The classic integrated conditional moment test is a promising method for testing regression model misspecification. However, it severely suffers from the curse of dimensionality. To extend it to handle the testing problem for parametric…
The detection of periodic signals in irregularly-sampled time series is a problem commonly encountered in astronomy. Traditional tools used for periodic searches, such as the periodogram, have poorly defined statistical properties under…
This article is concerned with decentralized sequential testing of a normal mean $\mu$ with two-sided alternatives. It is assumed that in a single-sensor network system with limited local memory, i.i.d. normal raw observations are observed…
Recently, global pulsar timing arrays have released results from searching for a nano-Hertz gravitational wave background signal. Although there has not been any definite evidence of the presence of such a signal in residuals of pulsar…
We demonstrate how noise can be turned into an advantage for optical sensing using a nonlinear cavity. The cavity is driven by a continuous wave laser into the regime of optical bistability. Due to the influence of fluctuations, the cavity…