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Without imposing prior distributional knowledge underlying multivariate time series of interest, we propose a nonparametric change-point detection approach to estimate the number of change points and their locations along the temporal axis.…

Methodology · Statistics 2021-05-13 Xiaodong Wang , Fushing Hsieh

This paper studies parameter estimation using L-moments, an alternative to traditional moments with attractive statistical properties. The estimation of model parameters by matching sample L-moments is known to outperform maximum likelihood…

Methodology · Statistics 2026-01-28 Luis Alvarez , Chang Chiann , Pedro Morettin

This paper addresses the issue of detecting change-points in multivariate time series. The proposed approach differs from existing counterparts by making only weak assumptions on both the change-points structure across series, and the…

Methodology · Statistics 2014-07-14 Flore Harlé , Florent Chatelain , Cédric Gouy-Pailler , Sophie Achard

A major challenge facing existing sequential Monte-Carlo methods for parameter estimation in physics stems from the inability of existing approaches to robustly deal with experiments that have different mechanisms that yield the results…

Quantum Physics · Physics 2017-09-13 Christopher Granade , Nathan Wiebe

Recently, there has been significant interest in linear regression in the situation where predictors and responses are not observed in matching pairs corresponding to the same statistical unit as a consequence of separate data collection…

Methodology · Statistics 2019-10-04 Martin Slawski , Guoqing Diao , Emanuel Ben-David

Traditional binned statistics such as $\chi^2$ suffer from information loss and arbitrariness of the binning procedure. We point out that the underlying statistical quantity (the log likelihood $L$) does not require any binning beyond the…

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…

Applications · Statistics 2014-09-01 Issac Shams , Saeede Ajorlou , Kai Yang

The LHC experiments have great potential in discovering many possible new particles up to the TeV scale. The significance calculation of an observation of a physics signal with known location and shape is no longer valid when either the…

Instrumentation and Detectors · Physics 2009-01-07 Yongsheng Gao , Liang Lu , Xinlei Wang

To segment a sequence of independent random variables at an unknown number of change-points, we introduce new procedures that are based on thresholding the likelihood ratio statistic. We also study confidence regions based on the likelihood…

Statistics Theory · Mathematics 2018-10-16 Xiao Fang , Jian Li , David Siegmund

In recent years, there have been unprecedented technological advances in sensor technology, and sensors have become more affordable than ever. Thus, sensor-driven data collection is increasingly becoming an attractive and practical option…

Machine Learning · Computer Science 2021-12-30 Alireza Abdoli

Statistical shape modeling (SSM) directly from 3D medical images is an underutilized tool for detecting pathology, diagnosing disease, and conducting population-level morphology analysis. Deep learning frameworks have increased the…

Computer Vision and Pattern Recognition · Computer Science 2022-05-17 Jadie Adams , Shireen Elhabian

The joint likelihood is a simple extension of the standard likelihood formalism that enables the estimation of common parameters across disjoint datasets. Joining the likelihood, rather than the data itself, means nuisance parameters can be…

High Energy Astrophysical Phenomena · Physics 2019-08-14 Brandon Anderson , James Chiang , Johann Cohen-Tanugi , Jan Conrad , Alex Drlica-Wagner , Maja Llena Garde , Stephan Zimmer

We show how to achieve the notion of "multicalibration" from H\'ebert-Johnson et al. [2018] not just for means, but also for variances and other higher moments. Informally, it means that we can find regression functions which, given a data…

Machine Learning · Computer Science 2020-08-19 Christopher Jung , Changhwa Lee , Mallesh M. Pai , Aaron Roth , Rakesh Vohra

We propose a new scientific application of unsupervised learning techniques to boost our ability to search for new phenomena in data, by detecting discrepancies between two datasets. These could be, for example, a simulated standard-model…

High Energy Physics - Phenomenology · Physics 2019-04-11 Andrea De Simone , Thomas Jacques

In the framework of uncertainty quantification, we consider a quantity of interest which depends non-smoothly on the high-dimensional parameter representing the uncertainty. We show that, in this situation, the multilevel Monte Carlo…

Numerical Analysis · Mathematics 2017-06-27 Laura Scarabosio

We present a novel approach to semi-supervised learning which is based on statistical physics. Most of the former work in the field of semi-supervised learning classifies the points by minimizing a certain energy function, which corresponds…

Machine Learning · Computer Science 2007-05-23 Gad Getz , Noam Shental , Eytan Domany

Statistical methods such as sequential Monte Carlo Methods were proposed for detection, segmentation and tracking of objects in digital images. A similar approach, called Shape Particle Filters was introduced for the segmentation of…

Computer Vision and Pattern Recognition · Computer Science 2015-06-23 Z. Bardosi , D. Granata , G. Lugos , A. P. Tafti , S. Saxena

We propose a data-driven method to learn the time-dependent probability density of a multivariate stochastic process from sample paths, assuming that the initial probability density is known and can be evaluated. Our method uses a novel…

Machine Learning · Statistics 2025-06-19 Agnimitra Dasgupta , Javier Murgoitio-Esandi , Ali Fardisi , Assad A Oberai

We discuss the conditions under which Scan Statistics can be fruitfully implemented to signal a departure from the underlying probability model that describes the experimental data. It is shown that local perturbations (``bumps'' or…

Data Analysis, Statistics and Probability · Physics 2009-10-02 F. Terranova

Modern multiscale type segmentation methods are known to detect multiple change-points with high statistical accuracy, while allowing for fast computation. Underpinning theory has been developed mainly for models that assume the signal as a…

Statistics Theory · Mathematics 2019-09-26 Housen Li , Qinghai Guo , Axel Munk
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