Related papers: Testing for breaks in variance structures with smo…
In many change point problems it is reasonable to assume that compared to a benchmark at a given time point $t_0$ the properties of the observed stochastic process change gradually over time for $t >t_0$. Often, these gradual changes are…
We elucidate the origin of large differences (two-fold or more) in the fixed-node errors between the first- vs second-row systems for single-configuration trial wave functions in quantum Monte Carlo calculations. This significant difference…
Interpreting experimental data in high school experiments can be a difficult task for students, especially when there is large variation in the data. At the same time, calculating the standard deviation poses a challenge for students. In…
Variance estimation is important for statistical inference. It becomes non-trivial when observations are masked by serial dependence structures and time-varying mean structures. Existing methods either ignore or sub-optimally handle these…
We devise a Monte Carlo based method for detecting whether a non-negative Markov chain is stable for a given set of parameter values. More precisely, for a given subset of the parameter space, we develop an algorithm that is capable of…
Determining the relevant spatial covariates is one of the most important problems in the analysis of point patterns. Parametric methods may lead to incorrect conclusions, especially when the model of interactions between points is wrong.…
In this paper, we consider detecting and estimating breaks in heterogeneous mean functions of high-dimensional functional time series which are allowed to be cross-sectionally correlated and temporally dependent. A new test statistic…
A quantitative measure of symmetry breaking is introduced that allows the quantification of which symmetries are most strongly broken due to the introduction of some kind of defect in a perfect structure. The method uses a statistical…
The effect of surface roughness on the structure of liquid crystalline fluids near solid substrates is studied by Monte Carlo simulations. The liquid crystal is modelled as a fluid of soft ellipsoidal molecules and the substrate is modelled…
We propose new concepts in order to analyze and model the dependence structure between two time series. Our methods rely exclusively on the order structure of the data points. Hence, the methods are stable under monotone transformations of…
Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…
The damage detection problem becomes a more difficult task when the intrinsically nonlinear behavior of the structures and the natural data variation are considered in the analysis because both phenomena can be confused with damage if…
We present a general and flexible framework for detecting regime changes in complex, non-stationary data across multi-trial experiments. Traditional change point detection methods focus on identifying abrupt changes within a single time…
In Monte Carlo calculations of expectation values in lattice quantum field theories, the stochastic variance of the sampling procedure that is used defines the precision of the calculation for a fixed number of samples. If the variance of…
Estimation of a treatment effect by a regression discontinuity design faces a severe challenge when the running variable contains measurement errors since the errors smoothen the discontinuity on which the identification depends. The…
We consider quantile estimation using Markov chain Monte Carlo and establish conditions under which the sampling distribution of the Monte Carlo error is approximately Normal. Further, we investigate techniques to estimate the associated…
In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…
The statistical properties of the Salerno model is investigated. In particular, a comparison between the coherent and partially coherent wave modes is made for the case of a random phased wave packet. It is found that the random phased…
This article describes the various experimental bounds on the variation of the fundamental constants of nature. After a discussion on the role of fundamental constants, of their definition and link with metrology, the various constraints on…
In this paper the problems of the retrospective analysis of models with time-varying structure are considered. These models include contamination models with randomly switching parameters and multivariate classification models with an…