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Anomaly detection has important applications in biosurveilance and environmental monitoring. When comparing measured data to data drawn from a baseline distribution, merely, finding clusters in the measured data may not actually represent…

Computational Geometry · Computer Science 2016-08-31 Deepak Agarwal , Jeff M. Phillips , Suresh Venkatasubramanian

Regression discontinuity designs assess causal effects in settings where treatment is determined by whether an observed running variable crosses a pre-specified threshold. Here we propose a new approach to identification, estimation, and…

Methodology · Statistics 2025-04-01 Dean Eckles , Nikolaos Ignatiadis , Stefan Wager , Han Wu

Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…

Probability · Mathematics 2007-05-23 Hock Peng Chan , Tze Leung Lai

The identification of peaks or maxima in probability densities, by mode testing or bump hunting, has become an important problem in applied fields. This task has been approached in the statistical literature from different perspectives,…

Methodology · Statistics 2020-09-01 Jose Ameijeiras-Alonso , Rosa M. Crujeiras , Alberto Rodríguez-Casal

Axions and other very light axion-like particles appear in many extensions of the Standard Model, and are leading candidates to compose part or all of the missing matter of the Universe. They also appear in models of inflation, dark…

High Energy Physics - Phenomenology · Physics 2018-08-01 Igor G. Irastorza , Javier Redondo

We discuss the use of Gaussian random fields to estimate the look-elsewhere effect correction. We show that Gaussian random fields can be used to model the null-hypothesis significance maps from a large set of statistical problems commonly…

Data Analysis, Statistics and Probability · Physics 2023-12-11 Juehang Qin , Rafael F. Lang

Inference and hypothesis testing are typically constructed on the basis that a specific model holds for the data. To determine the veracity of conclusions drawn from such data analyses, one must be able to identify the presence of the…

Signal Processing · Electrical Eng. & Systems 2022-08-30 S. E. Abramson , W. Moran , R. J. Evans , A. Melatos

Experimenters report an upper limit if the signal they are trying to detect is non-existent or below their experiment's sensitivity. Such experiments may be contaminated with a background too poorly understood to subtract. If the background…

Data Analysis, Statistics and Probability · Physics 2009-11-07 S. Yellin

We consider the problem of detecting a burst signal of unknown shape. We introduce a statistic which generalizes the excess power statistic proposed by Flanagan and Hughes and extended by Anderson et al. The statistic we propose is shown to…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Andrea Viceré

Giving a convincing experimental evidence of the quantum supremacy over classical simulations is a challenging goal. Noise is considered to be the main problem in such a demonstration, hence it is urgent to understand the effect of noise.…

Quantum Physics · Physics 2022-03-08 Valery Shchesnovich

We analyze the effect of a heterogeneous variance on bump detection in a Gaussian regression model. To this end we allow for a simultaneous bump in the variance and specify its impact on the difficulty to detect the null signal against a…

Statistics Theory · Mathematics 2016-05-04 Farida Enikeeva , Axel Munk , Frank Werner

Uncovering causal relationships is a fundamental problem across science and engineering. However, most existing causal discovery methods assume acyclicity and direct access to the system variables -- assumptions that fail to hold in many…

Machine Learning · Computer Science 2026-03-24 Muralikrishnna G. Sethuraman , Faramarz Fekri

This paper considers the problem of detecting nonstationary phenomena, and chirps in particular, from very noisy data. Chirps are waveforms of the very general form A(t) exp(i\lambda \phi(t)), where \lambda is a (large) base frequency, the…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Emmanuel J. Candes , Philip R. Charlton , Hannes Helgason

We investigate Bayesian and frequentist approaches to resonance searches using a toy model based on an ATLAS search for the Higgs boson in the diphoton channel. We draw pseudo-data from the background only model and background plus signal…

High Energy Physics - Phenomenology · Physics 2019-10-24 Andrew Fowlie

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , A. N. Vitrenko , W. Horsthemke , P. Hänggi

The experimental issue of the search for new particles of unknown mass poses the challenge of exploring a wide interval to look for the usual signatures represented by excess of events above the background. A side effect of such a broad…

Data Analysis, Statistics and Probability · Physics 2009-11-11 Gioacchino Ranucci

Most classification algorithms used in high energy physics fall under the category of supervised machine learning. Such methods require a training set containing both signal and background events and are prone to classification errors…

Data Analysis, Statistics and Probability · Physics 2015-06-03 Mikael Kuusela , Tommi Vatanen , Eric Malmi , Tapani Raiko , Timo Aaltonen , Yoshikazu Nagai

The objective Bayesian treatment of a model representing two independent Poisson processes, labelled as "signal" and "background" and both contributing additively to the total number of counted events, is considered. It is shown that the…

Data Analysis, Statistics and Probability · Physics 2015-04-16 Diego Casadei

In classical mechanics, a natural way to simplify a many-body problem is to ``replace'' some of the elements of the composite system with surrogate \textit{force fields}. In the realm of quantum mechanics, however, such a description is…

Quantum Physics · Physics 2021-08-06 Piotr Szańkowski

We consider random walk on a mildly random environment on finite transitive d- regular graphs of increasing girth. After scaling and centering, the analytic spectrum of the transition matrix converges in distribution to a Gaussian noise. An…

Probability · Mathematics 2011-11-10 Dimitrios Cheliotis , Balint Virag