Related papers: Distribution-Free Control Charts Based on Runs and…
Control charts, as had been used traditionally for quality monitoring, were applied alternatively to monitor systems' reliability. In other words, they can be applied to detect changes in the failure behavior of systems. Such purpose…
Markov chains are one of the well-known tools for modeling and analyzing stochastic systems. At the same time, they are used for constructing random walks that can achieve a given stationary distribution. This paper is concerned with…
Shewhart Control Charts (SCC)s are constructed under the assumption of normality and are widely recognized in statistical quality control by numerous researchers. Problems arise when the distribution of process data does not conform to a…
We study networked control of non-linear systems where system states and tentative plant input sequences are transmitted over unreliable communication channels. The sequences are calculated recursively by using a pre-designed nominally…
Change point analysis has become an important research topic in many fields of applications. Several research work has been carried out to detect changes and its locations in time series data. In this paper, a nonparametric method based on…
In the problem of quickest change detection, a change occurs at some unknown time in the distribution of a sequence of random vectors that are monitored in real time, and the goal is to detect this change as quickly as possible subject to a…
We consider the challenge of efficiently detecting changes within a network of sensors, where we also need to minimise communication between sensors and the cloud. We propose an online, communication-efficient method to detect such changes.…
In this work, we introduce statistical testing under distributional shifts. We are interested in the hypothesis $P^* \in H_0$ for a target distribution $P^*$, but observe data from a different distribution $Q^*$. We assume that $P^*$ is…
This paper considers a generalisation of universal source coding for interaction data, namely data streams that have actions interleaved with observations. Our goal will be to construct a coding distribution that is both universal…
In recent years, the monitoring of compositional data using control charts has been investigated in the Statistical Process Control field. In this study, we will design a Phase II Multivariate Exponentially Weighted Moving Average (MEWMA)…
We consider a simple but important class of metastable discrete time Markov chains, which we call perturbed Markov chains. Basically, we assume that the transition matrices depend on a parameter $\varepsilon$, and converge as $\varepsilon$.…
Constraint-based causal discovery algorithms utilize many statistical tests for conditional independence to uncover networks of causal dependencies. These approaches to causal discovery rely on an assumed correspondence between the…
We consider random walks in which the walk originates in one set of nodes and then continues until it reaches one or more nodes in a target set. The time required for the walk to reach the target set is of interest in understanding the…
We consider change-point tests based on rank statistics to test for structural changes in long-range dependent observations. Under the hypothesis of stationary time series and under the assumption of a change with decreasing change-point…
We analyze in this paper the longest increasing contiguous sequence or maximal ascending run of random variables with common uniform distribution but not independent. Their dependence is characterized by the fact that two successive random…
This paper proposes a novel approach for detecting the topology of distribution networks based on the analysis of time series measurements. The time-based analysis approach draws on data from high-precision phasor measurement units (PMUs or…
This paper considers the distributed sampled-data control problem of a group of mobile robots connected via distance-induced proximity networks. A dwell time is assumed in order to avoid chattering in the neighbor relations that may be…
We present some new results on sample path optimality for the ergodic control problem of a class of non-degenerate diffusions controlled through the drift. The hypothesis most often used in the literature to ensure the existence of an a.s.…
We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…
We discuss various models for epidemics on networks that rely on Markov chains. Random walks on graphs are often used to predict epidemic spread and to investigate possible control actions to mitigate them. In this study, we demonstrate…