Related papers: On robust stopping times for detecting changes in …
The distribution of waiting times until the occurrence of a critical event is a crucial statistical problem across several disciplines in Science. In this work we present a statistical model in which a relevant quantity X accumulates until…
Assume that there are multiple data streams (channels, sensors) and in each stream the process of interest produces generally dependent and non-identically distributed observations. When the process is in a normal mode (in-control), the…
This paper addresses the problem of distributed hypothesis testing in multi-agent networks, where agents repeatedly collect local observations about an unknown state of the world, and try to collaboratively detect the true state through…
We consider the game-theoretic approach to time-inconsistent stopping of a one-dimensional diffusion where the time-inconsistency is due to the presence of a non-exponential (weighted) discount function. In particular, we study (weak)…
In panel data we observe a usually high number N of individuals over a time period T. Even if T is large one often assumes stability of the model over time. We propose a nonparametric and robust test for a change in location and derive its…
Our aim is to study the backward problem, i.e. recover the initial data from the terminal observation, of the subdiffusion with time dependent coefficients. First of all, by using the smoothing property of solution operators and a…
We consider the scattering of electron by a one-dimensional random potential (both passive and active medium) and numerically obtain the probability distribution of Wigner delay time ($\tau$). We show that in a passive medium our…
Consider a graph with a set of vertices and oriented edges connecting pairs of vertices. Each vertex is associated with a random variable and these are assumed to be independent. In this setting, suppose we wish to solve the following…
Given a discrete-valued sample $X_1,...,X_n$ we wish to decide whether it was generated by a distribution belonging to a family $H_0$, or it was generated by a distribution belonging to a family $H_1$. In this work we assume that all…
We propose distribution-free runs-based control charts for detecting location shifts. Using the fact that given the number of total successes, the outcomes of a sequence of Bernoulli trials are random permutations, we are able to control…
We study the susceptible-infected model with power-law waiting time distributions $P(\tau)\sim \tau^{-\alpha}$, as a model of spreading dynamics under heterogeneous human activity patterns. We found that the average number of new infections…
We study stochastic approximation algorithms with Markovian noise and constant step-size $\alpha$. We develop a method based on infinitesimal generator comparisons to study the bias of the algorithm, which is the expected difference between…
The filtering distribution is a time-evolving probability distribution on the state of a dynamical system, given noisy observations. We study the large-time asymptotics of this probability distribution for discrete-time, randomly…
In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…
Linear consensus iterations guarantee asymptotic convergence, thereby, limiting their applicability in applications where consensus value needs to be used in real time to perform a system level task. It also leads to wastage of power and…
A variety of mathematical tools have been developed for predicting the spreading patterns in a number of varied environments including infectious diseases, computer viruses, and urgent messages broadcast to mobile agent (e.g., humans,…
The problem of quickest change detection in a sequence of independent observations is considered. The pre-change distribution is assumed to be known, while the post-change distribution is unknown. Two tests based on post-change density…
Let X_1,...., X_n be a collection of iid discrete random variables, and Y_1,..., Y_m a set of noisy observations of such variables. Assume each observation Y_a to be a random function of some a random subset of the X_i's, and consider the…
In route selection problems, the driver's personal preferences will determine whether she prefers a route with a travel time that has a relatively low mean and high variance over one that has relatively high mean and low variance. In…
The problem of quickest change detection in a sequence of independent observations is considered. The pre-change distribution is assumed to be known, while the post-change distribution is completely unknown. A window-limited leave-one-out…