Related papers: Periodic points in random substitution subshifts

A method for change point detection is proposed. We consider a univariate sequence of independent random variables with piecewise constant expectation and variance, apart from which the distribution may vary periodically. We aim to detect…

Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…

The detection of change points is a pivotal task in statistical analysis. In the quantum realm, it is a new primitive where one aims at identifying the point where a source that supposedly prepares a sequence of particles in identical…

We consider dynamical systems arising from substitutions over a finite alphabet. We prove that such a system is linearly repetitive if and only if it is minimal. Based on this characterization we extend various results from primitive…

A method is introduced for the verification of nonclassicality in terms of moments of nonclassicality quasiprobability distributions. The latter are easily obtained from experimental data and will be denoted as nonclassicality moments.…

The dynamical behavior of switched affine systems is known to be more intricate than that of the well-studied switched linear systems, essentially due to the existence of distinct equilibrium points for each subsystem. First, under…

Periodic point sets model all solid crystalline materials (crystals) whose atoms can be considered zero-sized points with or without atomic types. This paper addresses the fundamental problem of checking whether claimed crystals are novel,…

We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…

We investigate indeterminate points in discrete integrable system. They appear in singularity confinement phenomenon naturally. We develop a method to analyse indeterminate points of dynamical maps and using this method we clarify behaviour…

We introduce the general parameter Q_PB that provides an experimentally accessible nonclassicality measure for light. The parameter is quantified by the click statistics obtained from on-off detectors in a general multiplexing detection…

In this paper we study the existence and regularity of stable manifolds associated to fixed points of parabolic type in the differentiable and analytic cases, using the parametrization method. The parametrization method relies on a suitable…

We prove limit theorems for the number of fixed points, descents, and inversions of iterated random-to-top shuffles in two asymptotic regimes. Our proofs are analytic, and they utilize new combinatorial decompositions that represent each…

We introduce a criterion, resilience, which allows properties of a dataset (such as its mean or best low rank approximation) to be robustly computed, even in the presence of a large fraction of arbitrary additional data. Resilience is a…

The detection of change-points in a spatially or time ordered data sequence is an important problem in many fields such as genetics and finance. We derive the asymptotic distribution of a statistic recently suggested for detecting…

We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…

We establish common fixed point theorems for two pairs of weakly compatible self-mappings using an auxiliary function of two variables. Unlike classical results, our theorems do not assume continuity of the mappings and require completeness…

A restrictive assumption in change point analysis is "stationarity under the null hypothesis of no change-point", which is crucial for asymptotic theory but not very realistic from a practical point of view. For example, if change point…

Change point analyses are concerned with identifying positions of an ordered stochastic process that undergo abrupt local changes of some underlying distribution. When multiple processes are observed, it is often the case that information…

We address the problem of detection and estimation of one or two change-points in the mean of a series of random variables. We use the formalism of set estimation in regression: To each point of a design is attached a binary label that…

The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures…