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The scan statistic is by far the most popular method for anomaly detection, being popular in syndromic surveillance, signal and image processing, and target detection based on sensor networks, among other applications. The use of the scan…

Methodology · Statistics 2016-11-28 Ery Arias-Castro , Rui M. Castro , Ervin Tánczos , Meng Wang

An analytic approximation for the critical clearing time (CCT) metric is derived from direct methods for power system stability. The formula has been designed to incorporate as many features of transient stability analysis as possible such…

Optimization and Control · Mathematics 2015-05-21 Lewis Roberts , Alan Champneys , Keith Bell , Mario di Bernardo

The somatic mutations in the pathways that drive cancer development tend to be mutually exclusive across tumors, providing a signal for distinguishing driver mutations from a larger number of random passenger mutations. This mutual…

Quantitative Methods · Quantitative Biology 2016-07-11 Mark D. M. Leiserson , Matthew A. Reyna , Benjamin J. Raphael

We revisit the fundamental question of simple-versus-simple hypothesis testing with an eye towards computational complexity, as the statistically optimal likelihood ratio test is often computationally intractable in high-dimensional…

Statistics Theory · Mathematics 2025-05-05 Ankur Moitra , Alexander S. Wein

We extend the method of conformal prediction beyond the case relying on labeled calibration data. Replacing the calibration scores by suitable estimates, we identify conformity sets $C$ for classification and regression models that rely on…

Methodology · Statistics 2025-09-15 Jonas Flechsig , Maximilian Pilz

We propose a novel framework of the model specification test in regression using unlabeled test data. In many cases, we have conducted statistical inferences based on the assumption that we can correctly specify a model. However, it is…

Methodology · Statistics 2020-02-25 Masahiro Kato , Hikaru Kawarazaki

Model-based mutation testing uses altered test models to derive test cases that are able to reveal whether a modelled fault has been implemented. This requires conformance checking between the original and the mutated model. This paper…

Software Engineering · Computer Science 2012-02-29 Bernhard K. Aichernig , Elisabeth Jöbstl

In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…

Statistics Theory · Mathematics 2014-05-22 Gabriela Ciuperca , Zahraa Salloum

Calibration of mean estimates for predictions is a crucial property in many applications, particularly in the fields of financial and actuarial decision-making. In this paper, we first review classical approaches for validating…

Applications · Statistics 2025-10-29 Łukasz Delong , Mario Wüthrich

We consider the problem of constructing distribution-free prediction sets with finite-sample conditional guarantees. Prior work has shown that it is impossible to provide exact conditional coverage universally in finite samples. Thus, most…

Methodology · Statistics 2024-09-18 Isaac Gibbs , John J. Cherian , Emmanuel J. Candès

We consider a permutation method for testing whether observations given in their natural pairing exhibit an unusual level of similarity in situations where any two observations may be similar at some unknown baseline level. Under a null…

Statistics Theory · Mathematics 2007-06-13 Larry Goldstein , Yosef Rinott

Assessing goodness of fit to a given distribution plays an important role in computational statistics. The Probability integral transformation (PIT) can be used to convert the question of whether a given sample originates from a reference…

Methodology · Statistics 2022-12-22 Teemu Säilynoja , Paul-Christian Bürkner , Aki Vehtari

Checking how well a fitted model explains the data is one of the most fundamental parts of a Bayesian data analysis. However, existing model checking methods suffer from trade-offs between being well-calibrated, automated, and…

Methodology · Statistics 2024-05-24 Jiawei Li , Jonathan H. Huggins

I introduce a simple permutation procedure to test conventional (non-sharp) hypotheses about the effect of a binary treatment in the presence of a finite number of large, heterogeneous clusters when the treatment effect is identified by…

Econometrics · Economics 2023-02-08 Andreas Hagemann

We introduce a rank-based bent linear regression with an unknown change point. Using a linear reparameterization technique, we propose a rank-based estimate that can make simultaneous inference on all model parameters, including the…

Methodology · Statistics 2016-06-08 Feipeng Zhang , Qunhua Li

Statistical hypothesis tests typically use prespecified sample sizes, yet data often arrive sequentially. Interim analyses invalidate classical error guarantees, while existing sequential methods require rigid testing preschedules or incur…

Methodology · Statistics 2026-02-17 Chris Holmes , Stephen Walker

Numerous studies have been devoted to the estimation and inference problems for functional linear models (FLM). However, few works focus on model checking problem that ensures the reliability of results. Limited tests in this area do not…

Methodology · Statistics 2022-06-07 Enze Shi , Yi Liu , Ke Sun , Lingzhu Li , Linglong Kong

We formulate and analyze a novel hypothesis testing problem for inferring the edge structure of an infection graph. In our model, a disease spreads over a network via contagion or random infection, where the random variables governing the…

Statistics Theory · Mathematics 2020-05-05 Justin Khim , Po-Ling Loh

In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…

Statistics Theory · Mathematics 2013-02-28 Gabriela Ciuperca

Permutation-based partial-correlation tests guarantee finite-sample Type I error control under any fixed design and exchangeable noise, yet their power can collapse when the permutation-augmented design aligns too closely with the covariate…

Methodology · Statistics 2025-06-04 Tianyi Wang , Guanghui Wang , Zhaojun Wang , Changliang Zou