Related papers: Hypothesis testing for a L\'evy-driven storage sys…
We describe likelihood-based statistical tests for use in high energy physics for the discovery of new phenomena and for construction of confidence intervals on model parameters. We focus on the properties of the test procedures that allow…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
In hypothesis testing, the phenomenon of label noise, in which hypothesis labels are switched at random, contaminates the likelihood functions. In this paper, we develop a new method to determine the decision rule when we do not have…
In this paper, we consider a L\'evy-driven fluid queueing system where the server may subject to breakdowns and repairs. In addition, the server will leave for a vacation each time when he finds an empty system. We cast the queueing process…
Many experiments are concerned with the comparison of counts between treatment groups. Examples include the number of successful signups in conversion rate experiments, or the number of errors produced by software versions in canary…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…
Quantiles can represent key operational and business metrics, but the computational challenges associated with inference has hampered their adoption in online experimentation. One-sample confidence intervals are trivial to construct;…
Likelihood methods for measuring statistical evidence obey the likelihood principle while maintaining bounded and well-controlled frequency properties. These methods lend themselves to sequential study designs because they measure the…
Motivated by applications that involve setting proper staffing levels for multi-server queueing systems with batch arrivals, we present a thorough study of the queue-length process $\{Q(t); t \geq 0\}$, departure process $\{D(t); t \geq…
We propose new goodness-of-fit tests for the Poisson distribution. The testing procedure entails fitting a weighted Poisson distribution, which has the Poisson as a special case, to observed data. Based on sample data, we calculate an…
For a L\'evy process $X$ on a finite time interval consider the probability that it exceeds some fixed threshold $x>0$ while staying below $x$ at the points of a regular grid. We establish exact asymptotic behavior of this probability as…
This work develops a measurement-driven and model-based formal verification approach, applicable to systems with partly unknown dynamics. We provide a principled method, grounded on reachability analysis and on Bayesian inference, to…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…
We propose a Likelihood Matching approach for training diffusion models by first establishing an equivalence between the likelihood of the target data distribution and a likelihood along the sample path of the reverse diffusion. To…
The queue system,with Poisson arrivals,constant service time and infinite servers, busy period distribution is intensively studied because, due to its probability density function quite easy interpretation, it may serve as a clue to…
I propose a general quantum hypothesis testing theory that enables one to test hypotheses about any aspect of a physical system, including its dynamics, based on a series of observations. For example, the hypotheses can be about the…
We address estimation of parametric coefficients of a pure-jump L\'evy driven univariate stochastic differential equation (SDE) model, which is observed at high frequency over a fixed time period. It is known from the previous study Masuda…
Using the likelihood ratio test statistic, we present a method which can be employed to test the hypothesis of a single Higgs boson using the matrix of measured signal strengths. This method can be applied in the presence of incomplete data…
We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…
We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental…