Related papers: Testing for Anomalies: Active Strategies and Non-a…
This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…
We consider the problem of detecting a small subset of defective items from a large set via non-adaptive "random pooling" group tests. We consider both the case when the measurements are noiseless, and the case when the measurements are…
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…
We propose a nonparametric Bayesian probabilistic latent variable model for multi-view anomaly detection, which is the task of finding instances that have inconsistent views. With the proposed model, all views of a non-anomalous instance…
In this paper we model the problem of learning preferences of a population as an active learning problem. We propose an algorithm can adaptively choose pairs of items to show to users coming from a heterogeneous population, and use the…
This work is devoted to the development of a distributionally robust active fault diagnosis approach for a class of nonlinear systems, which takes into account any ambiguity in distribution information of the uncertain model parameters.…
This paper addresses a kernel-based learning problem for a network of agents locally observing a latent multidimensional, nonlinear phenomenon in a noisy environment. We propose a learning algorithm that requires only mild a priori…
This paper shows that the problem of testing hypotheses in moment condition models without any assumptions about identification may be considered as a problem of testing with an infinite-dimensional nuisance parameter. We introduce a…
In critical applications of anomaly detection including computer security and fraud prevention, the anomaly detector must be configurable by the analyst to minimize the effort on false positives. One important way to configure the anomaly…
We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes a subset of the processes at any given time instant and obtains a noisy binary indicator…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
There is growing concern about tacit collusion using algorithmic pricing, and regulators need tools to help detect the possibility of such collusion. This paper studies how to design a hypothesis testing framework in order to decide whether…
Active learning is proposed for selection of the next operating points in the design of experiments, for identifying linear parameter-varying systems. We extend existing approaches found in literature to multiple-input multiple-output…
Stationarity is a very general, qualitative assumption, that can be assessed on the basis of application specifics. It is thus a rather attractive assumption to base statistical analysis on, especially for problems for which less general…
A mixture with varying concentrations is a modification of a finite mixture model in which the mixing probabilities (concentrations of mixture components) may be different for different observations. In the paper, we assume that the…
Practical problems with missing data are common, and statistical methods have been developed concerning the validity and/or efficiency of statistical procedures. On a central focus, there have been longstanding interests on the mechanism…
This paper proposes parametric and non-parametric hypothesis testing algorithms for detecting anisotropy -- rotational variance of the covariance function in random fields. Both algorithms are based on resampling mechanisms, which enable…
In this paper an efficient model based diagnostic process is described for systems whose components possess a causal relation between their inputs and their outputs. In this diagnostic process, firstly, a set of focuses on likely broken…
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We…
Consider the problem of interference mitigation in the identification of the dynamics of multidimensional control systems in the class of linear stationary models for single realizations of the observed signals. A concepts uncorrelated…