Related papers: Testing exchangeability: fork-convexity, supermart…
This paper examines the problem of testing whether a discrete time-series vector contains a periodic signal or is merely noise. To do this we examine the stochastic behaviour of the maximum intensity of the observed time-series vector and…
This paper explores hypothesis testing for the parametric forms of the mean and variance functions in regression models under diverging-dimension settings. To mitigate the curse of dimensionality, we introduce weighted residual empirical…
The symmetric Nonnegative Matrix Factorization (NMF), a special but important class of the general NMF, has found numerous applications in data analysis such as various clustering tasks. Unfortunately, designing fast algorithms for the…
In this note we give an example of a nonmeasurable set in the probability space for an infinite sequence of coin flips. The example arises naturally from the notion of an equivariant function, and serves as a pedagogical illustration of the…
We study the problem of sequentially testing whether a given stochastic process is generated by a known Markov chain. Formally, given access to a stream of random variables, we want to quickly determine whether this sequence is a trajectory…
We study an optimization program over nonnegative Borel measures that encourages sparsity in its solution. Efficient solvers for this program are in increasing demand, as it arises when learning from data generated by a…
We consider a one-period market model composed by a risk-free asset and a risky asset with $n$ possible future values (namely, a $n$-nomial market model). We characterize the lower envelope of the class of equivalent martingale measures in…
We propose a sequential test for detecting arbitrary distribution shifts that allows conformal test martingales (CTMs) to work under a fixed, reference-conditional setting. Existing CTM detectors construct test martingales by continually…
The beta-negative binomial process (BNBP), an integer-valued stochastic process, is employed to partition a count vector into a latent random count matrix. As the marginal probability distribution of the BNBP that governs the exchangeable…
The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…
We present a unified technique for sequential estimation of convex divergences between distributions, including integral probability metrics like the kernel maximum mean discrepancy, $\varphi$-divergences like the Kullback-Leibler…
We address the problem of testing for the invariance of a probability measure under the action of a group of linear transformations. We propose a procedure based on consideration of one-dimensional projections, justified using a variant of…
In this article, we study the behavior of consecutive values of random completely multiplicative functions $(X_n)_{n \geq 1}$ whose values are i.i.d. at primes. We prove that for $X_2$ uniform on the unit circle, or uniform on the set of…
Bayesian supervised predictive classifiers, hypothesis testing, and parametric estimation under Partition Exchangeability are implemented. The two classifiers presented are the marginal classifier (that assumes test data is i.i.d.) next to…
A new roll-forward technique is proposed that recovers from any single fail-stop failure in $M$ integer data streams ($M\geq3$) when undergoing linear, sesquilinear or bijective (LSB) operations, such as: scaling, additions/subtractions,…
In this paper we consider the problem of binary hypothesis testing with finite memory systems. Let $X_1,X_2,\ldots$ be a sequence of independent identically distributed Bernoulli random variables, with expectation $p$ under $\mathcal{H}_0$…
We study the Monge and Kantorovich transportation problems on $\mathbb{R}^{\infty}$ within the class of exchangeable measures. With the help of the de Finetti decomposition theorem the problem is reduced to an unconstrained optimal…
Formal verification of masking in post-quantum cryptographic (PQC) hardware relies on SMT solvers over finite domains. Our prior work established structural dependency analysis at scale [1] and quantified the security margin of partial NTT…
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
Weak-memory models are standard formal specifications of concurrency across hardware, programming languages, and distributed systems. A fundamental computational problem is consistency testing: is the observed execution of a concurrent…