Related papers: The Permutation-Spectrum Test: Identifying Periodi…
Permutation tests are a distribution free way of performing hypothesis tests. These tests rely on the condition that the observed data are exchangeable among the groups being tested under the null hypothesis. This assumption is easily…
In this paper we are interested in testing whether there are any signals hidden in high dimensional noise data. Therefore we study the family of goodness-of-fit tests based on $\Phi$-divergences including the test of Berk and Jones as well…
Intensities in Tm I emission series originating from a common upper level are measured using a Fourier transform spectrometer. The derived relative transition probabilities within each series are compared to the theoretical predictions…
The frequentist statistical methods applied to search for short-baseline neutrino oscillations induced by a sterile neutrino with mass at the eV scale are reviewed and compared. The comparison is performed under limit setting and signal…
This research creates a general class of "perturbation models" which are described by an underlying "null" model that accounts for most of the structure in data and a perturbation that accounts for possible small localized departures. The…
This paper develops change-point methods for the spectrum of a locally stationary time series. We focus on series with a bounded spectral density that change smoothly under the null hypothesis but exhibits change-points or becomes less…
We demonstrate experimentally the possibility of revealing fluctuations in the eigenfrequency of a resonator when the frequency noise is of the telegraph type. Using a resonantly driven micromechanical resonator, we show that the…
In order to reach the sensitivity required to detect gravitational waves, pulsar timing array experiments need to mitigate as much noise as possible in timing data. A dominant amount of noise is likely due to variations in the dispersion…
The distortion on the intermittency signal, due to detection efficiency and to the presence of pre--equilibrium emitted particles, is studied in a schematic model of nuclear multi- fragmentation. The source of the intermittency signal is…
This paper investigates the classical statistical signal processing problem of detecting a signal in the presence of colored noise with an unknown covariance matrix. In particular, we consider a scenario where m-dimensional p possible…
Any measurement in condition monitoring applications is associated with disturbing noise. Till now, most of the diagnostic procedures have assumed the Gaussian distribution for the noise. This paper shares a novel perspective to the problem…
Detecting the presence and characteristic scale of a signal is a common problem in data analysis. We develop a fast statistical test of the null hypothesis that a Fourier-like power spectrum is consistent with noise. The null hypothesis is…
We study the volatility functional inference by Fourier transforms. This spectral framework is advantageous in that it harnesses the power of harmonic analysis to handle missing data and asynchronous observations without any artificial time…
We consider the problem of quickly detecting a signal in a sensor network when the subset of sensors in which signal may be present is completely unknown. We formulate this problem as a sequential hypothesis testing problem with a simple…
We present a theoretical background for the data analysis of the gravitational-wave signals from spinning neutron stars for Earth-based laser interferometric detectors. We introduce a detailed model of the signal including both the…
Permutation tests date back nearly a century to Fisher's randomized experiments, and remain an immensely popular statistical tool, used for testing hypotheses of independence between variables and other common inferential questions. Much of…
We perform transmission spectroscopy on single quantum dots and examine the effects of a resident carriers spin, the incident laser spot size, polarization, and power on the experimental contrast. We demonstrate a factor of 4 improvement in…
This letter explores the possibility of testing pulsar radio emission models by observing pulse-to-pulse intensity modulation. It is shown that a relationship between a pulsar's period, period derivative, and intensity modulation is a…
We construct a block bootstrap max-test for detecting the presence of significant predictors in a high dimensional setting, allowing for weakly dependent and heterogeneous (possibly non-stationary) data. The number of covariates to be…
In this paper, we propose a nonparametric way to test the hypothesis that time-variation in intraday volatility is caused solely by a deterministic and recurrent diurnal pattern. We assume that noisy high-frequency data from a discretely…