Related papers: Detecting Whether a Stochastic Process is Finitely…
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…
For covariance test in functional data analysis, existing methods are developed only for fully observed curves, whereas in practice, trajectories are typically observed discretely and with noise. To bridge this gap, we employ a…
Statistical network calculus is the probabilistic extension of network calculus, which uses a simple envelope approach to describe arrival traffic and service available for the arrival traffic in a node. One of the key features of network…
We consider a quantum system that is being continuously monitored, giving rise to a measurement signal. From such a stream of data, information needs to be inferred about the underlying system's dynamics. Here we focus on hypothesis testing…
A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…
With an increased focus on incorporating fairness in machine learning models, it becomes imperative not only to assess and mitigate bias at each stage of the machine learning pipeline but also to understand the downstream impacts of bias…
This paper presents a Bayesian framework for assessing the adequacy of a model without the necessity of explicitly enumerating a specific alternate model. A test statistic is developed for tracking the performance of the model across…
For a large class of orthogonal basis functions, there has been a recent identification of expansion methods for computing accurate, stable approximations of a quantity of interest. This paper presents, within the context of uncertainty…
The chaos expansion of a general non-linear function of a Gaussian stationary increment process conditioned on its past realizations is derived. This work combines Wiener chaos expansion approach to study the dynamics of a stochastic system…
Empirical likelihood approach is one of non-parametric statistical methods, which is applied to the hypothesis testing or construction of confidence regions for pivotal unknown quantities. This method has been applied to the case of…
When dealing with control systems, it is useful and even necessary to assess the performance of underlying transfer functions. The functions may or may not be linear, may or may not be even monotonic. In addition, they may have structural…
Computer models, also known as simulators, can be computationally expensive to run, and for this reason statistical surrogates, known as emulators, are often used. Any statistical model, including an emulator, should be validated before…
One problem of wide interest involves estimating expected crossing-times. Several tools have been developed to solve this problem beginning with the works of Wald and the theory of sequential analysis. An extension of his approach is…
This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…
Given a network, the critical node detection problem finds a subset of nodes whose removal disrupts the network connectivity. Since many real-world systems are naturally modeled as graphs, assessing the vulnerability of the network is…
We consider an empirical likelihood framework for inference for a statistical model based on an informative sampling design. Covariate information is incorporated both through the weights and the estimating equations. The estimator is based…
Econometricians have usefully separated study of estimation into identification and statistical components. Identification analysis, which assumes knowledge of the probability distribution generating observable data, places an upper bound…
Programs that process data that reside in files are widely used in varied domains, such as banking, healthcare, and web-traffic analysis. Precise static analysis of these programs in the context of software verification and transformation…
The standard paradigm for confirmatory clinical trials is to compare experimental treatments with a control, for example the standard of care or a placebo. However, it is not always the case that a suitable control exists. Efficient…
We present quantitative probing as a model-agnostic framework for validating causal models in the presence of quantitative domain knowledge. The method is constructed as an analogue of the train/test split in correlation-based machine…