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This paper considers the inference of trends in multiple, nonstationary time series. To test whether trends are parallel to each other, we use a parallelism index based on the L2-distances between nonparametric trend estimators and their…

Methodology · Statistics 2015-03-17 David Degras , Zhiwei Xu , Ting Zhang , Wei Biao Wu

In the setting of additive regression model for continuous time process, we establish the optimal uniform convergence rates and optimal asymptotic quadratic error of additive regression. To build our estimate, we use the marginal…

Statistics Theory · Mathematics 2007-06-11 Mohammed Debbarh , Bertrand Maillot

Hypothesis testing is a key part of empirical science and multiple testing as well as the combination of evidence from several tests are continued areas of research. In this article we consider the problem of combining the results of…

Statistics Theory · Mathematics 2022-07-15 Phillip B. Mogensen , Bo Markussen

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…

Statistics Theory · Mathematics 2009-03-27 Serguei Dachian , Yury A. Kutoyants

Serial, or sequential, fusion of multiple biometric matchers has been not thoroughly investigated so far. However, this approach exhibits some advantages with respect to the widely adopted parallel approaches. In this paper, we propose a…

Computer Vision and Pattern Recognition · Computer Science 2024-01-25 Gian Luca Marcialis , Paolo Mastinu , Fabio Roli

Bipartite experiments are a recent object of study in causal inference, whereby treatment is applied to one set of units and outcomes of interest are measured on a different set of units. These experiments are particularly useful in…

We introduce an approach to counterfactual inference based on merging information from multiple datasets. We consider a causal reformulation of the statistical marginal problem: given a collection of marginal structural causal models (SCMs)…

Artificial Intelligence · Computer Science 2022-07-18 Luigi Gresele , Julius von Kügelgen , Jonas M. Kübler , Elke Kirschbaum , Bernhard Schölkopf , Dominik Janzing

Conformal inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks. We consider the transductive setting, where decisions are made on a test sample of $m$ new points, giving…

Methodology · Statistics 2024-03-20 Ulysse Gazin , Gilles Blanchard , Etienne Roquain

We derive tests of stationarity for univariate time series by combining change-point tests sensitive to changes in the contemporary distribution with tests sensitive to changes in the serial dependence. The proposed approach relies on a…

Methodology · Statistics 2018-09-21 Axel Bücher , Jean-David Fermanian , Ivan Kojadinovic

A major challenge in nuclear fusion research is the coherent combination of data from heterogeneous diagnostics and modelling codes for machine control and safety as well as physics studies. Measured data from different diagnostics often…

We introduce a rigorous and sensitive significance test for hyperuniformity that yields reliable results even from a single sample. Our approach is based on a detailed analysis of the empirical Fourier transform of a stationary point…

Statistics Theory · Mathematics 2026-03-23 Michael A. Klatt , Günter Last , Norbert Henze

Linear fusion of estimates under the condition of no knowledge of correlation of estimation errors has reached maturity. On the other hand, various cases of partial knowledge are still active research areas. A frequent motivation is to deal…

Signal Processing · Electrical Eng. & Systems 2025-06-16 Jiří Ajgl , Ondřej Straka

Widely used methods and software for group sequential tests of a null hypothesis of no treatment difference that allow for early stopping of a clinical trial depend primarily on the fact that sequentially-computed test statistics have the…

Methodology · Statistics 2025-06-19 Anastasios A. Tsiatis , Marie Davidian

It is increasingly common to collect pre-post data with pseudonyms or self-constructed identifiers. On survey responses from sensitive populations, identifiers may be made optional to encourage higher response rates. The ability to match…

Methodology · Statistics 2023-12-25 Raymond Pomponio , Bailey K. Fosdick , Julia Wrobel , Ryan A. Peterson

Recent years have seen tremendous advances in the theory and application of sequential experiments. While these experiments are not always designed with hypothesis testing in mind, researchers may still be interested in performing tests…

Econometrics · Economics 2023-06-29 Karun Adusumilli

Sequential tests and their implied confidence sequences, which are valid at arbitrary stopping times, promise flexible statistical inference and on-the-fly decision making. However, strong guarantees are limited to parametric sequential…

Methodology · Statistics 2024-03-12 Aurelien Bibaut , Nathan Kallus , Michael Lindon

We devised a measure based on the distributions of relative event timings of two coupled units. The measure dynamically evaluates temporal interdependencies between the two coupled units. Using this we show that even in the event of…

Chaotic Dynamics · Physics 2007-05-23 Michal Zochowski , Rhonda Dzakpasu

In many causal inference applications, only one or a few units (or clusters of units) are treated. An important challenge in such settings is that standard inference methods relying on asymptotic theory may be unreliable, even with large…

Econometrics · Economics 2026-05-22 Luis Alvarez , Bruno Ferman , Kaspar Wüthrich

We present a test for the problem of decentralized sequential hypothesis testing, which is asymptotically optimum. By selecting a suitable sampling mechanism at each sensor, communication between sensors and fusion center is asynchronous…

Methodology · Statistics 2009-08-31 Georgios Fellouris , George V. Moustakides

Conformal testing is a way of testing the IID assumption based on conformal prediction. The topic of this note is computational evaluation of the performance of conformal testing in a model situation in which IID binary observations…

Machine Learning · Computer Science 2021-04-06 Vladimir Vovk