Related papers: Control Charts for Poisson Counts based on the Ste…
During the recent years there was an increased interest in studying the performance of different types of control charts, under various distributional models for continuous proportions, such as percentages and rates. In this work we…
Stein's method is used to prove limit theorems for random character ratios. Tools are developed for four types of structures: finite groups, Gelfand pairs, twisted Gelfand pairs, and association schemes. As one example an error term is…
This article deals with Stein characterizations of probability distributions. We provide a general framework for interpreting these in terms of the parameters of the underlying distribution. In order to do so we introduce two concepts (a…
Probabilistic approaches for handling count-valued time sequences have attracted amounts of research attentions because their ability to infer explainable latent structures and to estimate uncertainties, and thus are especially suitable for…
A wide range of approaches for batch processes monitoring can be found in the literature. This kind of process generates a very peculiar data structure, in which successive measurements of many process variables in each batch run are…
We propose a new class of discrete generalized linear models based on the class of Poisson-Tweedie factorial dispersion models with variance of the form $\mu + \phi\mu^p$, where $\mu$ is the mean, $\phi$ and $p$ are the dispersion and…
"Quantum trajectories" are solutions of stochastic differential equations of non-usual type. Such equations are called "Belavkin" or "Stochastic Schr\"odinger Equations" and describe random phenomena in continuous measurement theory of Open…
In pre-clinical and medical quality control, it is of interest to assess the stability of the process under monitoring or to validate a current observation using historical control data. Classically, this is done by the application of…
Multivariate count data are commonly encountered through high-throughput sequencing technologies in bioinformatics, text mining, or in sports analytics. Although the Poisson distribution seems a natural fit to these count data, its…
Evolutionary algorithms (EAs), simulating the evolution process of natural species, are used to solve optimization problems. Crossover (also called recombination), originated from simulating the chromosome exchange phenomena in zoogamy…
We study the problem of detecting a common change point in large panel data based on a mean shift model, wherein the errors exhibit both temporal and cross-sectional dependence. A least squares based procedure is used to estimate the…
Stein operators are differential operators which arise within the so-called Stein's method for stochastic approximation. We propose a new mechanism for constructing such operators for arbitrary (continuous or discrete) parametric…
Poisson regression is a popular tool for modeling count data and is applied in a vast array of applications from the social to the physical sciences and beyond. Real data, however, are often over- or under-dispersed and, thus, not conducive…
Recently, we described a pathway analysis technique (paper 1) for analyzing generic schemes for single-molecule kinetics based upon the first-passage time distribution. Here, we employ this method to derive expressions for the Poisson…
Machine learning models used in medical applications often face challenges due to the covariate shift, which occurs when there are discrepancies between the distributions of training and target data. This can lead to decreased predictive…
The ability to predict the behavior of a wireless channel in terms of the frame delivery ratio is quite valuable, and permits, e.g., to optimize the operating parameters of a wireless network at runtime, or to proactively react to the…
Random fields are useful mathematical tools for representing natural phenomena with complex dependence structures in space and/or time. In particular, the Gaussian random field is commonly used due to its attractive properties and…
Epidemic models are used to analyze the progression or outcome of an epidemic under different control policies like vaccinations, quarantines, lockdowns, use of face-masks, pharmaceutical interventions, etc. When these models accurately…
We propose the goodness of fit test for inhomogeneous Poisson processes with unknown scale and shift parameters. A test statistic of Cramer-von Mises type is proposed and its asymptotic behavior is studied. We show that under null…
The Exponentially Weighted Average (EWA) of observations is known to be state-of-art estimator for tracking expectations of dynamically varying data stream distributions. However, how to devise an EWA estimator to rather track quantiles of…