Related papers: A Non-Parametric Approach to Detect Patterns in Bi…
We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…
This paper investigates the issue of determining the dimensions of row and column factor spaces in matrix-valued data. Exploiting the eigen-gap in the spectrum of sample second moment matrices of the data, we propose a family of randomised…
Many works have studied the efficacy of state machines for detecting anomalies within NetFlows. These works typically learn a model from unlabeled data and compute anomaly scores for arbitrary traces based on their likelihood of occurrence…
The ordinal patterns of a fixed number of consecutive values in a time series is the spatial ordering of these values. Counting how often a specific ordinal pattern occurs in a time series provides important insights into the properties of…
This paper introduces a statistical test inferring whether a variable allows separating two classes by means of a single critical value. Its test statistic is the prediction error of a nonparametric threshold classifier. While this approach…
Supervised learning on graphs is a challenging task due to the high dimensionality and inherent structural dependencies in the data, where each edge depends on a pair of vertices. Existing conventional methods are designed for standard…
Motivated by real-world machine learning applications, we consider a statistical classification task in a sequential setting where test samples arrive sequentially. In addition, the generating distributions are unknown and only a set of…
Co-clustering is a specific type of clustering that addresses the problem of finding groups of objects without necessarily considering all attributes. This technique has shown to have more consistent results in high-dimensional sparse data…
In statistics permutations typically arise in the context of rank plots for two-dimensional data. Such plots can also be interpreted as discrete copulas. In discrete mathematics, typically in the context of the description of large…
We consider the problem of detecting a random walk on a graph, based on observations of the graph nodes. When visited by the walk, each node of the graph observes a signal of elevated mean, which we assume can be different across different…
Persistent homology is used to track the appearance and disappearance of features as we move through a nested sequence of topological spaces. Equating the nested sequence to a filtration and the appearance and disappearance of features to…
The Consecutive Ones Property is an important notion for binary matrices, both from a theoretical and applied point of view. Tucker gave in 1972 a characterization of matrices that do not satisfy the Consecutive Ones Property in terms of…
Given a set of aligned sequences of independent noisy observations, we are concerned with detecting intervals where the mean values of the observations change simultaneously in a subset of the sequences. The intervals of changed means are…
We develop a monitoring procedure to detect changes in a large approximate factor model. Letting $r$ be the number of common factors, we base our statistics on the fact that the $\left( r+1\right) $-th eigenvalue of the sample covariance…
We consider nonparametric or universal sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution. These algorithms are…
We present a nonparametric framework to model a short sequence of probability distributions that vary both due to underlying effects of sequential progression and confounding noise. To distinguish between these two types of variation and…
Linear mixed-effects models are widely used in analyzing repeated measures data, including clustered and longitudinal data, where inferences of both fixed effects and variance components are of importance. Unlike the fixed effect inference…
Outlier hypothesis testing is studied in a universal setting. Multiple sequences of observations are collected, a small subset of which are outliers. A sequence is considered an outlier if the observations in that sequence are distributed…
This paper presents results on maximal runs, order of squares, palindromes, and unbordered factors of members of the family of binary pattern sequences with the all-one pattern. Restricting ourselves to binary pattern sequences with the…
This paper studies the matched network inference problem, where the goal is to determine if two networks, defined on a common set of nodes, exhibit a specific form of stochastic similarity. Two notions of similarity are considered: (i)…