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We propose a change-point detection method for large scale multiple testing problems with data having clustered signals. Unlike the classic change-point setup, the signals can vary in size within a cluster. The clustering structure on the…

Methodology · Statistics 2021-10-07 Hongyuan Cao , Wei Biao Wu

In this paper, we present a general framework for testing relevant hypotheses in functional time series. Our unified approach covers one-sample, two-sample, and change point problems under contaminated observations with arbitrary sampling…

Methodology · Statistics 2025-08-27 Leheng Cai , Qirui Hu

We propose a general, modular method for significance testing of groups (or clusters) of variables in a high-dimensional linear model. In presence of high correlations among the covariables, due to serious problems of identifiability, it is…

Statistics Theory · Mathematics 2015-02-12 Jacopo Mandozzi , Peter Bühlmann

We consider a group synchronization problem with multiple frequencies which involves observing pairwise relative measurements of group elements on multiple frequency channels, corrupted by Gaussian noise. We study the computational phase…

Statistics Theory · Mathematics 2024-06-06 Anastasia Kireeva , Afonso S. Bandeira , Dmitriy Kunisky

We derive and study a significance test for determining if a panel of functional time series is separable. In the context of this paper, separability means that the covariance structure factors into the product of two functions, one…

Statistics Theory · Mathematics 2018-01-18 Panayiotis Constantinou , Piotr Kokoszka , Matthew Reimherr

We assume a second-order source separation model where the observed multivariate time series is a linear mixture of latent, temporally uncorrelated time series with some components pure white noise. To avoid the modelling of noise, we…

Methodology · Statistics 2019-05-07 Markus Matilainen , Klaus Nordhausen , Joni Virta

The original problem of group testing consists in the identification of defective items in a collection, by applying tests on groups of items that detect the presence of at least one defective item in the group. The aim is then to identify…

Applications · Statistics 2021-06-10 Emilien Joly , Bastien Mallein

The group testing problem consists of determining a small set of defective items from a larger set of items based on a number of possibly-noisy tests, and is relevant in applications such as medical testing, communication protocols, pattern…

Information Theory · Computer Science 2018-10-05 Jonathan Scarlett

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…

Statistics Theory · Mathematics 2013-11-12 Georgios Fellouris , Alexander Tartakovsky

Understanding the temporal characteristics of data from low frequency radio telescopes is of importance in devising suitable calibration strategies. Application of time series analysis techniques to data from radio telescopes can reveal a…

Instrumentation and Methods for Astrophysics · Physics 2023-02-20 Jishnu N. Thekkeppattu , Cathryn M. Trott , Benjamin McKinley

When the infection prevalence of a disease is low, Dorfman showed 80 years ago that testing groups of people can prove more efficient than testing people individually. Our goal in this paper is to propose new group testing algorithms that…

Methodology · Statistics 2020-07-23 Marco Cuturi , Olivier Teboul , Quentin Berthet , Arnaud Doucet , Jean-Philippe Vert

Noise simulation is a very powerful tool in signal analysis helping to foresee the system performance in real experimental situations. Time series generation is however a hard challenge when a robust model of the noise sources is missing.…

Data Analysis, Statistics and Probability · Physics 2015-05-19 M. Carrettoni , O. Cremonesi

Automatic analysis of bioacoustic signals is a fundamental tool to evaluate the vitality of our planet. Frogs and bees, for instance, may act like biological sensors providing information about environmental changes. This task is…

Quantitative Methods · Quantitative Biology 2021-03-19 Bernardo B. Gatto , Juan G. Colonna , Eulanda M. dos Santos , Alessandro L. Koerich , Kazuhiro Fukui

This paper considers the problem of simultaneous sensor fault detection, isolation, and networked estimation of linear full-rank dynamical systems. The proposed networked estimation is a variant of single time-scale protocol and is based on…

Systems and Control · Electrical Eng. & Systems 2020-09-28 Mohammadreza Doostmohammadian , Nader Meskin

We propose a nonparametric test for serial independence that aggregates pairwise similarities of observations with lag-dependent weights. The resulting statistic is powerful to general forms of temporal dependence, including nonlinear and…

Methodology · Statistics 2025-09-09 Qihua Zhu , Mingshuo Liu , Yuefeng Han , Doudou Zhou

We describe group sequential tests which efficiently incorporate information from multiple endpoints allowing for early stopping at pre-planned interim analyses. We formulate a testing procedure where several outcomes are examined, and…

Methodology · Statistics 2024-05-09 Abigail J. Burdon , Thomas Jaki

Singular Spectrum Analysis (SSA) as a tool for analysis and forecasting of time series is considered. The main features of the Rssa package, which implements the SSA algorithms and methodology in R, are described and examples of its use are…

Methodology · Statistics 2015-03-20 Nina Golyandina , Anton Korobeynikov

Given a time series of multicomponent measurements x(t), the usual objective of nonlinear blind source separation (BSS) is to find a "source" time series s(t), comprised of statistically independent combinations of the measured components.…

Artificial Intelligence · Computer Science 2015-05-13 David N. Levin

The group testing problem consists of determining a small set of defective items from a larger set of items based on a number of possibly-noisy tests, and is relevant in applications such as medical testing, communication protocols, pattern…

Information Theory · Computer Science 2023-09-19 Jonathan Scarlett , Oliver Johnson

The group testing problem concerns discovering a small number of defective items within a large population by performing tests on pools of items. A test is positive if the pool contains at least one defective, and negative if it contains no…

Information Theory · Computer Science 2026-05-15 Matthew Aldridge , Oliver Johnson , Jonathan Scarlett