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We consider testing the equality of two high-dimensional covariance matrices by carrying out a multi-level thresholding procedure, which is designed to detect sparse and faint differences between the covariances. A novel U-statistic…

Statistics Theory · Mathematics 2019-10-30 Song Xi Chen , Bin Guo , Yumou Qiu

We propose a general framework of sequential testing procedures based on $U$-statistics which contains as an example a sequential CUSUM test based on differences in mean but also includes a robust sequential Wilcoxon change point procedure.…

Statistics Theory · Mathematics 2019-12-19 Claudia Kirch , Christina Stoehr

In this paper we propose a nonparametric procedure for validating the assumption of stationarity in multivariate locally stationary time series models. We develop a bootstrap assisted test based on a Kolmogorov-Smirnov type statistic, which…

Statistics Theory · Mathematics 2013-12-06 Ruprecht Puchstein , Philip Preuß

With the advancement of GPS and remote sensing technologies, large amounts of geospatial and spatiotemporal data are being collected from various domains, driving the need for effective and efficient prediction methods. Given spatial data…

Machine Learning · Computer Science 2020-12-25 Zhe Jiang

We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…

Signal Processing · Electrical Eng. & Systems 2020-03-04 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

We propose pair copula constructed point-optimal sign tests in the context of linear and nonlinear predictive regressions with endogenous, persistent regressors, and disturbances exhibiting serial (nonlinear) dependence. The proposed…

Econometrics · Economics 2021-11-10 Kaveh Salehzadeh Nobari

We propose a location-adaptive self-normalization (SN) based test for change points in time series. The SN technique has been extensively used in change-point detection for its capability to avoid direct estimation of nuisance parameters.…

Methodology · Statistics 2023-08-10 Linlin Dai , Rui She

Hyperspectral satellite imaging attracts enormous research attention in the remote sensing community, hence automated approaches for precise segmentation of such imagery are being rapidly developed. In this letter, we share our observations…

Computer Vision and Pattern Recognition · Computer Science 2019-02-19 Jakub Nalepa , Michal Myller , Michal Kawulok

We propose a generalization of the recently developed system identification method called Sign-Perturbed Sums (SPS). The proposed construction is based on the instrumental variables estimate and, unlike the original SPS, it can construct…

Methodology · Statistics 2015-09-17 Valerio Volpe , Balázs Cs. Csáji , Algo Carè , Erik Weyer , Marco C. Campi

Spatial data is playing an emerging role in new technologies such as web and mobile mapping and Geographic Information Systems (GIS). Important decisions in political, social and many other aspects of modern human life are being made using…

Databases · Computer Science 2016-05-17 Bagher Saberi , Nasser Ghadiri

We propose a general method for constructing confidence intervals and statistical tests for single or low-dimensional components of a large parameter vector in a high-dimensional model. It can be easily adjusted for multiplicity taking…

Statistics Theory · Mathematics 2014-06-24 Sara van de Geer , Peter Bühlmann , Ya'acov Ritov , Ruben Dezeure

Sample assignment plays a prominent part in modern object detection approaches. However, most existing methods rely on manual design to assign positive / negative samples, which do not explicitly establish the relationships between sample…

Computer Vision and Pattern Recognition · Computer Science 2022-07-26 Ji Liu , Dong Li , Zekun Li , Han Liu , Wenjing Ke , Lu Tian , Yi Shan

We consider the problem of estimating a spatially varying density function, motivated by problems that arise in large-scale radiological survey and anomaly detection. In this context, the density functions to be estimated are the background…

Methodology · Statistics 2017-11-17 Wesley Tansey , Alex Athey , Alex Reinhart , James G. Scott

Numerous industrial processes can be defined using distributed parameter systems (DPSs). This study introduces a two-stage spatial construction approach for real-time modeling of DPSs in cases of limited sensors. Initially, a discrete…

Signal Processing · Electrical Eng. & Systems 2023-10-31 Peng Wei

This paper considers a special case of the problem of identifying a static scalar signal, depending on the location, using a planar network of sensors in a distributed fashion. Motivated by the application to monitoring wild-fires spreading…

Optimization and Control · Mathematics 2011-07-25 Paolo Frasca , Paolo Mason , Benedetto Piccoli

This paper considers the problem of testing temporal homogeneity of $p$-dimensional population mean vectors from the repeated measurements of $n$ subjects over $T$ times. To cope with the challenges brought by high-dimensional longitudinal…

Methodology · Statistics 2016-08-29 Ping-Shou Zhong , Jun Li

Comparing two groups under different conditions is ubiquitous in the biomedical sciences. In many cases, samples from the two groups can be naturally paired; for example a pair of samples may come from the same individual under the two…

Statistics Theory · Mathematics 2018-01-15 Martin J. Zhang , Meisam Razaviyayn , David Tse

Received signal strength based device-free localization has attracted considerable attention in the research society over the past years to locate and track people who are not carrying any electronic device. Typically, the person is…

Networking and Internet Architecture · Computer Science 2014-08-20 Ossi Kaltiokallio , Hüseyin Yiğitler , Riku Jäntti

We consider the high-dimensional discriminant analysis problem. For this problem, different methods have been proposed and justified by establishing exact convergence rates for the classification risk, as well as the l2 convergence results…

Machine Learning · Statistics 2013-06-28 Mladen Kolar , Han Liu

Score matching is a recently developed parameter learning method that is particularly effective to complicated high dimensional density models with intractable partition functions. In this paper, we study two issues that have not been…

Machine Learning · Computer Science 2012-05-14 Siwei Lyu