Related papers: Anytime-Valid Continuous-Time Confidence Processes…
In most prediction and estimation situations, scientists consider various statistical models for the same problem, and naturally want to select amongst the best. Hansen et al. (2011) provide a powerful solution to this problem by the…
In this paper, we consider the problem of simultaneous testing of multivariate normal means under arbitrary covariance dependence. Specifically, let $\boldsymbol{X}\sim N_n(\boldsymbol{\theta},\boldsymbol{\Sigma})$, where…
We consider the problem of localization of Poisson source by the observations of inhomogeneous Poisson processes. We suppose that there are $k$ detectors on the plane and each detector provides the observations of Poisson processes whose…
In this note we present studies of coverage and power for confidence intervals for a Poisson process with known background calculated using the Likelihood ratio (aka Feldman & Cousins) ordering with Bayesian treatment of uncertainties in…
The problem of finding the expected value of a statistic of a locally stable point process in a bounded region is addressed. We propose an adaptive importance sampling for solving the problem. In our proposal, we restrict the importance…
The paper considers a Cox process where the stochastic intensity function for the Poisson data model is itself a non-homogeneous Poisson process. We show that it is possible to obtain the marginal data process, namely a non-homogeneous…
Consider a one-way analysis of covariance model. Suppose that the parameter of interest theta is a specified linear contrast of the expected responses, for a given value of the covariate. Also suppose that the inference of interest is a…
We investigate joint temporal and contemporaneous aggregation of N independent copies of strictly stationary INteger-valued AutoRegressive processes of order 1 (INAR(1)) with random coefficient $\alpha\in(0,1)$ and with idiosyncratic…
This paper analyses a system subject to multiple dependent degradation processes. Degradation processes start at random times following a non homogeneous Poisson process and next dependently propagate. The growth of these degradation…
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…
We describe the utility of point processes and failure rates and the most common point process for modeling failure rates, the Poisson point process. Next, we describe the uniformly most powerful test for comparing the rates of two Poisson…
Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…
The paper introduces robust independence tests with non-asymptotically guaranteed significance levels for stochastic linear time-invariant systems, assuming that the observed outputs are synchronous, which means that the systems are driven…
Estimating the probability of failure for expensive simulations is a central task in reliability analysis for structural design, power grid design, and safety certification, among other areas. This work derives credible intervals on the…
We present the first framework for Gaussian-process-modulated Poisson processes when the temporal data appear in the form of panel counts. Panel count data frequently arise when experimental subjects are observed only at discrete time…
We establish empirical quantile process CLTs based on $n$ independent copies of a stochastic process $\{X_t: t \in E\}$ that are uniform in $t \in E$ and quantile levels $\alpha \in I$, where $I$ is a closed sub-interval of $(0,1)$.…
We consider the problem of inference on the signs of $n>1$ parameters. We aim to provide $1-\alpha$ post-hoc confidence bounds on the number of positive and negative (or non-positive) parameters. The guarantee is simultaneous, for all…
A service system with multiple types of customers, arriving according to Poisson processes, is considered. The system is heterogeneous in that the servers also can be of multiple types. Each customer has an independent exponentially…
We discuss joint temporal and contemporaneous aggregation of $N$ independent copies of strictly stationary INteger-valued AutoRegressive processes of order 1 (INAR(1)) with random coefficient $\alpha\in(0,1)$ and with idiosyncratic Poisson…
Simulation can evaluate a statistical method for properties such as Type I Error, FDR, or bias on a grid of hypothesized parameter values. But what about the gaps between the grid-points? Continuous Simulation Extension (CSE) is a…