Related papers: Practical properties of the CUSUM process
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.…
The simulation of many industrially relevant physical processes can be executed up to exponentially faster using quantum algorithms. However, this speedup can only be leveraged if the data input and output of the simulation can be…
The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…
Quantum computing could impact various industries, with the automotive industry with many computational challenges, from optimizing supply chains and manufacturing to vehicle engineering, being particularly promising. This chapter…
A finite horizon variant of the quickest change detection problem is studied, in which the goal is to minimize a delay threshold (latency), under constraints on the probability of false alarm and the probability that the latency is…
Compilation and optimization of quantum circuits are critical components in the execution of algorithms on quantum computers. These components must successfully balance two competing priorities: minimizing the number of expensive resources,…
We consider the sequential change-point detection for asynchronous multi-sensors, where each sensor observe a signal (due to change-point) at different times. We propose an asynchronous Subspace-CUSUM procedure based on jointly estimating…
We study a broad class of algorithmic problems with an "additive flavor" such as computing sumsets, 3SUM, Subset Sum and geometric pattern matching. Our starting point is that these problems can often be solved efficiently for integers,…
Overcoming the influence of noise and imperfections in quantum devices is one of the main challenges for viable quantum applications. In this article, we present different protocols, which we denote as "superposed quantum error mitigation",…
First, we present a concise glossary of formulas for composition of standard, cumulant, factorial, and factorial cumulant moments in superposition (compound) models, where final particles are created via independent emission from a…
In this paper, we consider the problem of (multiple) change-point detection in panel data. We propose the double CUSUM statistic which utilises the cross-sectional change-point structure by examining the cumulative sums of ordered CUSUMs at…
Simulating the stochastic evolution of real quantities on a digital computer requires a trade-off between the precision to which these quantities are approximated, and the memory required to store them. The statistical accuracy of the…
Quantum computers have rapidly improved in scale and fidelity, yet access to large systems remains limited for most researchers. This makes accurate and scalable noisy quantum simulation essential. While density matrix simulation provides…
Classical quickest change detection algorithms require modeling pre-change and post-change distributions. Such an approach may not be feasible for various machine learning models because of the complexity of computing the explicit…
This paper investigates change-point of variance in panel data models with time series of $\alpha$-mixing. Based on the cumulative sum (CUSUM) method and the individual differences, we construct a CUSUM test for panel data models to detect…
The classical problem of quickest change detection is studied with an additional constraint on the cost of observations used in the detection process. The change point is modeled as an unknown constant, and minimax formulations are proposed…
Computer simulation of observable phenomena is an indispensable tool for engineering new technology, understanding the natural world, and studying human society. Yet the most interesting systems are often complex, such that simulating their…
The field of quickest change detection (QCD) concerns design and analysis of algorithms to estimate in real time the time at which an important event takes place and identify properties of the post-change behavior. The goal is to devise a…
The success probability of a quantum algorithm constructed from noisy quantum gates cannot be accurately predicted from single parameter metrics that compare noisy and ideal gates. We illustrate this concept by examining a system with…
We introduce a novel algorithm for the task of coherently controlling a quantum mechanical system to implement any chosen unitary dynamics. It performs faster than existing state of the art methods by one to three orders of magnitude…