Related papers: A Jarque-Bera test for skew normal data
N.L. Johnson and S. Kotz introduced in 1990 an interesting family of symmetric distributions which is based on randomly weighted average from uniform random samples. The only example that could be addressed to their work is the so-called…
The detection of anomalies in real time is paramount to maintain performance and efficiency across a wide range of applications including web services and smart manufacturing. This paper presents a novel algorithm to detect anomalies in…
A statistical test can be seen as a procedure to produce a decision based on observed data, where some decisions consist of rejecting a hypothesis (yielding a significant result) and some do not, and where one controls the probability to…
We aim to highlight an interesting trend to contribute to the ongoing debate around advances within legal Natural Language Processing. Recently, the focus for most legal text classification tasks has shifted towards large pre-trained deep…
Originating from a system theory and an input/output point of view, I introduce a new class of generalized distributions. A parametric nonlinear transformation converts a random variable $X$ into a so-called Lambert $W$ random variable $Y$,…
Test-time adaptation (TTA) is an emerging paradigm that addresses distributional shifts between training and testing phases without additional data acquisition or labeling cost; only unlabeled test data streams are used for continual model…
Test-time adaptation (TTA) has emerged as a promising solution to address performance decay due to unforeseen distribution shifts between training and test data. While recent TTA methods excel in adapting to test data variations, such…
We continue to explore the connections between large deviations for objects coming from random matrix theory and sum rules. This connection was established in [17] for spectral measures of classical ensembles (Gauss-Hermite, Laguerre,…
The classical Brauer-Siegel theorem states that if $k$ runs through the sequence of normal extensions of $\mathbb{Q}$ such that $n_k/\log|D_k|\to 0,$ then $\log h_k R_k/\log \sqrt{|D_k|}\to 1.$ First, in this paper we obtain the…
Given a random sample of observations, mixtures of normal densities are often used to estimate the unknown continuous distribution from which the data come. Here we propose the use of this semiparametric framework for testing symmetry about…
This paper studies the problem of sequential Gaussian shift-in-mean hypothesis testing in a distributed multi-agent network. A sequential probability ratio test (SPRT) type algorithm in a distributed framework of the…
Utilizing recently introduced concepts from statistics and quantitative risk management, we present a general variant of Batch Normalization (BN) that offers accelerated convergence of Neural Network training compared to conventional BN. In…
The sample selection bias problem arises when a variable of interest is correlated with a latent variable, and involves situations in which the response variable had part of its observations censored. Heckman (1976) proposed a sample…
We propose a remarkably general variance-reduced method suitable for solving regularized empirical risk minimization problems with either a large number of training examples, or a large model dimension, or both. In special cases, our method…
Skewness is a common occurrence in statistical applications. In recent years, various distribution families have been proposed to model skewed data by introducing unequal scales based on the median or mode. However, we argue that the point…
We propose a Bayesian test of normality for univariate or multivariate data against alternative nonparametric models characterized by Dirichlet process mixture distributions. The alternative models are based on the principles of embedding…
Investigation of the underlying physics or biology from empirical data requires a quantifiable notion of similarity - when do two observed data sets indicate nearly identical generating processes, and when they do not. The discriminating…
Frequentist and likelihood methods of inference based on the multivariate skew-normal model encounter several technical difficulties with this model. In spite of the popularity of this class of densities, there are no broadly satisfactory…
A sequence of real numbers $\{x_{n}\}_{n\in \mathbb{N}}$ is said to be $\alpha \beta$-statistically convergent of order $\gamma$ (where $0<\gamma\leq 1$) to a real number $x$ \cite{a} if for every $\delta>0,$ $$\underset{n\rightarrow…
This article considers change point testing and estimation for a sequence of high-dimensional data. In the case of testing for a mean shift for high-dimensional independent data, we propose a new test which is based on $U$-statistic in Chen…