Related papers: Detection of mean changes in partially observed fu…
We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…
We propose a Bayesian approach to detect multiple change-points in a piecewise-constant signal corrupted by a functional part corresponding to environmental or experimental disturbances. The piecewise constant part (also called segmentation…
The use of principal component methods to analyze functional data is appropriate in a wide range of different settings. In studies of ``functional data analysis,'' it has often been assumed that a sample of random functions is observed…
We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To…
I have three goals in this article: (1) To show the enormous potential of bootstrapping and permutation tests to help students understand statistical concepts including sampling distributions, standard errors, bias, confidence intervals,…
The problem of quickest detection of a change in the mean of a sequence of independent observations is studied. The pre-change distribution is assumed to be stationary, while the post-change distributions are allowed to be non-stationary.…
Multivariate meta-analysis is gaining prominence in evidence synthesis research because it enables simultaneous synthesis of multiple correlated outcome data, and random-effects models have generally been used for addressing between-studies…
We study the problem of testing the equivalence of functional parameters (such as the mean or variance function) in the two sample functional data problem. In contrast to previous work, which reduces the functional problem to a multiple…
Classification and clustering are both important topics in statistical learning. A natural question herein is whether predefined classes are really different from one another, or whether clusters are really there. Specifically, we may be…
Predicting missing segments in partially observed functions is challenging due to infinite-dimensionality, complex dependence within and across observations, and irregular noise. These challenges are further exacerbated by the existence of…
Importance sampling is a variance reduction technique for efficient estimation of rare-event probabilities by Monte Carlo. In standard importance sampling schemes, the system is simulated using an a priori fixed change of measure suggested…
In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…
To detect differences between the mean curves of two samples in longitudinal study or functional data analysis, we usually need to partition the temporal or spatial domain into several pre-determined sub-areas. In this paper we apply the…
Permutation tests are widely used for statistical hypothesis testing when the sampling distribution of the test statistic under the null hypothesis is analytically intractable or unreliable due to finite sample sizes. One critical challenge…
When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated…
For general repeated measures designs the Wald-type statistic (WTS) is an asymptotically valid procedure allowing for unequal covariance matrices and possibly non-normal multivariate observations. The drawback of this procedure is the poor…
While many methods are available to detect structural changes in a time series, few procedures are available to quantify the uncertainty of these estimates post-detection. In this work, we fill this gap by proposing a new framework to test…
Existing effect measures for compositional features are inadequate for many modern applications, for example, in microbiome research, since they display traits such as high-dimensionality and sparsity that can be poorly modelled with…
I introduce a simple permutation procedure to test conventional (non-sharp) hypotheses about the effect of a binary treatment in the presence of a finite number of large, heterogeneous clusters when the treatment effect is identified by…
The paper is concerned with asymptotic properties of the principal components analysis of functional data. The currently available results assume the existence of the fourth moment. We develop analogous results in a setting which does not…