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In this paper, we introduce a new method for testing the stationarity of time series, where the test statistic is obtained from measuring and maximising the difference in the second-order structure over pairs of randomly drawn intervals.…

Methodology · Statistics 2016-11-29 Haeran Cho

Voxel-based analysis methods localize brain structural differences by performing voxel-wise statistical comparisons on two groups of images aligned to a common space. This procedure requires highly accurate registration as well as a…

Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…

Methodology · Statistics 2017-07-11 Simon H. Tindemans , Goran Strbac

We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…

Econometrics · Economics 2022-08-30 Abhimanyu Gupta , Xi Qu

Considering a common case where measurements are obtained from independent sensors, we present a novel outlier-robust filter for nonlinear dynamical systems in this work. The proposed method is devised by modifying the measurement model and…

Systems and Control · Electrical Eng. & Systems 2022-01-26 Aamir Hussain Chughtai , Muhammad Tahir , Momin Uppal

This paper is concerned with robust performance criteria for linear continuous time invariant stochastic systems driven by statistically uncertain random processes. The uncertainty is understood as the deviation of imprecisely known…

Optimization and Control · Mathematics 2019-03-06 Igor G. Vladimirov

We investigate distributional properties of a class of spectral spatial statistics under irregular sampling of a random field that is defined on $\mathbb{R}^d$, and use this to obtain a test for isotropy. Within this context, edge effects…

Statistics Theory · Mathematics 2024-01-17 Theresa Eckle , Anne van Delft , Holger Dette

This study presents an experimental investigation of the recently established generalized linear sampling method (GLSM) for non-destructive evaluation of damage in elastic materials. To this end, ultrasonic shear waves are generated in a…

Applied Physics · Physics 2021-05-26 Fatemeh Pourahmadian , Hao Yue

The paper describes the robust algorithm for linear time-invariant plants under parametric uncertainties, external disturbances and high-frequency noises in measurements. The proposed algorithm allows one to reduce the noise impact on the…

Systems and Control · Computer Science 2016-12-30 I. B. Furtat , A. N. Nekhoroshikh

In this paper, we consider the problem of testing the mean vector in the high dimensional settings. We proposed a new robust scalar transform invariant test based on spatial sign. The proposed test statistic is asymptotically normal under…

Methodology · Statistics 2015-06-30 Long Feng , Fasheng Sun

This paper investigates nonlinear bending and buckling behaviours of composite plates characterized by a thickness variation. Layer interfaces are described as functions of inplane coordinates. Top and bottom surfaces of the plate are…

Computational Engineering, Finance, and Science · Computer Science 2016-04-06 T. Le-Manh , Q. Huynh-Van , Thu D. Phan , Huan D. Phan , H. Nguyen-Xuan

Monocular cameras coupled with inertial measurements generally give high performance visual inertial odometry. However, drift can be significant with long trajectories, especially when the environment is visually challenging. In this paper,…

Robotics · Computer Science 2020-06-02 Yanjun Cao , Giovanni Beltrame

The Delta-variance analysis, has proven to be an efficient and accurate method of characterising the power spectrum of interstellar turbulence. The implementation presently in use, however, has several shortcomings. We propose and test an…

Astrophysics · Physics 2009-11-13 V. Ossenkopf , M. Krips , J. Stutzki

In this paper, we propose a robust profile estimation method for the parametric and nonparametric components of a single index model when the errors have a strongly unimodal density with unknown nuisance parameter. Under regularity…

Methodology · Statistics 2018-01-25 Claudio Agostinelli , Ana M. Bianco , Graciela Boente

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

Statistical Finance · Quantitative Finance 2025-10-15 Daniel Cunha Oliveira , Grover Guzman , Nick Firoozye

A key advantage of isogeometric discretizations is their accurate and well-behaved eigenfrequencies and eigenmodes. For degree two and higher, however, optical branches of spurious outlier frequencies and modes may appear due to boundaries…

Numerical Analysis · Mathematics 2022-02-16 Thi-Hoa Nguyen , René R. Hiemstra , Stein K. F. Stoter , Dominik Schillinger

Rapid progress in representation learning has led to a proliferation of embedding models, and to associated challenges of model selection and practical application. It is non-trivial to assess a model's generalizability to new, candidate…

Machine Learning · Computer Science 2022-02-18 Leo Betthauser , Urszula Chajewska , Maurice Diesendruck , Rohith Pesala

A generalization of Passing-Bablok regression is proposed for comparing multiple measurement methods simultaneously. Possible applications include assay migration studies or interlaboratory trials. When comparing only two methods, the…

Methodology · Statistics 2024-01-25 Florian Dufey

Accurate platform localization is an integral component of most robotic systems. As these robotic systems become more ubiquitous, it is necessary to develop robust state estimation algorithms that are able to withstand novel and…

Robotics · Computer Science 2019-10-15 Ryan M. Watson , Jason N. Gross , Clark N. Taylor , Robert C. Leishman

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 :…

Methodology · Statistics 2020-07-27 Rami Mahdi