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The goal of this paper is an exhaustive investigation of the link between the tail measure of a regularly varying time series and its spectral tail process, independently introduced in Owada and Samorodnitsky (2012) and Basrak and Segers…

Probability · Mathematics 2018-07-17 Clément Dombry , Enkelejd Hashorva , Philippe Soulier

In outlier hypothesis testing, one aims to detect outlying sequences among a given set of sequences, where most sequences are generated i.i.d. from a nominal distribution while outlying sequences (outliers) are generated i.i.d. from a…

Signal Processing · Electrical Eng. & Systems 2024-09-10 Lina Zhu , Lin Zhou

The dynamical behavior of switched affine systems is known to be more intricate than that of the well-studied switched linear systems, essentially due to the existence of distinct equilibrium points for each subsystem. First, under…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Matteo Della Rossa , Lucas N. Egidio , Raphaël M. Jungers

A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is shown to be equivalent to weak convergence of the conditional…

Probability · Mathematics 2007-07-27 Bojan Basrak , Johan Segers

This paper contains two finite-sample results concerning the sign test. First, we show that the sign-test is unbiased with independent, non-identically distributed data for both one-sided and two-sided hypotheses. The proof for the…

Econometrics · Economics 2024-02-13 Yong Cai

Invariance-based randomization tests -- such as permutation tests, rotation tests, or sign changes -- are an important and widely used class of statistical methods. They allow drawing inferences under weak assumptions on the data…

Statistics Theory · Mathematics 2022-05-31 Edgar Dobriban

We propose a formal proof of the undecidability of the model checking problem for alternating- time temporal logic under imperfect information and perfect recall semantics. This problem was announced to be undecidable according to a…

Logic in Computer Science · Computer Science 2011-02-22 Catalin Dima , Ferucio Laurentiu Tiplea

A time-domain test for the assumption of second order stationarity of a functional time series is proposed. The test is based on combining individual cumulative sum tests which are designed to be sensitive to changes in the mean, variance…

Statistics Theory · Mathematics 2018-08-14 Axel Bücher , Holger Dette , Florian Heinrichs

Bipartite temporal Bell inequalities are similar to the usual Bell inequalities except that, instead of changing the direction of the polariser at each measurement, one changes the time at which the measurement is being performed. By doing…

Quantum Physics · Physics 2020-11-18 Kenta Ando , Vincent Vennin

Bayesian Model Calibration is used to revisit the problem of scaling factor calibration for semi-empirical correction of ab initio calculations. A particular attention is devoted to uncertainty evaluation for scaling factors, and to their…

Data Analysis, Statistics and Probability · Physics 2009-01-12 Pascal Pernot

Bayesian Model Calibration is used to revisit the problem of scaling factor calibration for semi-empirical correction of ab initio harmonic properties (e.g. vibrational frequencies and zero-point energies). A particular attention is devoted…

Chemical Physics · Physics 2016-11-15 Pascal Pernot , Fabien Cailliez

Symmetry tests provide an important probe for the structure of elementary particle interactions and for the validity of the standard model. However, it is pointed out that in the interpretation of such experiments one must keep in mind that…

High Energy Physics - Phenomenology · Physics 2011-04-15 Barry R. Holstein

The existence of incompatible measurements, epitomized by Heisenberg's uncertainty principle, is one of the distinctive features of quantum theory. So far, quantum incompatibility has been studied for measurements that test the preparation…

Quantum Physics · Physics 2017-03-16 Michal Sedlak , Daniel Reitzner , Giulio Chiribella , Mario Ziman

The problem of testing instantaneous causality between variables with time-varying unconditional variance is investigated. It is shown that the classical tests based on the assumption of stationary processes must be avoided in our non…

Applications · Statistics 2014-04-14 Quentin Giai Gianetto , Hamdi Raissi

The sampling rate of input and output signals is known to play a critical role in the identification and control of dynamical systems. For slow-sampled continuous-time systems that do not satisfy the Nyquist-Shannon sampling condition for…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Rodrigo A. González , Max van Haren , Tom Oomen , Cristian R. Rojas

We consider the issue of biases in scholarly research, specifically, in peer review. There is a long standing debate on whether exposing author identities to reviewers induces biases against certain groups, and our focus is on designing…

Methodology · Statistics 2020-01-01 Ivan Stelmakh , Nihar B. Shah , Aarti Singh

Linear least squares regression is subject to bias due to an omitted variable, a mismeasured regressor, or simultaneity. A simple test to detect the bias is proposed and explored in simulation and in real data sets.

Econometrics · Economics 2025-08-25 Eric Blankmeyer

We present a Bayesian analysis of the epistemology of analogue experiments with particular reference to Hawking radiation. First, we prove that such experiments can be confirmatory in Bayesian terms based upon appeal to 'universality…

History and Philosophy of Physics · Physics 2019-06-13 Radin Dardashti , Stephan Hartmann , Karim P. Y. Thébault , Eric Winsberg

This article deals with the solution of linear ill-posed equations in Hilbert spaces. Often, one only has a corrupted measurement of the right hand side at hand and the Bakushinskii veto tells us, that we are not able to solve the equation…

Numerical Analysis · Mathematics 2020-07-07 Bastian Harrach , Tim Jahn , Roland Potthast

Bugs, misconfiguration, and malware can cause ballot-marking devices (BMDs) to print incorrect votes. Several approaches to testing BMDs have been proposed. In logic and accuracy testing (LAT) and parallel or live testing, auditors input…

Applications · Statistics 2022-07-27 Philip B. Stark , Ran Xie
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