相关论文: Change-Point Detection and Bootstrap for Hilbert S…
In this paper we consider a dynamic Erd\H{o}s-R\'{e}nyi random graph with independent identically distributed edge processes. Our aim is to describe the joint evolution of the entries of a subgraph count vector. The main result of this…
We investigate the dependence of the center-of-mass tomogram of a system with many degrees of freedom $N$ on the Planck constant $\hbar $. It is shown that to use the central limit theorem under taking the limit $N\to +\infty $ one should…
We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to…
We propose deep learning methods for classical Monge's optimal mass transportation problems, where where the distribution constraint is treated as penalty terms defined by the maximum mean discrepancy in the theory of Hilbert space…
Because of the curse-of-dimensionality, high-dimensional processes present challenges to traditional multivariate statistical process monitoring (SPM) techniques. In addition, the unknown underlying distribution and complicated dependency…
In the extreme value analysis of time series, not only the tail behavior is of interest, but also the serial dependence plays a crucial role. Drees and Rootz\'en (2010) established limit theorems for a general class of empirical processes…
Offline change point detection retrospectively locates change points in a time series. Many nonparametric methods that target i.i.d. mean and variance changes fail in the presence of nonlinear temporal dependence, and model based methods…
We study the extremes for a class of a symmetric stable random fields with long range dependence. We prove functional extremal theorems both in the space of sup measures and in the space of cadlag functions of several variables. The limits…
In this study, we introduce the first-of-its-kind class of tests for detecting change points in the distribution of a sequence of independent matrix-valued random variables. The tests are constructed using the weighted square integral…
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a unified framework, with a number of possible applications in auction…
We study the problem of testing, using only a single sample, between mean field distributions (like Curie-Weiss, Erd\H{o}s-R\'enyi) and structured Gibbs distributions (like Ising model on sparse graphs and Exponential Random Graphs). Our…
A stochastic SIR epidemic model taking into account the heterogeneity of the spatial environment is constructed. The deterministic model is given by a partial differential equation and the stochastic one by a space-time jump Markov process.…
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…
Recently Batsidis \textit{et al.} (2011) have presented a new procedure based on divergence measures for testing the hypothesis of the existence of a change point in exponential populations. A simulation study was carried out, in this…
We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an…
That data follow a Gompertz distribution is a widely used assumption in diverse fields of applied sciences, e.g., in biology or when analysing survival times. Since misspecified models may lead to false conclusions, assessing the fit of the…
We consider an analysis of variance type problem, where the sample observations are random elements in an infinite dimensional space. This scenario covers the case, where the observations are random functions. For such a problem, we propose…
The ground state critical properties of the Random Field Ising Model (RFIM) on the diamond hierarchical lattice are investigated via a combining method encompassing real space renormalization group and an exact recurrence procedure. The…
Simple elastic models of spin-crossover compounds are known empirically to exhibit classical critical behavior. We demonstrate how the long-ranged interactions responsible for this behavior arise naturally upon integrating out mechanical…
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…