相关论文: A Note on Efficient Performance Evaluation of the …

Recurrence plots provide a graphical representation of the recurrent patterns in a timeseries, the quantification of which is a relatively new field. Here we derive analytical expressions which relate the values of key statistics, notably…

We address the question as to why, in the semiclassical limit, classically chaotic systems generically exhibit universal quantum spectral statistics coincident with those of Random Matrix Theory. To do so, we use a semiclassical resummation…

Change point tests for abrupt changes in the mean of functional data, i.e., random elements in infinite-dimensional Hilbert spaces, are either based on dimension reduction techniques, e.g., based on principal components, or directly based…

Fast convergent, accurate, computationally efficient, parallelizable, and robust matrix inversion and parameter estimation algorithms are required in many time-critical and accuracy-critical applications such as system identification,…

Continuous-time reinforcement learning (CTRL) provides a principled framework for sequential decision-making in environments where interactions evolve continuously over time. Despite its empirical success, the theoretical understanding of…

Monitoring the ratio of two normal random variables plays an important role in several manufacturing environments. For short production runs, however, the control charts assumed infinite processes cannot function effectively to detect…

Let $T\$ be a stopping time associated with a sequence of independent random variables $Z_{1},Z_{2},...$ . By applying a suitable change in the probability measure we present relations between the moment or probability generating functions…

Given a real-world graph, how can we measure relevance scores for ranking and link prediction? Random walk with restart (RWR) provides an excellent measure for this and has been applied to various applications such as friend recommendation,…

In this paper we aim to assess linear relationships between the non constant variances of economic variables. The proposed methodology is based on a bootstrap cumulative sum (CUSUM) test. Simulations suggest a good behavior of the test for…

Sequential estimators are proposed for the relative risk, odds ratio, log relative risk or log odds ratio of a dichotomous attribute in two populations. The estimators take the same number of observations from each population, and guarantee…

Strong mixing property holds for a broad class of linear and nonlinear time series models such as ARMA and GARCH models. In this article we study correlation structure of strong mixing sequences, and some asymptotic properties are…

In non-linear estimations, it is common to assess sampling uncertainty by bootstrap inference. For complex models, this can be computationally intensive. This paper combines optimization with resampling: turning stochastic optimization into…

We consider change-point tests based on rank statistics to test for structural changes in long-range dependent observations. Under the hypothesis of stationary time series and under the assumption of a change with decreasing change-point…

Monitoring a process over time is so important in manufacturing processes to reduce the waste of money and time. Some charts as Shewhart, CUSUM, and EWMA are common to monitor a process with a single intended attribute which is used in…

The advent of modern data collection and processing techniques has seen the size, scale, and complexity of data grow exponentially. A seminal step in leveraging these rich datasets for downstream inference is understanding the…

Remaining Useful Life (RUL) of a component or a system is defined as the length from the current time to the end of the useful life. Accurate RUL estimation plays a crucial role in Predictive Maintenance applications. Traditional regression…

Parameter-dependent statistical properties of spectra of totally connected irregular quantum graphs with Neumann boundary conditions are studied. The autocorrelation functions of level velocities c(x) and c(w,x) as well as the distributions…

The problem of quickest change detection (QCD) under transient dynamics is studied, where the change from the initial distribution to the final persistent distribution does not happen instantaneously, but after a series of transient phases.…

Assessing goodness of fit to a given distribution plays an important role in computational statistics. The Probability integral transformation (PIT) can be used to convert the question of whether a given sample originates from a reference…

We analyze the efficiency of parallelization and restart mechanisms for stochastic simulations in model-free settings, where the underlying system dynamics are unknown. Such settings are common in Reinforcement Learning (RL) and rare event…