相关论文: A Note on Efficient Performance Evaluation of the …
In survival studies it is important to record the values of key longitudinal covariates until the occurrence of event of a subject. For this reason, it is essential to study the association between longitudinal and time-to-event outcomes…
Recurrence quantification analysis is a method for measuring the complexity of dynamical systems. Recurrence determinism is a fundamental characteristic of it, closely related to correlation sum. In this paper, we study asymptotic behavior…
We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…
{\it SimRank} is a classic measure of the similarities of nodes in a graph. Given a node $u$ in graph $G =(V, E)$, a {\em single-source SimRank query} returns the SimRank similarities $s(u, v)$ between node $u$ and each node $v \in V$. This…
We examine the convergence properties of sequences of nonnegative real numbers that satisfy a particular class of recursive inequalities, from the perspective of proof theory and computability theory. We first establish a number of results…
In the practical industry, the most commonly used application of statistical analysis for monitoring the process mean is the control chart. Control charts are generated based on the presumption that we have a sample from a stable process.…
Simulation-based planning with rollouts is a widely-deployed technique for decision making in stochastic environments. The primary instrument of simulation-based planning is a sampling model, which is repeatedly called to generate…
Windowed recurrences are sliding window calculations where a function is applied iteratively across the window of data, and are ubiquitous throughout the natural, social, and computational sciences. In this monograph we explore the…
The sum of Log-normal variates is encountered in many challenging applications such as in performance analysis of wireless communication systems and in financial engineering. Several approximation methods have been developed in the…
As has long been known to computer scientists, the performance of probabilistic algorithms characterized by relatively large runtime fluctuations can be improved by applying a restart, i.e., episodic interruption of a randomized…
Detecting abrupt changes in the community structure of a network from noisy observations is a fundamental problem in statistics and machine learning. This paper presents an online change detection algorithm called Spectral-CUSUM to detect…
Interprocedural analysis is at the heart of numerous applications in programming languages, such as alias analysis, constant propagation, etc. Recursive state machines (RSMs) are standard models for interprocedural analysis. We consider a…
We investigate the probability distributions of the recurrence intervals $\tau$ between consecutive 1-min returns above a positive threshold $q>0$ or below a negative threshold $q<0$ of two indices and 20 individual stocks in China's stock…
We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated Gaussian vector. The asymptotic behavior…
Monitoring time-between-events (TBE) data, where the goal is to track the time between consecutive events, has important applications across various fields. Many existing schemes for monitoring multivariate TBE data suffer from inherent…
We study a CUSUM (cumulative sums) procedure for the detection of changes in the means of weakly dependent time series within an abstract Hilbert space framework. We use an empirical projection approach via a principal component…
Runtime Verification deals with the question of whether a run of a system adheres to its specification. This paper studies runtime verification in the presence of partial knowledge about the observed run, particularly where input values may…
In this paper, we consider a non-Bayesian sequential change detection based on the Cumulative Sum (CUSUM) algorithm employed by an energy harvesting sensor where the distributions before and after the change are assumed to be known. In a…
A new bivariate partial sum process for locally stationary time series is introduced and its weak convergence to a Brownian sheet is established. This construction enables the development of a novel self-normalized CUSUM test statistic for…
This article proposes omnibus portmanteau tests for contrasting adequacy of time series models. The test statistics are based on combining the autocorrelation function of the conditional residuals, the autocorrelation function of the…