相关论文: Nonparametric Cusum Charts for Angular Data with A…
The Exponentially Weighted Moving Average (EWMA) and Cumulative Sum (CUSUM) control charts have been used in profile monitoring to track drift shifts that occur in a monitored process. We construct Bayesian EWMA and Bayesian CUSUM charts…
We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned…
We consider the problem of change-point estimation of the instantaneous phase of an observed time series. Such change points, or phase shifts, can be markers of information transfer in complex systems; their analysis occurring in geology,…
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…
We introduce a new method for the estimation of the angular parameters [i.e., central directions of arrival (DOAs) and angular spreads] of multiple non-circular and incoherently-distributed (ID) sources and thoroughly analyze its…
In highly nonlinear systems such as the ones commonly found in astrodynamics, Gaussian distributions generally evolve into non-Gaussian distributions. This paper introduces a method for effectively controlling non-Gaussian distributions in…
A new method for analyzing point patterns produced by the evolution of gravitational clustering is presented. The method is taken from the study of molecular liquids, where it has been introduced for making a statistical description of…
The cumulative sum (CUSUM) process is often used in change point analysis to detect changes in the mean of sequentially observed data. We provide a full description of the asymptotic distribution of $L^p, 1\leq p <\infty$, functionals of…
In recent years, self-starting methods have garnered increasing attention in Statistical Process Control and Monitoring (SPC/M), as they offer real-time disorder detection without the need for a calibration phase (Phase I). This study…
We propose new tests to detect a change in the mean of a time series. Like many existing tests, the new ones are based on the CUSUM process. Existing CUSUM tests require an estimator of a scale parameter to make them asymptotically…
In this paper, we develop a theoretical analysis to efficiently handle superpositions of waves with concentrated wavevector and frequency spectra, allowing an easy analytical description of fields with interesting transverse profiles.…
The statistical analysis of covariance matrices occurs in many important applications, e.g. in diffusion tensor imaging and longitudinal data analysis. We consider the situation where it is of interest to estimate an average covariance…
The paper overviews and investigates several nonparametric methods of estimating covariograms. It provides a unified approach and notation to compare the main approaches used in applied research. The primary focus is on methods that utilise…
Online change detection involves monitoring a stream of data for changes in the statistical properties of incoming observations. A good change detector will detect any changes shortly after they occur, while raising few false alarms.…
Using a semi-parametric approach based on the fourth-order Edgeworth expansion for the unknown signal distribution, we derive an explicit expression for the likelihood detection statistic in the presence of non-normally distributed…
This paper proposes parametric and non-parametric hypothesis testing algorithms for detecting anisotropy -- rotational variance of the covariance function in random fields. Both algorithms are based on resampling mechanisms, which enable…
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…
Gaussianity is the very base for derivation of the cosmological parameters from the CMB angular power spectrum. Non-Gaussian signal, whether originated from experimental error or primordial source, could mimic extra power in the power…
In a variety of different settings cumulative sum (CUSUM) procedures have been applied for the sequential detection of structural breaks in the parameters of stochastic models. Yet their performance depends strongly on the time of change…
The Sudden Approximation is applied to invert structural data on randomly corrugated surfaces from inert atom scattering intensities. Several expressions relating experimental observables to surface statistical features are derived. The…