相关论文: Nonparametric Cusum Charts for Angular Data with A…
The parameter space of nonnegative trigonometric sums (NNTS) models for circular data is the surface of a hypersphere; thus, constructing regression models for a circular-dependent variable using NNTS models can comprise fitting great…
We work in the framework of an inflationary cold dark matter universe with cosmological constant, in which the cosmological inhomogeneities are considered as gravitational lenses for the CMB photons. This lensing deforms the angular…
The use of high-dimensional data for targeted therapeutic interventions requires new ways to characterize the heterogeneity observed across subgroups of a specific population. In particular, models for partially exchangeable data are needed…
An important assumption in the work on testing for structural breaks in time series consists in the fact that the model is formulated such that the stochastic process under the null hypothesis of "no change-point" is stationary. This…
This paper studies methods for testing and estimating change-points in the covariance structure of a high-dimensional linear time series. The assumed framework allows for a large class of multivariate linear processes (including vector…
Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous…
Classical quickest change detection algorithms require modeling pre-change and post-change distributions. Such an approach may not be feasible for various machine learning models because of the complexity of computing the explicit…
There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric mixed models have been used to account for the correlation structures among the…
We employ nonparametric statistical procedures to analyse multitemporal SAR/PolSAR satellite images. The aim is two-fold. We seek parsimony in data representation as well as efficient change detection. For these, wavelets and geostatistical…
We provide theoretical procedures and practical recipes to simulate non-Gaussian correlated, homogeneous random fields with prescribed marginal distributions and cross-correlation structure, either in a N-dimensional Cartesian space or on…
We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the panels in the form of a common factor. A CUSUM type estimator is proposed, and we establish first…
A weakly dependent time series regression model with multivariate covariates and univariate observations is considered, for which we develop a procedure to detect whether the nonparametric conditional mean function is stable in time against…
Congealing is a flexible nonparametric data-driven framework for the joint alignment of data. It has been successfully applied to the joint alignment of binary images of digits, binary images of object silhouettes, grayscale MRI images,…
We discuss non-parametric density estimation and regression for astrophysics problems. In particular, we show how to compute non-parametric confidence intervals for the location and size of peaks of a function. We illustrate these ideas…
In the standard picture of structure formation, initially random-phase fluctuations are amplified by non-linear gravitational instability to produce a final distribution of mass which is highly non-Gaussian and has highly coupled Fourier…
In this paper, we consider the problem of (multiple) change-point detection in panel data. We propose the double CUSUM statistic which utilises the cross-sectional change-point structure by examining the cumulative sums of ordered CUSUMs at…
We have developed an algorithm for non-parametric fitting and extraction of statistically significant peaks in the presence of statistical and systematic uncertainties. Applications of this algorithm for analysis of high-energy collision…
We propose a new approach, the calibrated nonparametric scan statistic (CNSS), for more accurate detection of anomalous patterns in large-scale, real-world graphs. Scan statistics identify connected subgraphs that are interesting or…
We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of a known parametric form but with unknown parameters. We…
We develop practical schemes for the measurement of the covariance matrix for intrinsic angular-momentum variables in quantum optics. We particularize this approach to two-beam polarimetry and interferometry, as well as to ensembles of…