相关论文: Nonparametric Cusum Charts for Angular Data with A…

We investigate the online detection of changepoints in the distribution of a sequence of observations using degenerate U-statistic-type processes. We study weighted versions of: an ordinary, CUSUM-type scheme, a Page-CUSUM-type scheme, and…

This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…

The alternating direction method of multipliers (ADMM) algorithm is a powerful and flexible tool for complex optimization problems of the form $\min\{f(x)+g(y) : Ax+By=c\}$. ADMM exhibits robust empirical performance across a range of…

This study considers regression analysis of a circular response with an error-prone linear covariate. Starting with an existing estimator of the circular regression function that assumes error-free covariate, three approaches are proposed…

In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…

Change in the coefficients or in the mean of the innovation distribution of an INAR(p) process is a sign of disturbance that is important to detect. The methods of this paper can test for change in any one of these quantities separately, or…

Gravitational lensing of the Cosmic Microwave Background (CMB) encodes cosmological information in the observed anisotropies of temperature and polarization. Accurate extraction of this additional information requires precise modeling of…

The theory of nonlinear spectroscopy on randomly oriented molecules leads to the problem of averaging molecular quantities over the random rotation. We solve this problem for arbitrary tensor rank by deriving a closed-form expression for…

This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…

To combine information from measurements of the redshift-space power spectrum from spectroscopic data with angular weak lensing, galaxy clustering and galaxy-galaxy lensing power spectra from photometric surveys (i.e. the $3 \times 2$ point…

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…

This paper considers the modeling of zero-inflated circular measurements concerning real case studies from medical sciences. Circular-circular regression models have been discussed in the statistical literature and illustrated with various…

This contribution discusses isocurvature modes, in particular the non-Gaussianities of local type generated by these modes. Since the isocurvature transfer functions differ from the adiabatic one, the coexistence of a primordial…

The Gaussian state description of continuous variables is adapted to describe the quantum interaction between macroscopic atomic samples and continuous-wave light beams. The formalism is very efficient: a non-linear differential equation…

We study the nonparametric change point estimation for common changes in the means of panel data. The consistency of estimates is investigated when the number of panels tends to infinity but the sample size remains finite. Our focus is on…

The generalized Marcum functions appear in problems of technical and scientific areas such as, for example, radar detection and communications. In mathematical statistics and probability theory these functions are called the noncentral…

The analysis of absorption features along the line of sight to distant sources is an invaluable tool for observational cosmology, giving a direct insight into the physical and chemical state of the inter/circumgalactic medium. Such…

We address quantum systems isospectral to the harmonic oscillator, as those found within the framework of supersymmetric quantum mechanics, as potential resources for continuous variable quantum information. These deformed oscillator…

We consider the online and nonparametric detection of abrupt and persistent anomalies, such as a change in the regular system dynamics at a time instance due to an anomalous event (e.g., a failure, a malicious activity). Combining the…

This work focuses on angular values of nonautonomous dynamical systems which have been introduced for general random and (non)autonomous dynamical systems in a previous publication [W.-J. Beyn, G. Froyland, and T. H\"uls, SIAM J. Appl. Dyn.…