相关论文: Nonparametric Adaptive CUSUM Chart for Detecting A…

In many temporally ordered data sets, it is observed that the parameters of the underlying distribution change abruptly at unknown times. The detection of such changepoints is important for many applications. While this problem has been…

In this paper, we study the offline change point localization problem in a sequence of dependent nonparametric random dot product graphs. To be specific, assume that at every time point, a network is generated from a nonparametric random…

In many applications, a control procedure is required to detect potential deviations in a panel of serially correlated processes. It is common that the processes are corrupted by noise and that no prior information about the in-control data…

The problem of quickest detection of a change in the distribution of a $n\times p$ random matrix based on a sequence of observations having a single unknown change point is considered. The forms of the pre- and post-change distributions of…

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…

The field of quickest change detection (QCD) concerns design and analysis of algorithms to estimate in real time the time at which an important event takes place and identify properties of the post-change behavior. The goal is to devise a…

In the problem of quickest change detection (QCD), a change occurs at some unknown time in the distribution of a sequence of independent observations. This work studies a QCD problem where the change is either a bad change, which we aim to…

We consider adaptive control problem in presence of nonlinear parametrization of uncertainties in the model. It is shown that despite traditional approaches require for domination in the control loop during adaptation, it is not often…

Control of network systems with uncertain local dynamics has remained an open problem for a long time. In this paper, a distributed minimax adaptive control algorithm is proposed for such networks whose local dynamics has an uncertain…

In this paper, adaptive set-point regulation controllers for discrete-time nonlinear systems are constructed. The system to be controlled is assumed to have a parametric uncertainty, and an excitation signal is used in order to obtain the…

Computable phenotypes are used to characterize patients and identify outcomes in studies conducted using healthcare claims and electronic health record data. Chart review studies establish reference labels against which computable…

We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of multivariate or non-Euclidean observations. We study a nonparametric framework that utilizes similarity information…

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…

A key assumption in the theory of nonlinear adaptive control is that the uncertainty of the system can be expressed in the linear span of a set of known basis functions. While this assumption leads to efficient algorithms, it limits…

The analysis of platform trials can be enhanced by utilizing non-concurrent controls. Since including this data might also introduce bias in the treatment effect estimators if time trends are present, methods for incorporating…

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…

Control charts are important tools to monitor quality of products. One of useful applications is to monitor the proportion of non-conforming products. However, in practical applications, measurement error is ubiquitous and may occur due to…

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…

Change-point detection, detecting an abrupt change in the data distribution from sequential data, is a fundamental problem in statistics and machine learning. CUSUM is a popular statistical method for online change-point detection due to…