相关论文: Multidimensional multiscale scanning in Exponentia…

Limits of densities belonging to an exponential family appear in many applications, {e.g.} Gibbs models in Statistical Physics, relaxed combinatorial optimization, coding theory, critical likelihood computations, Bayes priors with singular…

In this paper new tests for the independence of two high-dimensional vectors are investigated. We consider the case where the dimension of the vectors increases with the sample size and propose multivariate analysis of variance-type…

We provide new limit theory for functionals of a general class of processes lying at the boundary between stationarity and nonstationarity -- what we term weakly nonstationary processes (WNPs). This includes, as leading examples, fractional…

We consider the problem of detecting anomalies in the directional distribution of fibre materials observed in 3D images. We divide the image into a set of scanning windows and classify them into two clusters: homogeneous material and…

We investigate the performance of the scan (maximum likelihood ratio statistic) and of the average likelihood ratio statistic in the problem of detecting a deterministic signal with unknown spatial extent in the prototypical univariate…

The statistics of peaks in weak gravitational lensing maps is a promising technique to constrain cosmological parameters in present and future surveys. Here we investigate its power when using general extreme value statistics which is very…

In this review, an outline of the so called Freidlin-Wentzell theory and its recent extensions is given. Broadly, this theory studies the exponential rate at which the probabilities of rare events related to random perturbation of ODE…

We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test under the generalized Neyman-Pearson criterion. In outlier hypothesis testing, one is given multiple…

Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…

This paper concerns the construction of tests for universal hypothesis testing problems, in which the alternate hypothesis is poorly modeled and the observation space is large. The mismatched universal test is a feature-based technique for…

We consider parametric hypotheses testing for multidimensional ergodic diffusion processes observed at discrete time. We propose a family of test statistics, related to the so called $\phi$-divergence measures. By taking into account the…

The methods of statistical physics are widely used for modelling complex networks. Building on the recently proposed Equilibrium Expectation approach, we derive a simple and efficient algorithm for maximum likelihood estimation (MLE) of…

This technical report revisits the analysis of family-wise error rates in statistical parametric mapping - using random field theory - reported in (Eklund et al., 2015). Contrary to the understandable spin that these sorts of analyses…

When simultaneously testing multiple hypotheses, the usual approach in the context of confirmatory clinical trials is to control the familywise error rate (FWER), which bounds the probability of making at least one false rejection. In many…

In a wide variety of situations, anomalies in the behaviour of a complex system, whose health is monitored through the observation of a random vector X = (X1,. .. , X d) valued in R d , correspond to the simultaneous occurrence of extreme…

The assessment of diversity and similarity is relevant in monitoring the status of ecosystems. The respective indicators are based on the taxonomic composition of biological communities of interest, currently estimated through the…

Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…

In this paper we propose the use of $\phi$-divergences as test statistics to verify simple hypotheses about a one-dimensional parametric diffusion process $\de X_t = b(X_t, \theta)\de t + \sigma(X_t, \theta)\de W_t$, from discrete…

Statistical inference for exponential-family models of random graphs with dependent edges is challenging. We stress the importance of additional structure and show that additional structure facilitates statistical inference. A simple…

We study two-faced families of random variables having bi-free infinitely divisible distributions. We prove a limit theorem of the sums of bi-free two-faced pairs of random variables within a triangular array. Then, by using the full Fock…