相关论文: Signed Sequential Rank Shiryaev-Roberts Schemes

The paper considers a distributed robust estimation problem over a network with directed topology involving continuous time observers. While measurements are available to the observers continuously, the nodes interact according to a…

We propose a new framework for the detection of change-points in online, sequential data analysis. The approach utilizes nearest neighbor information and can be applied to sequences of multivariate observations or non-Euclidean data…

Markov chain Monte Carlo is a widely-used technique for generating a dependent sequence of samples from complex distributions. Conventionally, these methods require a source of independent random variates. Most implementations use…

This paper presents a novel control protocol for robust distance-based formation control with prescribed performance in which agents are subjected to unknown external disturbances. Connectivity maintenance and collision avoidance among…

We introduce set risk measures (SRMs), real-valued maps defined on the family of non-empty closed bounded sets of essentially bounded random variables. SRMs extend traditional scalar risk measures by assigning a single capital requirement…

The principal permanent rank characteristic sequence is a binary sequence $r_0 r_1 \ldots r_n$ where $r_k = 1$ if there exists a principal square submatrix of size $k$ with nonzero permanent and $r_k = 0$ otherwise, and $r_0 = 1$ if there…

We propose a series-based nonparametric specification test for a regression function when data are spatially dependent, the `space' being of a general economic or social nature. Dependence can be parametric, parametric with increasing…

We present new sampling methods in finite population that allow to control the joint inclusion probabilities of units and especially the spreading of sampled units in the population. They are based on the use of renewal chains and…

This paper investigates the mean stability of a class of discrete-time stochastic switched linear systems using the $L^p$-norm joint spectral radius of the probability distributions governing the switched systems. First we prove a converse…

The statistics of records for a time series generated by a continuous time random walk is studied, and found to be independent of the details of the jump length distribution, as long as the latter is continuous and symmetric. However, the…

The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…

This study considers an optimal reinsurance, investment, and dividend strategy control problem for insurance companies in a regulated Markov regime-switching environment, intending to maximize long-run average reward. Unlike existing single…

We prove that for a random walk on the real line whose increments have zero mean and are either integer-valued or spread out (i.e. the distributions of the steps of the walk are eventually non-singular), the Markov chain of overshoots above…

In this article we suggest a new statistical approach considering survival heterogeneity as a breakpoint model in an ordered sequence of time to event variables. The survival responses need to be ordered according to a numerical covariate.…

We study infinite-horizon stochastic optimal control problems with observable side information: a Markov chain that modulates an unknown context-conditional randomness distribution. Since this distribution is unknown, we propose a Bayesian…

The problem of sequential change diagnosis is considered, where observations are obtained on-line, an abrupt change occurs in their distribution, and the goal is to quickly detect the change and accurately identify the post-change…

Sequential change detection is a classical problem with a variety of applications. However, the majority of prior work has been parametric, for example, focusing on exponential families. We develop a fundamentally new and general framework…

Signed networks have been a topic of recent interest in the network control community as they allow studying antagonistic interactions in multi-agent systems. Although dynamical characteristics of signed networks have been well-studied,…

In this paper, we study the simultaneous stability problem of a finite number of locally inter-connected linear subsystems under practical constraints, including asynchronous and aperiodic sampling, time-varying delays, and measurement…

We consider the classical Shiryaev--Roberts martingale diffusion, $(R_t)_{t\ge0}$, restricted to the interval $[0,A]$, where $A>0$ is a preset absorbing boundary. We take yet another look at the well-known phenomenon of quasi-stationarity…