相关论文: Detecting Changes in the Second Moment Structure o…

In this paper, we study the problem of testing the mean vectors of high dimensional data in both one-sample and two-sample cases. The proposed testing procedures employ maximum-type statistics and the parametric bootstrap techniques to…

We provide efficient algorithms for the problem of distribution learning from high-dimensional Gaussian data where in each sample, some of the variable values are missing. We suppose that the variables are missing not at random (MNAR). The…

Online change detection involves monitoring a stream of data for changes in the statistical properties of incoming observations. A good change detector will detect any changes shortly after they occur, while raising few false alarms.…

We address the issue of detecting changes of models that lie behind a data stream. The model refers to an integer-valued structural information such as the number of free parameters in a parametric model. Specifically we are concerned with…

We investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some mild mixing conditions, we establish convergence of the test statistic to an…

This paper introduces a $K$-function for assessing second-order properties of inhomogeneous random measures generated by marked point processes. The marks can be geometric objects like fibers or sets of positive volume, and the presented…

In analyzing high-dimensional models, sparsity of the model parameter is a common but often undesirable assumption. In this paper, we study the following two-sample testing problem: given two samples generated by two high-dimensional linear…

We consider the change point testing problem for high-dimensional time series. Unlike conventional approaches, where one tests whether the difference $\delta$ of the mean vectors before and after the change point is equal to zero, we argue…

Detecting changes in high-dimensional vectors presents significant challenges, especially when the post-change distribution is unknown and time-varying. This paper introduces a novel robust algorithm for correlation change detection in…

Tensor-valued data are being encountered increasingly more commonly, in the biological, natural as well as the social sciences. The learning of the unknown model parameter vector given such data, involves covariance modelling of such data,…

In this paper, we propose a new test for testing the equality of two population covariance matrices in the ultra-high dimensional setting that the dimension is much larger than the sizes of both of the two samples. Our proposed methodology…

We study how topological defects manifest themselves in the equal-time two-point field correlator. We consider a scalar field with Z_2 symmetry in 1, 2 and 3 spatial dimensions, allowing for kinks, domain lines and domain walls,…

Motivated by statistical inference problems in high-dimensional time series data analysis, we first derive non-asymptotic error bounds for Gaussian approximations of sums of high-dimensional dependent random vectors on hyper-rectangles,…

State-of-the-art quantum simulators permit local temporal control of interactions and midcircuit readout. These capabilities open the way towards the exploration of intriguing nonequilibrium phenomena. We illustrate this with a kinetically…

In this paper, we propose a class of monitoring statistics for a mean shift in a sequence of high-dimensional observations. Inspired by the recent U-statistic based retrospective tests developed by Wang et al.(2019) and Zhang et al.(2020),…

We consider detection and localization of an abrupt break in the covariance structure of high-dimensional random data. The paper proposes a novel testing procedure for this problem. Due to its nature, the approach requires a properly chosen…

We present a robust test for change-points in time series which is based on the two-sample Hodges-Lehmann estimator. We develop new limit theory for a class of statistics based on the two-sample U-quantile processes, in the case of short…

We develop a testing procedure for distinguishing between a long-range dependent time series and a weakly dependent time series with change-points in the mean. In the simplest case, under the null hypothesis the time series is weakly…

Using recurrences gotten from the Apagodu-Zeilberger Multivariate Almkvist-Zeilberger algorithm we present a linear-time, and constant-space, algorithm to compute the general mixed moments of the k-variate general normal distribution, with…

We assume a second-order source separation model where the observed multivariate time series is a linear mixture of latent, temporally uncorrelated time series with some components pure white noise. To avoid the modelling of noise, we…