相关论文: The Case against Generally Weighted Moving Average…

It is well-understood that the robustness of mechanical and robotic control systems depends critically on minimizing sensitivity to arbitrary application-specific details whenever possible. For example, if a system is defined and performs…

In this paper we derive control charts for the variance of a Gaussian process using the likelihood ratio approach, the generalized likelihood ratio approach, the sequential probability ratio method and a generalized sequential probability…

Let $D$ be an oriented graph with skew adjacency matrix $S(D)$. Two oriented graphs $D$ and $C$ are said to share the same generalized skew spectrum if $S(D)$ and $S(C)$ have the same eigenvalues, and $J-S(D)$ and $J-S(C)$ also have the…

The classic N p chart gives a signal if the number of successes in a sequence of inde- pendent binary variables exceeds a control limit. Motivated by engineering applications in industrial image processing and, to some extent, financial…

Quantum control can be employed in quantum metrology to improve the precision limit for the estimation of unknown parameters. The optimal control, however, typically depends on the actual values of the parameters and thus needs to be…

In mathematics and engineering, control theory is concerned with the analysis of dynamical systems through the application of suitable control inputs. One of the prominent problems in control theory is controllability which concerns the…

Adaptive trials are now mainstream science. Recently, researchers have taken the adaptive trial concept to its natural conclusion, proposing what we call "Global Cumulative Treatment Analysis" (GCTA). Similar to the adaptive trial, decision…

Properties of weighted averages are studied for the general case that the individual measurements are subject to hidden correlations and have asymmetric statistical as well as systematic errors. Explicit expressions are derived for an…

This paper investigates the controllability of finite-dimensional linear fractional systems involving an uncertain parameter. We establish new results on the simultaneous and average controllability. In particular, we show that average…

Reversible cellular automata are seen as microscopic physical models, and their states of macroscopic equilibrium are described using invariant probability measures. We establish a connection between the invariance of Gibbs measures and the…

A general methodology is presented for the construction and effective use of control variates for reversible MCMC samplers. The values of the coefficients of the optimal linear combination of the control variates are computed, and adaptive,…

Automated variable selection is widely applied in statistical model development. Algorithms like forward, backward or stepwise selection are available in statistical software packages like R and SAS. Many researchers have criticized the use…

We propose distribution-free runs-based control charts for detecting location shifts. Using the fact that given the number of total successes, the outcomes of a sequence of Bernoulli trials are random permutations, we are able to control…

Weighted automata are non-deterministic automata where the transitions are equipped with weights. They can model quantitative aspects of systems like costs or energy consumption. The value of a run can be computed, for example, as the…

Wheelset intermittent over-creeps (WIOs), i.e., slips or slides, can decrease the overall traction and braking performance of Electric Multiple Units (EMUs). However, they are difficult to detect and isolate due to their small magnitude and…

We derive formulas for the efficiency correction of cumulants with many efficiency bins. The derivation of the formulas is simpler than the previously suggested method, but the numerical cost is drastically reduced from the naive method.…

We introduce a new test for conditional independence which is based on what we call the weighted generalised covariance measure (WGCM). It is an extension of the recently introduced generalised covariance measure (GCM). To test the null…

In genome-wide association (GWA) studies the goal is to detect association between one or more genetic markers and a given phenotype. The number of genetic markers in a GWA study can be in the order hundreds of thousands and therefore…

Transformed Generalized Autoregressive Moving Average (TGARMA) models were recently proposed to deal with non-additivity, non-normality and heteroscedasticity in real time series data. In this paper, a Bayesian approach is proposed for…

In preliminary analysis of control charts, one may encounter multiple shifts and/or outliers especially with a large number of observations. The following paper addresses this problem. A statistical model for detecting and estimating…