相关论文: Control Charts for Poisson Counts based on the Ste…
In practice, there are processes where the in-control mean and standard deviation of a quality characteristic is not stable. In such cases, the coefficient of variation (CV) is a more appropriate measure for assessing process stability. In…
We obtain an approximate Gaussian distribution from a Poisson distribution after doing a change of variable. A new chi-square function is obtained which can be used for parameter estimations and goodness-of-fit testing when adjusting curves…
We first consider the sequential detection of transient signals by generalizing the moving average chart to exponential family and study the false detection probability (FDP) and power of detection (POD) in the steady state. Then windowed…
The missing data problem pervasively exists in statistical applications. Even as simple as the count data in mortality projections, it may not be available for certain age-and-year groups due to the budget limitations or difficulties in…
We address the problem of online change detection in multivariate datastreams, and we introduce QuantTree Exponentially Weighted Moving Average (QT-EWMA), a nonparametric change-detection algorithm that can control the expected time before…
In this paper, we study the problem of computing a Principal Component Analysis of data affected by Poisson noise. We assume samples are drawn from independent Poisson distributions. We want to estimate principle components of a fixed…
Motivated by sequential detection of transient signals in high dimensional data stream, we study the performance of EWMA, MA, CUSUM, and GLRT charts for detecting a transient signal in multivariate data streams in terms of the power of…
The C statistics, also known as the Cash statistic, is often used in astronomy for the analysis of low-count Poisson data. One of the challenges of the C statistic is that its probability distribution, under the null hypothesis that the…
The traditional variable control charts, such as the X-bar chart, are widely used to monitor variation in a process. They have been shown to perform well for monitoring processes under the general assumptions that the observations are…
An alternative to extrinsic information transfer (EXIT) charts called mean squared error (MSE) charts that use a measure related to the MSE instead of mutual information is proposed. Using the relationship between mutual information and…
This paper provides a general framework for Stein's density method for multivariate continuous distributions. The approach associates to any probability density function a canonical operator and Stein class, as well as an infinite…
Monitoring for changes in a predictive relationship represented by a fitted supervised learning model (i.e., concept drift detection) is a widespread problem in modern data-driven applications. A general and powerful Fisher score-based…
Panel count data describes aggregated counts of recurrent events observed at discrete time points. To understand dynamics of health behaviors, the field of quantitative behavioral research has evolved to increasingly rely upon panel count…
We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…
Monitoring of project performance is a crucial task of project managers that significantly affect the project success or failure. Earned Value Management (EVM) is a well-known tool to evaluate project performance and effective technique for…
Control charts for process monitoring are widely used in practice. Most control charts require the monitored (residuals) process to be serially independent (and to satisfy specified distributional assumptions), whereas undetected dependence…
During the last two decades, in statistical process monitoring plentiful new methods appeared with synthetic-type control charts being a prominent constituent. These charts became popular designs for several reasons. The two most important…
Pearson's Chi-square test is a widely used tool for analyzing categorical data, yet its statistical power has remained theoretically underexplored. Due to the difficulties in obtaining its power function in the usual manner, Cochran (1952)…
For a piecewise linear version of the periodic map with anomalous diffusion, the evolution of statistical averages of a class of observables with respect to piecewise constant initial densities is investigated and generalized eigenfunctions…
We study numerically the evolution of energy-level statistics as an integrability-breaking term is added to the XXZ Hamiltonian. For finite-length chains, physical properties exhibit a cross-over from behavior resulting from the Poisson…