相关论文: Control Charts for Poisson Counts based on the Ste…

Conway-Maxwell-Poisson (CMP) distributions are flexible generalizations of the Poisson distribution for modelling overdispersed or underdispersed counts. The main hindrance to their wider use in practice seems to be the inability to…

Data-driven damage detection methods achieve damage identification by analyzing changes in damage-sensitive features (DSFs) derived from structural health monitoring (SHM) data. The core reason for their effectiveness lies in the fact that…

Monitoring a process over time is so important in manufacturing processes to reduce the waste of money and time. Some charts as Shewhart, CUSUM, and EWMA are common to monitor a process with a single intended attribute which is used in…

For integer valued random variables, the translated Poisson distributions form a flexible family for approximation in total variation, in much the same way that the normal family is used for approximation in Kolmogorov distance. Using the…

When modeling a directed social network, one choice is to use the traditional preferential attachment model, which generates power-law tail distributions. In a traditional directed preferential attachment, every new edge is added…

We consider the problem of detecting abrupt changes in the distribution of a multi-dimensional time series, with limited computing power and memory. In this paper, we propose a new, simple method for model-free online change-point detection…

We study XY and dimerized XX spin-1/2 chains with random exchange couplings by analytical and numerical methods and scaling considerations. We extend previous investigations to dynamical properties, to surface quantities and operator…

Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…

For parameter estimation of continuous and discrete distributions, we propose a generalization of the method of moments (MM), where Stein identities are utilized for improved estimation performance. The construction of these Stein-type…

In 2020, two novel distributions for the analysis of directional data were introduced: the spherical Cauchy distribution and the Poisson kernel-based distribution. This paper provides a detailed exploration of both distributions within…

We present a real-time multivariate anomaly detection algorithm for data streams based on the Probabilistic Exponentially Weighted Moving Average (PEWMA). Our formulation is resilient to (abrupt transient, abrupt distributional, and gradual…

I investigate the use of Pearson's chi-square statistic, the Maximum Likelihood Ratio statistic for Poisson distributions, and the chi-square-gamma statistic (Mighell 1999, ApJ, 518, 380) for the determination of the goodness-of-fit between…

Monitoring the ratio of two normal random variables plays an important role in several manufacturing environments. For short production runs, however, the control charts assumed infinite processes cannot function effectively to detect…

We study the accuracy of a scaled Poisson approximation to the weighted sum of independent Poisson random variables, focusing on in particular the relative error of the tail distribution. A bound on the relative approximation error is…

A multivariate control chart is designed to monitor process parameters of multiple correlated quality characteristics. Often data on multivariate processes are collected as individual observations, i.e. as vectors one at the time. Various…

Stein's method of exchangeable pairs is examined through five examples in relation to Poisson and normal distribution approximation. In particular, in the case where the exchangeable pair is constructed from a reversible Markov chain, we…

We establish a general inequality on the Poisson space, yielding an upper bound for the distance in total variation between the law of a regular random variable with values in the integers and a Poisson distribution. Several applications…

Stein's (1972) method is a very general tool for assessing the quality of approximation of the distribution of a random element by another, often simpler, distribution. In applications of Stein's method, one needs to establish a Stein…

[ABRIDGED] The Cash statistic, also known as the C stat, is commonly used for the analysis of low-count Poisson data, including data with null counts for certain values of the independent variable. The use of this statistic is especially…

We suggest a new hardcore Poisson-type distribution for Young diagrams with the row lengths from some finite list. A discrete variant of the time-ordered Mat\'{e}rn II process in 1D is employed. This approach is related to that based on the…