相关论文: Stein EWMA Control Charts for Count Processes
The question whether a time series behaves as a random walk or as a station- ary process is an important and delicate problem, particularly arising in financial statistics, econometrics, and engineering. This paper studies the problem to…
Estimating a covariance matrix is an important task in applications where the number of variables is larger than the number of observations. Shrinkage approaches for estimating a high-dimensional covariance matrix are often employed to…
We investigate graphs that can be disconnected into small components by removing a vanishingly small fraction of their vertices. We show that when a quantum network is described by such a graph, the network is efficiently controllable, in…
This article presents a new continuous-time modelling framework for multivariate time series of counts which have an infinitely divisible marginal distribution. The model is based on a mixed moving average process driven by L\'{e}vy noise -…
The Markov-modulated Poisson process is utilised for count modelling in a variety of areas such as queueing, reliability, network and insurance claims analysis. In this paper, we extend the Markov-modulated Poisson process framework through…
Weighted graph states are a natural generalization of graph states, which are generated by applying controlled-phase gates, instead of controlled-Z gates, to a separable state. In this paper, we show that uniformly weighted graph states on…
Estimating spot covariance is an important issue to study, especially with the increasing availability of high-frequency financial data. We study the estimation of spot covariance using a kernel method for high-frequency data. In…
Regression for count data is widely performed by models such as Poisson, negative binomial (NB) and zero-inflated regression. A challenge often faced by practitioners is the selection of the right model to take into account dispersion,…
We obtain a Stein characterisation of the distribution of the product of two correlated normal random variables with non-zero means, and more generally the distribution of the sum of independent copies of such random variables. Our Stein…
Regression control charts are usually used to monitor variables of interest that are related to control variables. However, for fraction and/or proportion data, the use of standard regression control charts may not be adequate, since the…
A frequent challenge encountered with compositional ecological data is how to interpret and model data with a high proportion of zeros and $N$'s. Such data frequently occur in ecological applications where counts of species are collected…
Monitoring often requires insight into the monitored system as well as concrete specifications of expected behavior. More and more systems, however, provide information about their inner procedures by emitting provenance information in a…
A system of renewal equations on a graph provides a framework to describe the exploitation of a biological resource. In this context, we formulate an optimal control problem, prove the existence of an optimal control and ensure that the…
We construct an infinitely exchangeable process on the set $\cate$ of subsets of the power set of the natural numbers $\mathbb{N}$ via a Poisson point process with mean measure $\Lambda$ on the power set of $\mathbb{N}$. Each $E\in\cate$…
In this article, we first review the connection between L\'evy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Using this connection and the L\'evy-Khinchine representation…
Signal processing of uniformly spaced data from stationary stochastic processes with missing samples is investigated. Besides randomly and independently occurring outliers also correlated data gaps are investigated. Non-parametric…
We describe how to analyze the wide class of non stationary processes with stationary centered increments using Shannon information theory. To do so, we use a practical viewpoint and define ersatz quantities from time-averaged probability…
In discrete time, coined quantum walks, the coin degrees of freedom offer the potential for a wider range of controls over the evolution of the walk than are available in the continuous time quantum walk. This paper explores some of the…
To take sample biases and skewness in the observations into account, practitioners frequently weight their observations according to some marginal distribution. The present paper demonstrates that such weighting can indeed improve the…
A wide range of approaches for batch processes monitoring can be found in the literature. This kind of process generates a very peculiar data structure, in which successive measurements of many process variables in each batch run are…