相关论文: Autocorrelation Test under Frequent Mean Shifts

The aim of this paper it to establish sufficient conditions for consistency of moving block bootstrap for non-stationary time series with periodic and almost periodic structure. The parameter of the study is the mean value of the…

The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures…

We present a general and flexible framework for detecting regime changes in complex, non-stationary data across multi-trial experiments. Traditional change point detection methods focus on identifying abrupt changes within a single time…

Autocorrelation is a defining characteristic of time-series data, where each observation is statistically dependent on its predecessors. In the context of deep time-series forecasting, autocorrelation arises in both the input history and…

Iterative-based methods have become mainstream in stereo matching due to their high performance. However, these methods heavily rely on labeled data and face challenges with unlabeled real-world data. To this end, we propose a…

Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical…

The correlation measure is a testimony of the pseudorandomness of a sequence $\infw{s}$ and provides information about the independence of some parts of $\infw{s}$ and their shifts. Combined with the well-distribution measure, a sequence…

Two main approaches in simultaneous inference are intersection-union tests and union-intersection tests. For intersection-union hypotheses, the classical IUT based on marginal p-values and the all-in-alternative UIT are compared. Depending…

This article proposes a novel test for the martingale difference hypothesis based on the martingale difference divergence function, a recently developed dependence measure suitable for measuring the degree of conditional mean dependence of…

In spite of considerable practical importance, current algorithmic fairness literature lacks technical methods to account for underlying geographic dependency while evaluating or mitigating bias issues for spatial data. We initiate the…

Data samples generated by several real world processes are dynamic in nature \textit{i.e.}, their characteristics vary with time. Thus it is not possible to train and tackle all possible distributional shifts between training and inference,…

Mixture proportion estimation (MPE) aims to estimate class priors from unlabeled data. This task is a critical component in weakly supervised learning, such as PU learning, learning with label noise, and domain adaptation. Existing MPE…

In this paper, we consider the fundamental problem of testing for monotone trend in a time series. While the term "trend" is commonly used and has an intuitive meaning, it is first crucial to specify its exact meaning in a hypothesis…

We present a generalised estimator for the autocorrelation function, S-ACF, which is an extended version of the standard estimator of the autocorrelation function (ACF). S-ACF is a versatile definition that can robustly and efficiently…

In the context of a pandemic like COVID-19, and until most people are vaccinated, proactive testing and interventions have been proved to be the only means to contain the disease spread. Recent academic work has offered significant evidence…

A restrictive assumption in change point analysis is "stationarity under the null hypothesis of no change-point", which is crucial for asymptotic theory but not very realistic from a practical point of view. For example, if change point…

Many challenging tasks in sensor networks, including sensor calibration, ranking of nodes, monitoring, event region detection, collaborative filtering, collaborative signal processing, {\em etc.}, can be formulated as a problem of solving a…

Uncertainty is critical to reliable decision-making with machine learning. Conformal prediction (CP) handles uncertainty by predicting a set on a test input, hoping the set to cover the true label with at least $(1-\alpha)$ confidence. This…

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

This paper proposes parametric and non-parametric hypothesis testing algorithms for detecting anisotropy -- rotational variance of the covariance function in random fields. Both algorithms are based on resampling mechanisms, which enable…