相关论文: The Bispectral Aliasing Test: A Clarification and …

Although unbiasedness is a basic property of a good test, many tests on vector parameters or scalar parameters against two-sided alternatives are not finite-sample unbiased. This was already noticed by Sugiura [Ann. Inst. Statist. Math. 17…

Asymmetric steering is an effect whereby an inseparable bipartite system can be found to be described by either quantum mechanics or local hidden variable theories depending on which one of Alice or Bob makes the required measurements. We…

AB testing evaluates the difference between a control and a treatment in a statistically rigorous manner. Continuous monitoring allows statistical evaluation of an AB test as it proceeds. One goal of continuous monitoring is early stopping…

Pulsars of very different types - isolated objects, and binaries with short- and long-period orbits, white-dwarf and neutron-star companions - provide the means to test both the predictions of general relativity and the viability of…

This note addresses identification of the $A$-matrix in continuous time linear dynamical systems on state-space form. If this matrix is partially known or known to have a sparse structure, such knowledge can be used to simplify the…

Two-sample tests evaluate whether two samples are realizations of the same distribution (the null hypothesis) or two different distributions (the alternative hypothesis). We consider a new setting for this problem where sample features are…

Outlier hypothesis testing is studied in a universal setting. Multiple sequences of observations are collected, a small subset of which are outliers. A sequence is considered an outlier if the observations in that sequence are distributed…

Stochastic resonance is a well established phenomenon, which proves relevant for a wide range of applications, of broad trans-disciplinary breath. Consider a one dimensional bistable stochastic system, characterized by a deterministic…

We explore the problem of binary classification in machine learning, with a twist - the classifier is allowed to abstain on any datum, professing ignorance about the true class label without committing to any prediction. This is directly…

Testing for causation, defined as the preceding impact of the past values of one variable on the current value of another one when all other pertinent information is accounted for, is increasingly utilized in empirical research of the…

Bayesian inference is used to extract unknown parameters from gravitational wave signals. Detector noise is typically modelled as stationary, although data from the LIGO and Virgo detectors is not stationary. We demonstrate that the…

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…

Alias analysis, which determines whether two expressions in a program may reference to the same object, has many potential applications in program construction and verification. We have developed a theory for alias analysis, the "alias…

A number of ill-posed inverse problems in signal processing, like blind deconvolution, matrix factorization, dictionary learning and blind source separation share the common characteristic of being bilinear inverse problems (BIPs), i.e. the…

Factor analysis is over a century old, but it is still problematic to choose the number of factors for a given data set. The scree test is popular but subjective. The best performing objective methods are recommended on the basis of…

This paper explores conditions of existence of different types of consistent tests. New links of these types of consistency are also established. The existence of discernible (strong consistent) tests follows from the existence of pointwise…

We propose a new asymptotic test to assess the stationarity of a time series' mean that is applicable in the presence of both heteroscedasticity and short-range dependence. Our test statistic is composed of Gini's mean difference of local…

This article develops a statistical test for the null hypothesis of strict stationarity of a discrete time stochastic process in the frequency domain. When the null hypothesis is true, the second order cumulant spectrum is zero at all the…

We consider the problem of detection of sparse anomalies when monitoring a large number of data streams continuously in time. This problem is addressed using anytime-valid tests. In the context of a normal-means model and for a fixed…

In this article, we survey some controversial problems concerning the idea of erasing Which Way information proposed in recent years. A statistical examination of these proposals suggests that whenever the Bayesian rule is taken into…