Copertina

Sequential Change Detection in Correlation Structures with Window-Limited Statistics

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Gao, Jie, Xie, Liyan, Li, Zhaoyuan
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Methodology 62L10, 62P99 G.3; J.2
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Sequential FDR and pFDR control under arbitrary dependence, with application to pharmacovigilance database monitoring
di: Hankin, Michael, et al.
Pubblicazione: (2024)

Multiple Regression Analysis of Unmeasured Confounding
di: Knaeble, Brian, et al.
Pubblicazione: (2025)

Improving the adjusted Benjamini--Hochberg method using e-values in knockoff-assisted variable selection
di: Biswas, Aniket, et al.
Pubblicazione: (2026)

Correction of estimator bias in linear regression with categorical covariates with classification error
di: Dias, Alexandre Garcia, et al.
Pubblicazione: (2025)

Case-crossover designs and overdispersion with application in air pollution epidemiology
di: Perreault, Samuel, et al.
Pubblicazione: (2024)

Dynamical Survival Analysis for Modeling Hazard Functions with Nonlinear Systems
di: Liyanage, Dananjani, et al.
Pubblicazione: (2026)

Active sampling: A machine-learning-assisted framework for finite population inference with optimal subsamples
di: Imberg, Henrik, et al.
Pubblicazione: (2022)

Enhancing Visual Interpretability and Explainability in Functional Survival Trees and Forests
di: Loffredo, Giuseppe, et al.
Pubblicazione: (2025)

Visual analysis of bivariate dependence between continuous random variables
di: Erdely, Arturo, et al.
Pubblicazione: (2024)

tidychangepoint: A Unified Framework for Analyzing Changepoint Detection in Univariate Time Series
di: Baumer, Benjamin S., et al.
Pubblicazione: (2024)

A penalized online sequential test of heterogeneous treatment effects for generalized linear models
di: Fang, Zhiqing, et al.
Pubblicazione: (2024)

Semiparametric Volatility Model with Varying Frequencies
di: Benito, Jetrei Benedick R., et al.
Pubblicazione: (2021)

Penalized Sparse Covariance Regression with High Dimensional Covariates
di: Gao, Yuan, et al.
Pubblicazione: (2024)

Round Robin Active Sequential Change Detection for Dependent Multi-Channel Data
di: Chaudhuri, Anamitra, et al.
Pubblicazione: (2024)

Maximum Entropy Estimation of Heterogeneous Causal Effects
di: Knaeble, Brian, et al.
Pubblicazione: (2024)

Sequential Outlier Detection in Non-Stationary Time Series
di: Heinrichs, Florian, et al.
Pubblicazione: (2025)

Proper Correlation Coefficients for Nominal Random Variables
di: Wermuth, Jan-Lukas
Pubblicazione: (2025)

High-Dimensional Change-Point Detection via Angular Kernel Statistics
di: Choudhury, Jyotishka Ray, et al.
Pubblicazione: (2026)

friends.test: rank-based method for feature selection in interaction matrices
di: Suvorikova, Alexandra, et al.
Pubblicazione: (2025)

Temporal discontinuity trials and randomization: success rates versus design strength
di: Knaeble, Brian, et al.
Pubblicazione: (2024)

Covariance-free Bi-fidelity Control Variates Importance Sampling for Rare Event Reliability Analysis
di: Chakroborty, Promit, et al.
Pubblicazione: (2024)

Extended-support beta regression for $[0, 1]$ responses
di: Kosmidis, Ioannis, et al.
Pubblicazione: (2024)

Structured prior distributions for the covariance matrix in latent factor models
di: Heaps, Sarah Elizabeth, et al.
Pubblicazione: (2022)

Computational Study of New Record-Based Transmuted Chen Distribution and Its Applications to the Failure Time and Iron Sheet Data
di: Tanış, Caner
Pubblicazione: (2025)

Record-based transmuted log-logistic distribution: Properties, simulation, and applications to petroleum rock and reactor pump data
di: Tanış, Caner
Pubblicazione: (2025)

Cubic lower record-based transmuted family of distributions: Theory, Estimation, Applications
di: Tanış, Caner
Pubblicazione: (2026)

Additive Logistic Models as Interpretable Likelihood-Ratio Scores for AUC-Based Classification
di: Chang, Yuan-chin Ivan
Pubblicazione: (2015)

Enriched Functional Tree-Based Classifiers: A Novel Approach Leveraging Derivatives and Geometric Features
di: Maturo, Fabrizio, et al.
Pubblicazione: (2024)

Generalized Stochastic Approximation of the Log-Likelihood Ratio for Robust Sequential Change-Point Detection
di: Zabolotnii, Serhii
Pubblicazione: (2026)

Partial Identification of the Average Treatment Effect with Stochastic Counterfactuals and Discordant Twins
di: Knaeble, Brian, et al.
Pubblicazione: (2024)

Variable Selection for Additive Global Fréchet Regression
di: Yang, Haoyi, et al.
Pubblicazione: (2025)

Inference with Sequential Monte-Carlo Computation of $p$-values: Fast and Valid Approaches
di: Stoepker, Ivo V., et al.
Pubblicazione: (2024)

Exchangeable Gaussian Processes for Staggered-Adoption Policy Evaluation
di: Gevorgyan, Hayk, et al.
Pubblicazione: (2026)

Detectability Limits for Intra-Block Temporal Drift in Finite-Key Entanglement-Based QKD
di: Marcelino, Rafael Duarte, et al.
Pubblicazione: (2026)

Practical Boundary Degeneracy and Reverse-Martingale Limits in Sequential Binary Models
di: Chang, Yuan-chin Ivan
Pubblicazione: (2026)

Differentially Private Fisher Randomization Tests for Binary Outcomes
di: Sun, Qingyang, et al.
Pubblicazione: (2025)

Statistical inference for Levy-driven graph supOU processes: From short- to long-memory in high-dimensional time series
di: Mehta, Shreya, et al.
Pubblicazione: (2025)

Projection depth for functional data: Theoretical properties
di: Bočinec, Filip, et al.
Pubblicazione: (2025)

Projection depth for functional data: Practical issues, computation and applications
di: Bočinec, Filip, et al.
Pubblicazione: (2026)

Loss Functions for Detecting Outliers in Panel Data
di: Coleman, Charles D., et al.
Pubblicazione: (2025)