138 citations
- Universidade Federal de Santa CatarinaBR10 papers
- Northern Illinois UniversityUS9 papers
- Institut national de recherche en sciences et technologies du numériqueFR7 papers
- Instituto Nacional de Matemática Pura e AplicadaBR6 papers
- Universidade de São PauloBR6 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR4 papers
- Centre National de la Recherche ScientifiqueFR4 papers
- École PolytechniqueFR4 papers
- Imperial College LondonGB4 papers
- Brazilian Society of Computational and Applied MathematicsBR3 papers
- Georgia Institute of TechnologyUS3 papers
- Institute of Science and Technology AustriaAT3 papers
4 papers · 1 filter
Spectral density of random graphs: convergence properties and application in model fitting
Suzana de Siqueira Santos, André Fujita, Catherine Matias
Random graph models are used to describe the complex structure of real-world networks in diverse fields of knowledge. Studying their behavior and fitting properties are still criti…
Hypothesis Testing via Euclidean Separation
Vincent Guigues, Anatoli Juditsky, Arkadi Nemirovski
We discuss an "operational" approach to testing convex composite hypotheses when the underlying distributions are heavy-tailed. It relies upon Euclidean separation of convex sets a…
Change Detection via Affine and Quadratic Detectors
Yang Cao, Vincent Guigues, Anatoli Juditsky +2
The goal of the paper is to develop a specific application of the convex optimization based hypothesis testing techniques developed in A. Juditsky, A. Nemirovski, "Hypothesis testi…
A Critical Value Function Approach, with an Application to Persistent Time-Series
Marcelo J. Moreira, Rafael Mourao
Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is common practice to obtain critical values by simulation techniques. This pape…