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20202025
most citedAnomaly Detection for a Large Number of Streams: A Permutation-Based Higher Criticism Approach

3 citations · 6 across the 6 of their papers we have counts for

collaborators

6 papers

math.ST2025

Anytime-Valid Tests for Sparse Anomalies

Muriel F. Pérez-Ortiz, Rui M. Castro, Ivo V. Stoepker

We consider the problem of testing sequentially for the presence of sparse anomalies among a large number of data streams. To this end, we design and analyze Anytime-Valid (AV) tes…

stat.ME2024

Inference with Sequential Monte-Carlo Computation of -values: Fast and Valid Approaches

Ivo V. Stoepker, Rui M. Castro

Hypothesis tests calibrated by (re)sampling methods (such as permutation, rank and bootstrap tests) are useful tools for statistical analysis, at the computational cost of requirin…

stat.ME2024★ 2 cited

Efficient Sampling in Disease Surveillance through Subpopulations: Sampling Canaries in the Coal Mine

Ivo V. Stoepker

We consider outbreak detection settings of endemic diseases where the population under study consists of various subpopulations available for stratified surveillance. These subpopu…

math.PR2024

A Holistic Approach for Bitcoin Confirmation Times & Optimal Fee Selection

Rowel Gündlach, Ivo V. Stoepker, Stella Kapodistria +1

Bitcoin is currently subject to a significant pay-for-speed trade-off. This is caused by lengthy and highly variable transaction confirmation times, especially during times of cong…

stat.ME2023★ 1 cited

Sparse Anomaly Detection Across Referentials: A Rank-Based Higher Criticism Approach

Ivo V. Stoepker, Rui M. Castro, Ery Arias-Castro

Detecting anomalies in large sets of observations is crucial in various applications, such as epidemiological studies, gene expression studies, and systems monitoring. We consider…

stat.ME2020★ 3 cited

Anomaly Detection for a Large Number of Streams: A Permutation-Based Higher Criticism Approach

Ivo V. Stoepker, Rui M. Castro, Ery Arias-Castro +1

Anomaly detection when observing a large number of data streams is essential in a variety of applications, ranging from epidemiological studies to monitoring of complex systems. Hi…