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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…
math.ST2023
Detecting a late changepoint in the preferential attachment model
Gianmarco Bet, Kay Bogerd, Rui M. Castro +1
Motivated by the problem of detecting a change in the evolution of a network, we consider the preferential attachment random graph model with a time-dependent attachment function.…