3 papers
eess.SY2026
Outage Identification from Electricity Market Data: Quickest Change Detection Approach
Milad Hoseinpour, Shubhanshu Shekhar, Vladimir Dvorkin
Power system outages expose market participants to significant financial risk unless promptly detected and hedged. We develop an outage identification method from public market sig…
math.ST2025
Active Nonparametric Two-Sample Testing by Betting on Heterogeneous Data Sources
Chia-Yu Hsu, Shubhanshu Shekhar
We study the problem of active nonparametric sequential two-sample testing over multiple heterogeneous data sources. In each time slot, a decision-maker adaptively selects one of $…
math.ST2025
Optimal Anytime-Valid Tests for Composite Nulls
Shubhanshu Shekhar
We consider the problem of designing optimal level- power-one tests for composite nulls. Given a parameter and a stream of -valued observations $\{X_n:…