From the 1 of 9 linked papers with an AI index.
4 papers · 1 filter
Selfnormalization for relevant inference with supremum-type statistics
Patrick Bastian
The paper proposes a self‑normalized method for testing relevant changes in functional time series measured by the supremum norm, using a smooth log‑sum‑exp approximation and bias‑…
Differentially private testing for relevant dependencies in high dimensions
Patrick Bastian, Holger Dette, Martin Dunsche
We investigate the problem of detecting dependencies between the components of a high-dimensional vector. Our approach advances the existing literature in two important respects. F…
Sequential Outlier Detection in Non-Stationary Time Series
Florian Heinrichs, Patrick Bastian, Holger Dette
A novel method for sequential outlier detection in non-stationary time series is proposed. The method tests the null hypothesis of ``no outlier'' at each time point, addressing the…
Gradual changes in functional time series
Patrick Bastian, Holger Dette
We consider the problem of detecting gradual changes in the sequence of mean functions from a not necessarily stationary functional time series. Our approach is based on the maximu…