3 papers
math.ST2026
Online Detection of Changes in Moment-Based Projections: When to Retrain Deep Learners or Update Portfolios?
Ansgar Steland
Training deep learning neural networks often requires massive amounts of computational ressources. We propose to sequentially monitor network predictions to trigger retraining only…
math.ST2025
Adaptive Thresholds for Monitoring and Screening in Imbalanced Samples: Optimality and Boosting Sensitivity
Ansgar Steland
Suppose (standardized) measurements or statistics are monitored to raise an alarm when a threshold is exceeded. Often, the underlying population is heterogenous with respect to imp…
math.PR2025
On the Weak Convergence of the Function-Indexed Sequential Empirical Process and its Smoothed Analogue under Nonstationarity
Florian Alexander Scholze, Ansgar Steland
We study the sequential empirical process indexed by general function classes and its smoothed set-indexed analogue. Sufficient conditions for asymptotic equicontinuity are provide…