Nonanticipating estimation applied to sequential analysis and changepoint detection

Suppose a process yields independent observations whose distributions belong to a family parameterized by \theta\in\Theta. When the process is in control, the observations are i.i.d. with a known parameter value \theta_0. When the process is out of control, the parameter changes. We apply an idea of Robbins and Siegmund [Proc. Sixth Berkeley Symp. Math. Statist. Probab. 4 (1972) 37-41] to construct a class of sequential tests and detection schemes whereby the unknown post-change parameters are estimated. This approach is especially useful in situations where the parametric space is intricate and mixture-type rules are operationally or conceptually difficult to formulate. We exemplify our approach by applying it to the problem of detecting a change in the shape parameter of a Gamma distribution, in both a univariate and a multivariate setting.Comment: Published at http://dx.doi.org/10.1214/009053605000000183 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Deep Space Station (DSS-13) automation demonstration

The data base collected during a six month demonstration of an automated Deep Space Station (DSS 13) run unattended and remotely controlled is summarized. During this period, DSS 13 received spacecraft telemetry data from Voyager, Pioneers 10 and 11, and Helios projects. Corrective and preventive maintenance are reported by subsystem including the traditional subsystems and those subsystems added for the automation demonstration. Operations and maintenance data for a comparable manned Deep Space Station (DSS 11) are also presented for comparison. The data suggests that unattended operations may reduce maintenance manhours in addition to reducing operator manhours. Corrective maintenance for the unmanned station was about one third of the manned station, and preventive maintenance was about one half

Node Synchronization for the Viterbi Decoder

Motivated by the needs of NASA's Voyager 2 mission, in this paper we describe an algorithm which detects and corrects losses of node synchronization in convolutionally encoded data. This algorithm, which would be implemented as a hardware device external to a Viterbi decoder, makes statistical decisions about node synch based on the hard-quantized undecoded data stream. We will show that in a worst-case Voyager environment, our method will detect and correct a true loss of synch (thought to be a very rare event) within several hundred bits; many of the resulting outages will be corrected by the outer Reed-Solomon code. At the same time, the mean time between false alarms is on the order of several years, independent of the signal-to-noise ratio

Integrated risk of asymptotically bayes sequential tests

For general multiple-decision testing problems, and even two-decision problems involving more than two states of nature, how to construct sequential procedures which are optimal (e.g. minimax, Bayes, or even admissible) is an open question. In the absence of optimality results, many procedures have been proposed for problems in this category. Among these are the procedures studied in Wald and Sobel (1949), DonnellY. (1957), Anderson (1960), and Schwarz (1962), all of which are discussed in the introduction of the paper by Kiefer and Sacks (1963) along with investigations in sequential design of experiments (notably those of Chernoff (1959) and Albert (1961)) which can be regarded as considering, inter alia, the (non-design) sequential testing problem. The present investigation concerns certain procedures which are asymptotically Bayes as the cost per observation, c, approaches zero and are definable by a simple rule: continue sampling until the a posteriori risk of stopping is less than Qc (where Q is a fixed positive number), and choose a terminal decision having minimum a posteriori risk. This rule, with Q = 1, was first considered by Schwarz and was shown to be asymptotically Bayes, under mild assumptions, by Kiefer and Sacks (whose results easily extend to the case of arbitrary Q > 0). Given an a priori distribution, F, and cost per observation, c, we shall use δ_F( Qc) to denote the procedure defined by this rule and δ_F * (c) to denote a Bayes solution with respect to F and c. The result of Kiefer and Sacks, for Q = 1, states that rc(F, δF(c)),....., r_c(F, δ_F*(c)) as c ~ 0, where rc(F, δ) is the integrated risk of δ when F is the a priori distribution and c is the cost per observation. The principal aim of the present work is to construct upper bounds (valid for all c > 0) on the difference r_c(F, δF(Qc)) - rc(F, δF*(c)), so that one can determine values of c (or the probabilities of error) small enough to insure that simple asymptotically optimum procedures are reasonably efficient

The Law of Unintended Consequences: The Far-Reaching Effects of Same-Sex Marriage Ban Amendments

In 2004, thirteen states passed same-sex marriage ban amendments in response to a Massachusetts ruling from the previous year that sanctioned marriage for gay couples. Most of the amendments contained two prongs that defined marriage and also prohibited legal recognition of unmarried relationships in an attempt to avoid marriage substitutes, such as civil unions. These amendments not only blatantly discriminate against same-sex couples by barring them from marriage, but the amendments also insidiously cause further damage by using undefined and ambiguous language capable of discriminating against gays and lesbians in ways not admitted by the proponents and not intended by the voters. One such unintended consequence is occurring in the State of Ohio where the Amendment is being interpreted to exclude both homosexual and heterosexual unmarried couples from the state’s domestic violence laws. Several state courts have held that the domestic violence laws conflict with the recently-enacted Amendment by unlawfully recognizing a legal status for unmarried couples. This Note will address the duplicity of marriage amendments and discuss the aftermath as it is unfolding for domestic violence victims in Ohio. While the courts are unlikely to allow this unintended consequence affecting domestic violence victims to proceed, it is unfortunate that the intended consequence of intolerance towards gays will continue

A method of detecting radio transients

Radio transients are sporadic signals and their detection requires that the backends of radio telescopes be equipped with the appropriate hardware and software to undertake this. Observational programs to detect transients can be dedicated or they can piggy-back on observations made by other programs. It is the single-dish single-transient (non-periodical) mode which is considered in this paper. Because neither the width of a transient nor the time of its arrival is known, a sequential analysis in the form of a cumulative sum (cusum) algorithm is proposed here. Computer simulations and real observation data processing are included to demonstrate the performance of the cusum. The use of the Hough transform is here proposed for the purpose of non-coherent de-dispersion. It is possible that the detected transients could be radio frequency interferences (RFI) and a procedure is proposed here which can distinguish between celestial signals and man-made RFI. This procedure is based on an analysis of the statistical properties of the signals

Henri Temianka Correspondence; (lorden)

https://digitalcommons.chapman.edu/temianka_correspondence/2326/thumbnail.jp