Adaptive goodness-of-fit tests based on signed ranks

Within the nonparametric regression model with unknown regression function $l$ and independent, symmetric errors, a new multiscale signed rank statistic is introduced and a conditional multiple test of the simple hypothesis $l=0$ against a nonparametric alternative is proposed. This test is distribution-free and exact for finite samples even in the heteroscedastic case. It adapts in a certain sense to the unknown smoothness of the regression function under the alternative, and it is uniformly consistent against alternatives whose sup-norm tends to zero at the fastest possible rate. The test is shown to be asymptotically optimal in two senses: It is rate-optimal adaptive against H\"{o}lder classes. Furthermore, its relative asymptotic efficiency with respect to an asymptotically minimax optimal test under sup-norm loss is close to 1 in case of homoscedastic Gaussian errors within a broad range of H\"{o}lder classes simultaneously.Comment: Published in at http://dx.doi.org/10.1214/009053607000000992 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Optimal Calibration for Multiple Testing against Local Inhomogeneity in Higher Dimension

Based on two independent samples X_1,...,X_m and X_{m+1},...,X_n drawn from multivariate distributions with unknown Lebesgue densities p and q respectively, we propose an exact multiple test in order to identify simultaneously regions of significant deviations between p and q. The construction is built from randomized nearest-neighbor statistics. It does not require any preliminary information about the multivariate densities such as compact support, strict positivity or smoothness and shape properties. The properly adjusted multiple testing procedure is shown to be sharp-optimal for typical arrangements of the observation values which appear with probability close to one. The proof relies on a new coupling Bernstein type exponential inequality, reflecting the non-subgaussian tail behavior of a combinatorial process. For power investigation of the proposed method a reparametrized minimax set-up is introduced, reducing the composite hypothesis "p=q" to a simple one with the multivariate mixed density (m/n)p+(1-m/n)q as infinite dimensional nuisance parameter. Within this framework, the test is shown to be spatially and sharply asymptotically adaptive with respect to uniform loss on isotropic H\"older classes. The exact minimax risk asymptotics are obtained in terms of solutions of the optimal recovery

mAPN: Modeling, Analysis, and Exploration of Algorithmic and Parallelism Adaptivity

Using parallel embedded systems these days is increasing. They are getting more complex due to integrating multiple functionalities in one application or running numerous ones concurrently. This concerns a wide range of applications, including streaming applications, commonly used in embedded systems. These applications must implement adaptable and reliable algorithms to deliver the required performance under varying circumstances (e.g., running applications on the platform, input data, platform variety, etc.). Given the complexity of streaming applications, target systems, and adaptivity requirements, designing such systems with traditional programming models is daunting. This is why model-based strategies with an appropriate Model of Computation (MoC) have long been studied for embedded system design. This work provides algorithmic adaptivity on top of parallelism for dynamic dataflow to express larger sets of variants. We present a multi-Alternative Process Network (mAPN), a high-level abstract representation in which several variants of the same application coexist in the same graph expressing different implementations. We introduce mAPN properties and its formalism to describe various local implementation alternatives. Furthermore, mAPNs are enriched with metadata to Provide the alternatives with quantitative annotations in terms of a specific metric. To help the user analyze the rich space of variants, we propose a methodology to extract feasible variants under user and hardware constraints. At the core of the methodology is an algorithm for computing global metrics of an execution of different alternatives from a compact mAPN specification. We validate our approach by exploring several possible variants created for the Automatic Subtitling Application (ASA) on two hardware platforms.Comment: 26 PAGES JOURNAL PAPE

Layered evaluation of interactive adaptive systems : framework and formative methods

Peer reviewedPostprin

Report from GI-Dagstuhl Seminar 16394: Software Performance Engineering in the DevOps World

This report documents the program and the outcomes of GI-Dagstuhl Seminar 16394 "Software Performance Engineering in the DevOps World". The seminar addressed the problem of performance-aware DevOps. Both, DevOps and performance engineering have been growing trends over the past one to two years, in no small part due to the rise in importance of identifying performance anomalies in the operations (Ops) of cloud and big data systems and feeding these back to the development (Dev). However, so far, the research community has treated software engineering, performance engineering, and cloud computing mostly as individual research areas. We aimed to identify cross-community collaboration, and to set the path for long-lasting collaborations towards performance-aware DevOps. The main goal of the seminar was to bring together young researchers (PhD students in a later stage of their PhD, as well as PostDocs or Junior Professors) in the areas of (i) software engineering, (ii) performance engineering, and (iii) cloud computing and big data to present their current research projects, to exchange experience and expertise, to discuss research challenges, and to develop ideas for future collaborations