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The Chernoff information between two probability measures is a statistical divergence measuring their deviation defined as their maximally skewed Bhattacharyya distance. Although the Chernoff information was originally introduced for bounding the Bayes error in statistical hypothesis testing, the divergence found many other applications due to its empirical robustness property found in applications ranging from information fusion to quantum information. From the viewpoint of information theory, the Chernoff information can also be interpreted as a minmax symmetrization of the Kullback–Leibler divergence. In this paper, we first revisit the Chernoff information between two densities of a measurable Lebesgue space by considering the exponential families induced by their geometric mixtures: The so-called likelihood ratio exponential families. Second, we show how to (i) solve exactly the Chernoff information between any two univariate Gaussian distributions or get a closed-form formula using symbolic computing, (ii) report a closed-form formula of the Chernoff information of centered Gaussians with scaled covariance matrices and (iii) use a fast numerical scheme to approximate the Chernoff information between any two multivariate Gaussian distributions. [ABSTRACT FROM AUTHOR]

In many hypothesis testing applications, we have mixed priors, with well-motivated informative priors for some parameters but not for others. The Bayesian methodology uses the Bayes factor and is helpful for the informative priors, as it incorporates Occam's razor via the multiplicity or trials factor in the look-elsewhere effect. However, if the prior is not known completely, the frequentist hypothesis test via the false-positive rate is a better approach, as it is less sensitive to the prior choice. We argue that when only partial prior information is available, it is best to combine the two methodologies by using the Bayes factor as a test statistic in the frequentist analysis. We show that the standard frequentist maximum likelihood-ratio test statistic corresponds to the Bayes factor with a non-informative Jeffrey's prior. We also show that mixed priors increase the statistical power in frequentist analyses over the maximum likelihood test statistic. We develop an analytic formalism that does not require expensive simulations and generalize Wilks' theorem beyond its usual regime of validity. In specific limits, the formalism reproduces existing expressions, such as the p-value of linear models and periodograms. We apply the formalism to an example of exoplanet transits, where multiplicity can be more than 10 7 . We show that our analytic expressions reproduce the p-values derived from numerical simulations. We offer an interpretation of our formalism based on the statistical mechanics. We introduce the counting of states in a continuous parameter space using the uncertainty volume as the quantum of the state. We show that both the p-value and Bayes factor can be expressed as an energy versus entropy competition. [ABSTRACT FROM AUTHOR]

Guaranteeing safety of navigation within the Netherlands Continental Shelf (NCS), while efficiently using its ocean mapping resources, is a key task of Netherlands Hydrographic Service (NLHS) and Rijkswaterstaat (RWS). Resurvey frequencies depend on seafloor dynamics and the aim of this research is to model the seafloor dynamics to predict changes in seafloor depth that would require resurveying. Characterisation of the seafloor dynamics is based on available time series of bathymetry data obtained from the acoustic remote sensing method of both single-beam echosounding (SBES) and multibeam echosounding (MBES). This time series is used to define a library of mathematical models describing the seafloor dynamics in relation to spatial and temporal changes in depth. An adaptive, functional model selection procedure is developed using a nodal analysis (0D) approach, based on statistical hypothesis testing using a combination of the Overall Model Test (OMT) statistic and Generalised Likelihood Ratio Test (GLRT). This approach ensures that each model has an equal chance of being selected, when more than one hypothesis is plausible for areas that exhibit varying seafloor dynamics. This ensures a more flexible and rigorous decision on the choice of the nominal model assumption. The addition of piecewise linear models to the library offers another characterisation of the trends in the nodal time series. This has led to an optimised model selection procedure and parameterisation of each nodal time series, which is used for the spatial and temporal predictions of the changes in the depths and associated uncertainties. The model selection results show that the models can detect the changes in the seafloor depths with spatial consistency and similarity, particularly in the shoaling areas where tidal sandwaves are present. The predicted changes in depths and uncertainties are translated into a probability risk-alert map by evaluating the probabilities of an indicator variable exceeding a certain decision threshold. This research can further support the decision-making process when optimising resurvey frequencies. [ABSTRACT FROM AUTHOR]

Integration of Information and Communication Technology (ICT) in modern smart grids (SGs) offers many advantages including the use of renewables and an effective way to protect, control and monitor the energy transmission and distribution. To reach an optimal operation of future energy systems, availability, integrity and confidentiality of data should be guaranteed. Research on the cyber-physical security of electrical substations based on IEC 61850 is still at an early stage. In the present work, we first model the network traffic data in electrical substations, then, we present a statistical Anomaly Detection (AD) method to detect Denial of Service (DoS) attacks against the Generic Object Oriented Substation Event (GOOSE) network communication. According to interpretations on the self-similarity and the Long-Range Dependency (LRD) of the data, an Auto-Regressive Fractionally Integrated Moving Average (ARFIMA) model was shown to describe well the GOOSE communication in the substation process network. Based on this ARFIMA-model and in view of cyber-physical security, an effective model-based AD method is developed and analyzed. Two variants of the statistical AD considering statistical hypothesis testing based on the Generalized Likelihood Ratio Test (GLRT) and the cumulative sum (CUSUM) are presented to detect flooding attacks that might affect the availability of the data. Our work presents a novel AD method, with two different variants, tailored to the specific features of the GOOSE traffic in IEC 61850 substations. The statistical AD is capable of detecting anomalies at unknown change times under the realistic assumption of unknown model parameters. The performance of both variants of the AD method is validated and assessed using data collected from a simulation case study. We perform several Monte-Carlo simulations under different noise variances. The detection delay is provided for each detector and it represents the number of discrete time samples after which an anomaly is detected. In fact, our statistical AD method with both variants (CUSUM and GLRT) has around half the false positive rate and a smaller detection delay when compared with two of the closest works found in the literature. Our AD approach based on the GLRT detector has the smallest false positive rate among all considered approaches. Whereas, our AD approach based on the CUSUM test has the lowest false negative rate thus the best detection rate. Depending on the requirements as well as the costs of false alarms or missed anomalies, both variants of our statistical detection method can be used and are further analyzed using composite detection metrics. [ABSTRACT FROM AUTHOR]

We introduce a new multivariate regression model based on the generalized Poisson distribution, which we called geographically-weighted multivariate generalized Poisson regression (GWMGPR) model, and we present a maximum likelihood step-by-step procedure to obtain parameters for it. We use the maximum likelihood ratio test to examine the significance of the regression parameters and to define their critical region. [ABSTRACT FROM AUTHOR]