Benjamin Yakir

Approximating the Variance of the Conditional Probability of the State of a Hidden Markov Model (2007)

In a hidden Markov model, one "estimates" the state of the hidden Markov chain at t by computing via the forwards-backwards algorithm the conditional distribution of the state vector given the...

Approximating the Variance of the Conditional Probability of the State of a Hidden Markov Model (2007)

In a hidden Markov model, one "estimates" the state of the hidden Markov chain at t by computing via the forwards-backwards algorithm the conditional distribution of the state vector given the...

Approximating the Variance of the Conditional Probability of the State of a Hidden Markov Model (2007)

In a hidden Markov model, one "estimates" the state of the hidden Markov chain at t by computing via the forwards-backwards algorithm the conditional distribution of the state vector given the...

An Urn Model of Diaconis (2004)

In a hidden Markov model, one "estimates" the state of the hidden Markov chain at t by computing via the forwards-backwards algorithm the conditional distribution of the state vector given the...

Large deviations for global maxima of independent superadditive processes with negative drift and an application to optimal sequence alignments (2004)

An urn model of Diaconis and some generalizations are discussed. A convergence theorem is proved that implies for Diaconis' model that the empirical distribution of balls in the urn converges with...

Grossmann,Steffen, Yakir,Benjamin

We examine the distribution of the global maximum of an independent superadditive process with negative drift. We show that, under certain conditions, the distribution’s upper tail decays...

Large deviations for global maxima of independent superadditive processes with negative drift and an application to optimal sequence alignments (2004)

Grossmann, Steffen, Yakir, Benjamin

We examine the distribution of the global maximum of an independent superadditive process with negative drift. We show that, under certain conditions, the distribution's upper tail decays...

Large deviations for global maxima of independent superadditive processes with negative drift and an application to optimal sequence alignments (2004)

Grossmann, Steffen, Yakir, Benjamin

We examine the distribution of the global maximum of an independent superadditive process with negative drift. We show that, under certain conditions, the distribution’s upper tail decays...

Correction: Approximate $p$-values for local sequence alignments (2003)

Inference about a secondary process following a sequential trial (2003)

Hall, W. J., Yakir, Benjamin

We consider the following sequential testing problem. A group‐sequential or fully‐sequential test is carried out for a primary parameter, using a score process or an effective score...

Linkage disequilibrium patterns of the human genome across populations (2003)

Shifman, Sagiv, Kuypers, Jane, Kokoris, Mark, Yakir, Benjamin, Darvasi, Ariel

We studied the patterns of linkage disequilibrium (LD) in the human genome among three populations: African Americans, Caucasians and Ashkenazi Jews. These three populations represent admixed,...

An efficient haplotyping method with DNA pools (2002)

Inbar, Ester, Yakir, Benjamin, Darvasi, Ariel

Determination of haplotype frequencies (the joint distribution of genetic markers) in large population samples is a powerful tool for association studies. This is due to their greater extent of...

Approximate $p$-values for local sequence alignments (2000)

Tail probabilities for the null distribution of scanning statistics (2000)

Assume that two sequences from a finite alphabet are optimally aligned according to a scoring system that rewards similarities according to a general scoring scheme and penalizes gaps (insertions and...

Detecting a change in regression: first-order optimality (1999)

This paper is concerned with statistics that scan a multidimensional spatial region to detect a signal against a noisy background. The background is modelled as independent observations from an...

Krieger, Abba M., Pollak, Moshe, Yakir, Benjamin

Observations are generated according to a regression with normal error as a function of time,when the process is in control. The process potentially changes at some unknown point oftime and then the...

A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations (1998)

Pollak, Moshe, Yakir, Benjamin

The probability that a stochastic process with negative drift exceed a value a often has a renewal-theoretic approximation as $a \to \infty$. Except for a process of iid random variables, this...

On the average run length to false alarm in surveillance problems which possess an invariance structure (1998)

A note on optimal detection of a change in distribution (1997)

Surveillance can be based, in some change-point detection problems, on a sequence of invariant statistics. Gordon and Pollak prove that, under certain conditions, the average run length (ARL) to...

Dynamic sampling policy for detecting a change in distribution, with a probability bound on false alarm (1996)

Suppose $X_1, X_2, \dots, X_{\nu - 1}$ are iid random variables with distribution $F_0$, and $X_{\nu}, X_{\nu + 1}, \dots$ are are iid with distributed $F_1$. The change point $\nu$ is unknown. The...

A lower bound on the ARL to detection of a change with a probability constraint on false alarm (1996)

We show that if dynamic sampling is feasible, then there exist surveillance schemes that satisfy a probability constraint on false alarm. Procedures are suggested for detecting a change of a normal...