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This paper develops a threshold regression model where an unknown relationship between two variables nonparametrically determines the threshold. We allow the observations to be cross-sectionally dependent so that the model can be applied to…

Econometrics · Economics 2021-01-29 Yoonseok Lee , Yulong Wang

A common problem in health research is that we have a large database with many variables measured on a large number of individuals. We are interested in measuring additional variables on a subsample; these measurements may be newly…

Methodology · Statistics 2022-03-22 Thomas Lumley , Tong Chen

Percolation is a concept widely used in many fields of research and refers to the propagation of substances through porous media (e.g., coffee filtering), or the behaviour of complex networks (e.g., spreading of diseases). Percolation…

Soft Condensed Matter · Physics 2015-12-02 Wolf B. Dapp , Martin H. Müser

We consider the random lasing from a weakly scattering medium and demonstrate that the distribution of the threshold gain over the ensemble of statistically independent finite-size samples is universal. Universality stems from the facts…

Disordered Systems and Neural Networks · Physics 2009-11-10 V. M. Apalkov , M. E. Raikh

The presence of measurement error is a widespread issue which, when ignored, can render the results of an analysis unreliable. Numerous corrections for the effects of measurement error have been proposed and studied, often under the…

Methodology · Statistics 2023-06-29 Dylan Spicker , Michael Wallace , Grace Yi

Let $\alpha_n(\cdot)=P\bigl(X_{n+1}\in\cdot\mid X_1,\ldots,X_n\bigr)$ be the predictive distributions of a sequence $(X_1,X_2,\ldots)$ of $p$-dimensional random vectors. Suppose $$\alpha_n= \mathcal{N} _p (M_n,Q_n)$$ where…

Statistics Theory · Mathematics 2024-09-17 Samuele Garelli , Fabrizio Leisen , Luca Pratelli , Pietro Rigo

For the nonparametric regression models with covariates contaminated with normal measurement errors, this paper proposes an extrapolation algorithm to estimate the nonparametric regression functions. By applying the conditional expectation…

Methodology · Statistics 2021-07-28 Weixing Song , Kanwal Ayub , Jianhong Shi

The method is described and tested for analysis of statistical parameters of reduced neutron widths distributions accounting for possibility of coexistence of superposition of some functions with non-zero mean values of neutron amplitude…

Nuclear Experiment · Physics 2011-05-31 A. M. Sukhovoj , V. A. Khitrov

The main contribution of this paper is a mathematical definition of statistical sparsity, which is expressed as a limiting property of a sequence of probability distributions. The limit is characterized by an exceedance measure~$H$ and a…

Methodology · Statistics 2018-05-24 Peter McCullagh , Nicholas Polson

This paper examines nonparametric regression with an exogenous threshold variable, allowing for an unknown number of thresholds. Given the number of thresholds and corresponding threshold values, we first establish the asymptotic properties…

Economics · Quantitative Finance 2018-02-26 Yan-Yu Chiou , Mei-Yuan Chen , Jau-er Chen

Recent work has made it clear that the ``standard model'' of pulsar radio emission cannot be the full answer. Some fundamental assumptions about the magnetic field and plasma flow in the radio-loud region have been called into question by…

Astrophysics · Physics 2007-05-23 J. A. Eilek , T. H. Hankins , A. Jessner

This work considers distributed sensing and transmission of sporadic random samples. Lower bounds are derived for the reconstruction error of a single normally or uniformly-distributed finite-dimensional vector imperfectly measured by a…

Information Theory · Computer Science 2015-11-20 Ayşe Ünsal , Raymond Knopp

The propagation of a narrow-band signal radiated by a point source in a randomly layered absorbing medium is studied asymptotically in the weak-scattering limit. It is shown that in a disordered stratified medium that is homogeneous on…

Disordered Systems and Neural Networks · Physics 2009-11-07 V. D. Freilikher , Yu. V. Tarasov

A method is suggested allowing for the improvement of accuracy of self-similar factor and root approximants, constructed from asymptotic series. The method is based on performing a power transform of the given asymptotic series, with the…

Statistical Mechanics · Physics 2007-05-23 S. Gluzman , V. I. Yukalov

Almost every numerical task can be cast as extrapolation with respect to the fidelity or tolerance parameters of a consistent numerical method. This perspective enables probabilistic uncertainty quantification and optimal experimental…

Methodology · Statistics 2026-04-03 Chris. J. Oates , Richard Howey , Toni Karvonen

Recently, quantum corrections to optical conductivity of disordered metals up to the UV region were observed. Although this increase of conductivity with frequency, also called anti-Drude behaviour, should disappear at the electron…

Materials Science · Physics 2021-06-01 S. Kern , P. Neilinger , D. Manca , J. Greguš , S. Volkov , M. Grajcar

We introduce a new notion of "matrix potential" to nonlinear optical systems. In terms of a matrix potential $g$, we present a gauge field theoretic formulation of the Maxwell-Bloch equation that provides a semiclassical description of the…

solv-int · Physics 2009-10-30 Q-Han Park , H. J. Shin

Consider a scalar reflected diffusion $(X_t:t\geq 0)$, where the unknown drift function $b$ is modelled nonparametrically. We show that in the low frequency sampling case, when the sample consists of $(X_0,X_\Delta,...,X_{n\Delta})$ for…

Statistics Theory · Mathematics 2019-04-16 Sven Wang

With the help of mathematical technique of irreducible tensors the multipole expansion for the probability amplitude of spontaneous radiation of a quantum system is derived. It is shown that the found series represents the total radiation…

Atomic Physics · Physics 2014-10-09 M. Ya. Agre

Conventional sampling and interpolation commonly rely on discrete measurements. In this paper, we develop a theoretical framework for extrapolation of signals in higher dimensions from knowledge of the continuous waveform on bounded…

Signal Processing · Electrical Eng. & Systems 2020-08-04 Cornelius Frankenbach , Pablo Martínez-Nuevo , Martin Møller , Walter Kellermann