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This is a survey article for "Handbook of Linear Algebra", 2nd ed., Chapman & Hall/CRC, 2014. An informal introduction to representations of quivers and finite dimensional algebras from a linear algebraist's point of view is given. The…

We introduce Poisson double algebroids, and the equivalent concept of double Lie bialgebroid, which arise as second-order infinitesimal counterparts of Poisson double groupoids. We develop their underlying Lie theory, showing how these…

We introduce a factor analysis model that summarizes the dependencies between observed variable groups, instead of dependencies between individual variables as standard factor analysis does. A group may correspond to one view of the same…

This is an expository and introductory note on some results obtained in "Coisotropic embeddings in Poisson manifolds" (ArXiv math/0611480). Some original material is contained in the last two sections, where we consider linear Poisson…

A novel approach for creating ER conceptual models and an algorithm for transforming them to the relational model has been developed by modifying and extending the existing methods. A part of the new algorithm has previously been presented.…

Discussion of "Cross-Covariance Functions for Multivariate Geostatistics" by Genton and Kleiber [arXiv:1507.08017].

In this paper, we will present several new congruences involving binomial coefficients under integer moduli, which are the continuation of the previous two work by Cai \textit{et al.} (2002, 2007).

Models characterized by autoregressive structure and random coefficients are powerful tools for the analysis of high-frequency, high-dimensional and volatile time series. The available literature on such models is broad, but also sectorial,…

Regression plays a key role in many research areas and its variable selection is a classic and major problem. This study emphasizes cost of predictors to be purchased for future use, when we select a subset of them. Its economic aspect is…

We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that…

When prior information is lacking, the go-to strategy for probabilistic inference is to combine a "default prior" and the likelihood via Bayes's theorem. Objective Bayes, (generalized) fiducial inference, etc. fall under this umbrella. This…

The present review presents the authors previous results on the topic from the title in a new light. Most of the previous results were obtained using the techniques of antilinear Hilbert-Schmidt mappings of one Hilbert pace into another,…

In this note a characterization of anallytically Riesz operators is given. This work completes the article [1].

Discussion of "Statistical Inference: The Big Picture" by R. E. Kass [arXiv:1106.2895]

Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]

Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]

Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]

Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]

Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]

Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]