Related papers: Estimating a monotone trend
A monotone self-mapping of the nonnegative orthant induces a monotone discrete-time dynamical system which evolves on the same orthant. If with respect to this system the origin is attractive then there must exists points whose image under…
We consider the nonparametric estimation of the intensity function of a Poisson point process in a circular model from indirect observations $N_1,\ldots,N_n$. These observations emerge from hidden point process realizations with the target…
We pose the approximation problem for scalar nonnegative input-output systems via impulse response convolutions of finite order, i.e. finite order moving averages, based on repeated observations of input/output signal pairs. The problem is…
In this paper, we study the problem of determining $k$ anomalous random variables that have different probability distributions from the rest $(n-k)$ random variables. Instead of sampling each individual random variable separately as in the…
Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion…
Non-trivial analysis problems require posets with infinite ascending and descending chains. In order to compute reasonably precise post-fixpoints of the resulting systems of equations, Cousot and Cousot have suggested accelerated fixpoint…
We present some new nonparametric estimators of entropies and we establish almost sure consistency and central limit Theorems for some of the most important entropies in the discrete case. Our theorical results are validated by simulations.
We address the problem of estimating the parameters of a time-homogeneous Markov chain given only noisy, aggregate data. This arises when a population of individuals behave independently according to a Markov chain, but individual sample…
In this work, we investigate the stability issue of the inverse problem of determining the locations and time-dependent amplitudes of point sources in a parabolic equation with a non-self adjoint elliptic operator from boundary…
We discuss a time-harmonic inverse scattering problem for the Helmholtz equation with compactly supported penetrable and possibly inhomogeneous scattering objects in an unbounded homogeneous background medium, and we develop a monotonicity…
This work addresses the finite-time enclosing control problem where a set of followers are deployed to encircle and rotate around multiple moving targets with a predefined spacing pattern in finite time. A novel distributed and continuous…
This paper considers the problem of adaptive estimation of a non-homogeneous intensity function from the observation of n independent Poisson processes having a common intensity that is randomly shifted for each observed trajectory. We show…
We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…
Stationary points or derivative zero crossings of a regression function correspond to points where a trend reverses, making their estimation scientifically important. Existing approaches to uncertainty quantification for stationary points…
We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…
The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of…
Continuous data assimilation addresses time-dependent problems with unknown initial conditions by incorporating observations of the solution into a nudging term. For the prototypical heat equation with variable conductivity and the Neumann…
We consider regular lattices of coupled chaotic maps. Depending on lattice size, there may exist a window in parameter space where complete synchronization is eventually attained after a transient regime. Close outside this window, an…
We address the task of estimating multiple trajectories from unlabeled data. This problem arises in many settings, one could think of the construction of maps of transport networks from passive observation of travellers, or the…
This paper proposes IV-based estimators for the semiparametric distribution regression model in the presence of an endogenous regressor, which are based on an extension of IV probit estimators. We discuss the causal interpretation of the…