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For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…

Computation · Statistics 2023-04-07 Wei Zheng , Ting Tian , Xueqin Wang

We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…

Methodology · Statistics 2022-08-26 Paul B. Rohrbach , Robert L. Jack

The so-called constrained least mean-square algorithm is one of the most commonly used linear-equality-constrained adaptive filtering algorithms. Its main advantages are adaptability and relative simplicity. In order to gain analytical…

Systems and Control · Computer Science 2015-02-26 Reza Arablouei , Kutluyıl Doğançay , Stefan Werner

When the study variable is functional and storage capacities are limited or transmission costs are high, selecting with survey sampling techniques a small fraction of the observations is an interesting alternative to signal compression…

Statistics Theory · Mathematics 2013-02-15 Hervé Cardot , Camelia Goga , Pauline Lardin

Small-scale plasticity problems are often characterised by different patterning behaviours ranging from macroscopic down to the atomistic scale. In successful models of such complex behaviour, its origin lies within non-convexity of the…

Computational Physics · Physics 2018-11-01 F. Bormann , R. H. J. Peerlings , M. G. D. Geers

Asymptotic optimality is a key theoretical property in model averaging. Due to technical difficulties, existing studies rely on restricted weight sets or the assumption that there is no true model with fixed dimensions in the candidate set.…

Statistics Theory · Mathematics 2024-11-15 Wenchao Xu , Xinyu Zhang

A common goal in observational research is to estimate marginal causal effects in the presence of confounding variables. One solution to this problem is to use the covariate distribution to weight the outcomes such that the data appear…

Methodology · Statistics 2020-08-18 Kevin P. Josey , Elizabeth Juarez-Colunga , Fan Yang , Debashis Ghosh

In this paper, we develop a general theory of truncated inverse binomial sampling. In this theory, the fixed-size sampling and inverse binomial sampling are accommodated as special cases. In particular, the classical Chernoff-Hoeffding…

Statistics Theory · Mathematics 2019-08-20 Xinjia Chen

Grouped data are commonly encountered in applications. The Bernstein polynomial model is proposed as an approximate model in this paper for estimating a univariate density function based on grouped data. The coefficients of the Bernstein…

Methodology · Statistics 2015-07-21 Zhong Guan

A theory of superefficiency and adaptation is developed under flexible performance measures which give a multiresolution view of risk and bridge the gap between pointwise and global estimation. This theory provides a useful benchmark for…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Mark G. Low

Surface roughness is an important quantity to many engineering and precision manufacturing disciplines. In this paper we investigate the problem of estimating the root-mean-square roughness of a sample by passive linear optical methods. By…

We study the consistency of sample mean-variance portfolios of arbitrarily high dimension that are based on Bayesian or shrinkage estimation of the input parameters as well as weighted sampling. In an asymptotic setting where the number of…

Portfolio Management · Quantitative Finance 2015-05-30 Francisco Rubio , Xavier Mestre , Daniel P. Palomar

We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictors through positive-definite kernels. In order to go beyond…

Machine Learning · Computer Science 2019-06-19 Ulysse Marteau-Ferey , Dmitrii Ostrovskii , Francis Bach , Alessandro Rudi

Uncertainty is prevalent in engineering design, data-driven problems, and decision making broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to address uncertainty by formulating and solving conservative…

Optimization and Control · Mathematics 2024-04-05 Johannes O. Royset

Motivated by a wide-spread use of convex optimization techniques, convexity properties of bit error rate of the maximum likelihood detector operating in the AWGN channel are studied for arbitrary constellations and bit mappings, which may…

Information Theory · Computer Science 2009-12-31 Sergey Loyka , Victoria Kostina , Francois Gagnon

We introduce a new analysis of an adaptive mixture method that combines outputs of two constituent filters running in parallel to model an unknown desired signal. This adaptive mixture is shown to achieve the mean square error (MSE)…

Systems and Control · Computer Science 2012-03-20 Mehmet A. Donmez , Sait Tunc , Suleyman S. Kozat

Alternating projection method has been used in a wide range of engineering applications since it is a gradient-free method (without requiring tuning the step size) and usually has fast speed of convergence. In this paper, we formalize two…

Optimization and Control · Mathematics 2019-07-23 Zhihui Zhu , Xiao Li

Quantum resource theories (QRTs) provide a unified framework to analyze quantum properties as resources for achieving advantages in quantum information processing. The generalized robustness and the weight of resource have been gaining…

Quantum Physics · Physics 2024-04-24 Kohdai Kuroiwa , Ryuji Takagi , Gerardo Adesso , Hayata Yamasaki

The finite volume algorithm for absorption correction developed by Wunch and Prewitt is examined. This algorithm is based on the numerical integration of the transmission function where three-dimensional quadratic surfaces define the sample…

Materials Science · Physics 2024-10-14 Jose A. Rodriguez-Rivera , Chris Stock

Multiple sampling strategies commonly used in molecular dynamics, such as umbrella sampling and alchemical free energy methods, involve sampling from multiple thermodynamic states. Commonly, the data are then recombined to construct…

Statistical Mechanics · Physics 2023-06-14 Xiang Sherry Li , Brian Van Koten , Aaron R. Dinner , Erik H. Thiede
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