English
Related papers

Related papers: Asymptotics of the odometer function for the inter…

200 papers

This work addresses the distributed estimation problem in a set membership framework. The agents of a network collect measurements which are affected by bounded errors, thus implying that the unknown parameters to be estimated belong to a…

Optimization and Control · Mathematics 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani

Let $(X_t)_{t \geq 0}$ be a diffusion process defined on a compact Riemannian manifold, and for $\alpha > 0$, let $$ \mu_t^{(\alpha)} = \frac{\alpha}{t^\alpha} \int_{0}^{t} \delta_{X_s} \, s^{\alpha - 1} \mathrm{d} s $$ be the associated…

Probability · Mathematics 2023-10-04 Jie-Xiang Zhu

Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…

Methodology · Statistics 2018-09-05 Nina Munkholt Jakobsen , Michael Sørensen

We show that the type function of a space with finite asymptotic dimension estimates its Hilbert (or any $l^p$) compression. The method allows to obtain the lower bound of the compression of the lamplighter group $Z\wr Z$, which has…

Geometric Topology · Mathematics 2010-05-13 S. R. Gal

Recent works have combined monocular event camera and inertial measurement unit to estimate the $SE(3)$ trajectory. However, the asynchronicity of event cameras brings a great challenge to conventional fusion algorithms. In this paper, we…

Robotics · Computer Science 2025-01-03 Xudong Li , Zhixiang Wang , Zihao Liu , Yizhai Zhang , Fan Zhang , Xiuming Yao , Panfeng Huang

An anomalous diffusion model for ion channel gating is put forward. This scheme is able to describe non-exponential, power-law like distributions of residence time intervals in several types of ion channels. Our method presents a…

Biological Physics · Physics 2007-05-23 Igor Goychuk , Peter Hanggi

Integral representations play a prominent role in the analysis of entire functions. The representations of generalized Mittag-Leffler type functions and their asymptotics have been (and still are) investigated by plenty of authors in…

Complex Variables · Mathematics 2017-10-31 Christian Lavault

In this paper the asymptotic distribution of estimators is derived in a general regression setting where rank restrictions on a submatrix of the coefficient matrix are imposed and the regressors can include stationary or I(1) processes.…

Statistics Theory · Mathematics 2012-11-08 Dietmar Bauer

We consider the asymptotic behavior of posterior distributions and Bayes estimators based on observations which are required to be neither independent nor identically distributed. We give general results on the rate of convergence of the…

Statistics Theory · Mathematics 2009-09-29 Subhashis Ghosal , Aad van der Vaart

Let $N(t)$ be the collection of particles alive at time $t$ in a branching Brownian motion in $\mathbb{R}^d$, and for $u\in N(t)$, let $\mathbf{X}_u(t)$ be the position of particle $u$ at time $t$. For $\theta\in \mathbb{R}^d$, we define…

Probability · Mathematics 2023-10-31 Haojie Hou , Yan-Xia Ren , Renming Song

We study sufficient conditions for local asymptotic mixed normality. We weaken the sufficient conditions in Theorem 1 of Jeganathan (Sankhya Ser. A 1982) so that they can be applied to a wider class of statistical models including a…

Statistics Theory · Mathematics 2021-05-04 Teppei Ogihara , Yuma Uehara

We propose the use of indirect inference estimation to conduct inference in complex locally stationary models. We develop a local indirect inference algorithm and establish the asymptotic properties of the proposed estimator. Due to the…

Econometrics · Economics 2020-12-17 David Frazier , Bonsoo Koo

We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular we show that previously known result from Rempa\la and Weso\lowski (Statist. Probab.…

Probability · Mathematics 2015-05-21 Kamil Marcin Kosiński

Uniformly valid inference for cointegrated vector autoregressive processes has so far proven difficult due to certain discontinuities arising in the asymptotic distribution of the least squares estimator. We extend asymptotic results from…

Statistics Theory · Mathematics 2023-12-08 Christian Holberg , Susanne Ditlevsen

Benchmarks for out-of-distribution (OOD) generalization frequently show a strong positive correlation between in-distribution (ID) and OOD accuracy across models, termed "accuracy-on-the-line." This pattern is often taken to imply that…

Machine Learning · Computer Science 2025-10-30 Olawale Salaudeen , Haoran Zhang , Kumail Alhamoud , Sara Beery , Marzyeh Ghassemi

This paper is the third part of our study started with Cattiaux, Le\'{o}n and Prieur [Stochastic Process. Appl. 124 (2014) 1236-1260; ALEA Lat. Am. J. Probab. Math. Stat. 11 (2014) 359-384]. For some ergodic Hamiltonian systems, we obtained…

Probability · Mathematics 2016-06-23 Patrick Cattiaux , José R. León , Clémentine Prieur

We study mass preserving transport of passive tracers in the low-diffusivity limit using Lagrangian coordinates. Over finite-time intervals, the solution-operator of the nonautonomous diffusion equation is approximated by that of a…

Analysis of PDEs · Mathematics 2021-03-22 Daniel Karrasch , Nathanael Schilling

We obtain asymptotic for the quantity $\int_0^1 \bigg|\sum_{n\le X}\tau_k(n)e(n\alpha)\bigg|d\alpha$ where $\tau_k(n) = \sum_{d_1\dots d_k = n} 1$. This follows from a quick application of the circle method. Along the way, we find minor arc…

Number Theory · Mathematics 2020-01-03 Mayank Pandey

In this work, we present a novel analytical model for tracer dispersion in laminar flow through porous media. Based on a straightforward physical argument, it describes the generic behavior of dispersion over a wide range of Peclet numbers…

Fluid Dynamics · Physics 2012-01-24 Boudewijn Ph. van Milligen , Paul D. Bons

We take the first step in extending the integrability approach to one-point functions in AdS/dCFT to higher loop orders. More precisely, we argue that the formula encoding all tree-level one-point functions of SU(2) operators in the defect…

High Energy Physics - Theory · Physics 2018-01-03 Isak Buhl-Mortensen , Marius de Leeuw , Asger C. Ipsen , Charlotte Kristjansen , Matthias Wilhelm