Related papers: Combining independent, arbitrarily weighted P-valu…
We consider orthogonal polynomials p_n with respect to an exponential weight function w(x) = exp(-P(x)). The related equations for the recurrence coefficients have been explored by many people, starting essentially with Laguerre [49], in…
The multiplicative Newton-like method developed by the author et al. is extended to the situation where the dynamics is restricted to the orthogonal group. A general framework is constructed without specifying the cost function. Though the…
Bounding causal effects analytically, rather than numerically, is appealing for its interpretability and conceptual clarity. Existing sharp methods rely on optimization-based approaches such as the Balke-Pearl framework, whose computational…
Detecting dependence between two random variables is a fundamental problem. Although the Pearson correlation is effective for capturing linear dependency, it can be entirely powerless for detecting nonlinear and/or heteroscedastic patterns.…
There is growing interest in a hybrid control design in which a randomized controlled trial is augmented with an external control arm from a previous trial or real world data. Existing methods for analyzing hybrid control studies include…
We introduce a novel numerical method for direct simulation of front propagation in the Fisher-KPP equation with a time-dependent parameter on an infinite domain. The method computes a time-dependent boundary condition that accurately…
Genetic investigations often involve the testing of vast numbers of related hypotheses simultaneously. To control the overall error rate, a substantial penalty is required, making it difficult to detect signals of moderate strength. To…
The numerical integration of an analytical function $f(x)$ using a finite set of equidistant points can be performed by quadrature formulas like the Newton-Cotes. Unlike Gaussian quadrature formulas however, higher-order Newton-Cotes…
Interpretability and stability are two important features that are desired in many contemporary big data applications arising in economics and finance. While the former is enjoyed to some extent by many existing forecasting approaches, the…
We present a new and general method of weighted least square univariate regression where the dependent variable is expanded as a series of suitably chosen functions of the independent variables. Each term of the series is obtained by an…
Combining several independent measurements of the same physical quantity is one of the most important tasks in metrology. Small samples, biased input estimates, not always adequate reported uncertainties, and unknown error distribution make…
We study the problem of reconstructing the Faber--Schauder coefficients of a continuous function $f$ from discrete observations of its antiderivative $F$. For instance, this question arises in financial mathematics when estimating the…
The main objective of this paper is to look from the unique point of view at some phenomena arising in different areas of probability theory and mathematical statistics. We will try to understand what is common between classical…
Sharp $L^p$ extensions of Pitt's inequality expressed as a weighted Sobolev inequality are obtained using convolution estimates and Stein-Weiss potentials. More generally, optimal constants are obtained for the full Stein-Weiss potential as…
We prove a general self-improvement property for a family of weighted pointwise inequalities on open sets, including pointwise Hardy inequalities with distance weights. For this purpose we introduce and study the classes of $p$-Poincar\'e…
We discuss the effect of large positive correlations in the combinations of several measurements of a single physical quantity using the Best Linear Unbiased Estimate (BLUE) method. We suggest a new approach for comparing the relative…
Propensity score (PS) methods have been increasingly used in recent years when assessing treatment effects in nonrandomized studies. In terms of statistical methods, a number of new PS weighting methods were developed, and it was shown that…
In this paper, we develop a method of evaluating general exponential sums with rational amplitude functions for multiple variables which complements works by T. Cochrane and Z. Zheng on the single variable case. As an application, for…
In this work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we verify convergence in probability as well as almost sure…
We present a new method for obtaining the statistical weight of the Gentile Statistics. In a recent paper, Perez and Tun presented an ap- proximate combinatoric and an exact recursive formula for the statistical weight of Gentile…