Related papers: Pointwise characteristic factors for the multiterm…
Response times collected in computerised assessments provide information about the underlying response process and may exhibit within-person variation over the course of a test. We propose a latent variable model for log response times that…
In this work, we give a variation of parameters formula for nonautonomous linear impulsive differential equations with piecewise constant arguments of generalized type. We cover several cases of differential equations with deviated…
Latent factor models are widely used to measure unobserved latent traits in social and behavioral sciences, including psychology, education, and marketing. When used in a confirmatory manner, design information is incorporated, yielding…
We study a new model where the potential outcomes, corresponding to the values of a (possibly continuous) treatment, are linked through common factors. The factors can be estimated using a panel of regressors. We propose a procedure to…
Latent variable models are popularly used to measure latent factors (e.g., abilities and personalities) from large-scale assessment data. Beyond understanding these latent factors, the covariate effect on responses controlling for latent…
It is a well-known fact that the first and last non-trivial coefficients of the characteristic polynomial of a linear operator are respectively its trace and its determinant. This work shows how to compute recursively all the coefficients…
We prove that multimodal maps with an absolutely continuous invariant measure have exponential return time statistics around a.e. point. We also show a `polynomial Gibbs property' for these systems, and that the convergence to the entropy…
In this paper, we focus on exploiting the group structure for large-dimensional factor models, which captures the homogeneous effects of common factors on individuals within the same group. In view of the fact that datasets in…
We call a subfactor trivial if it is isomorphic with the obvious inclusion of N into matrices over N. We prove the existence of type II_1 factors M without non-trivial finite index subfactors. Equivalently, every M-M-bimodule with finite…
We determine the space-dependent source term for a two-parameter fractional diffusion problem subject to nonlocal non-self-adjoint boundary conditions and two local time-distinct datum. A bi-orthogonal pair of bases is used to construct a…
In this note we give a combinatorial and non-computational proof of the asymptotics of the integer moments of the moments of the characteristic polynomials of Haar distributed unitary matrices as the size of the matrix goes to infinity.…
We observe returns of a simple random walk on a finite graph to a fixed node, and would like to infer properties of the graph, in particular properties of the spectrum of the transition matrix. This is not possible in general, but at least…
The typical definition of the characteristic polynomial seems totally ad hoc to me. This note gives a canonical construction of the characteristic polynomial as the minimal polynomial of a "generic" matrix. This approach works not just for…
We describe a general strategy for the verification of variational source condition by formulating two sufficient criteria describing the smoothness of the solution and the degree of ill-posedness of the forward operator in terms of a…
Volatilities, in high-dimensional panels of economic time series with a dynamic factor structure on the levels or returns, typically also admit a dynamic factor decomposition. We consider a two-stage dynamic factor model method recovering…
This article considers to model large-dimensional matrix time series by introducing a regression term to the matrix factor model. This is an extension of classic matrix factor model to incorporate the information of known factors or useful…
This paper generalises dynamic factor models for multidimensional dependent data. In doing so, it develops an interpretable technique to study complex information sources ranging from repeated surveys with a varying number of respondents to…
Pairwise comparison matrices have received substantial attention in a variety of applications, especially in rank aggregation, the task of flattening items into a one-dimensional (and thus transitive) ranking. However, non-transitive…
Inverse problem to recover simultaneously a scalar coefficient, order of a time-fractional derivative, parameters of multiterm fractional Laplacian and a time-dependent source term occurring in a superdiffusion equation from measurements…
In this paper, we extend recent results on the convergence of ergodic averages along sequences generated by return times to shrinking targets in rapidly mixing systems, partially answering questions posed by the first author, Maass and the…