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A systematic digital-discrete method for obtaining continuous functions with smoothness to a certain order (C^(n)) from sample data is designed. This method is based on gradually varied functions and the classical finite difference method.…

Numerical Analysis · Mathematics 2010-10-19 Li Chen

We develop a new semantics for defeasible inference based on extended probability measures allowed to take infinitesimal values, on the interpretation of defaults as generalized conditional probability constraints and on a preferred-model…

Artificial Intelligence · Computer Science 2013-02-21 Emil Weydert

What is Statistics? Opinions vary. In fact, there is a continuous spectrum of attitudes toward statistics ranging from pure theoreticians, proving asymptotic efficiency and searching for most powerful tests, to wild practitioners, blindly…

Applications · Statistics 2016-03-17 Konstantin Zuev

In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…

Statistics Theory · Mathematics 2013-02-28 Gabriela Ciuperca

In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…

General Mathematics · Mathematics 2023-09-08 Oleg Yaremko , Andrey Yachmenev

We develop a novel approach for the construction of quantile processes governing the stochastic dynamics of quantiles in continuous time. Two classes of quantile diffusions are identified: the first, which we largely focus on, features a…

Probability · Mathematics 2021-09-14 Holly Brannelly , Andrea Macrina , Gareth W. Peters

Measuring transport coefficients at the microscale remains challenging, often relying on indirect methods that require modeling and calibration. This Letter derives universal asymptotic forms for the autocorrelation and relative uncertainty…

Statistical Mechanics · Physics 2025-05-09 Omer Granek

In sequential change detection, existing performance measures differ significantly in the way they treat the time of change. By modeling this quantity as a random time, we introduce a general framework capable of capturing and better…

Statistics Theory · Mathematics 2008-12-18 George V. Moustakides

Consider discrete values of functions shifted by unobserved translation effects, which are independent realizations of a random variable with unknown distribution $\mu$, modeling the variability in the response of each individual. Our aim…

Statistics Theory · Mathematics 2008-12-18 Ismael Castillo , Jean-Michel Loubes

Time irreversibility, defined as the lack of invariance of the statistical properties of a system or time series under the operation of time reversal, has received an increasing attention during the last decades, thanks to the information…

Data Analysis, Statistics and Probability · Physics 2021-11-03 Massimiliano Zanin

Recently, mass transference principles in metric number theory extend towards two direction. On one hand, the shape of the approximating sets can be taken of various shape, balls, rectangles or even general open sets (one refers to some…

Metric Geometry · Mathematics 2021-12-21 Édouard Daviaud

Optimal transport maps and plans between two absolutely continuous measures $\mu$ and $\nu$ can be approximated by solving semi-discrete or fully-discrete optimal transport problems. These two problems ensue from approximating $\mu$ or both…

Numerical Analysis · Mathematics 2020-04-14 Wenbo Li , Ricardo H. Nochetto

An arithmetic word problem typically includes a textual description containing several constant quantities. The key to solving the problem is to reveal the underlying mathematical relations (such as addition and subtraction) among…

Computation and Language · Computer Science 2019-09-04 Yanyan Zou , Wei Lu

Numerical methods: mimetic finite differences and finite elements, are analyzed from a numerical point of view. It seeks to conclude on the efficiency, order of convergence and computational cost of these methods. The analysis is done in…

Numerical Analysis · Mathematics 2015-04-21 Abdul Lugo , Giovanni Calderón

We find the precise growth of some invariant metrics near a point on the boundary of a domain where the Levi form has at least one negative eigenvalue. We also introduce a new invariant pseudometric which is convenient in this context, and…

Complex Variables · Mathematics 2014-05-23 Nguyen Quang Dieu , Nikolai Nikolov , Pascal J. Thomas

In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…

Statistics Theory · Mathematics 2018-02-13 Holger Drees , Laurens de Haan , Feridun Turkman

In the discrete setting of one-dimensional finite-differences we prove a Carleman estimate for a semi-discretization of the parabolic operator $\partial_t-\partial_x (c\partial_x)$ where the diffusion coefficient $c$ has a jump. As a…

Optimization and Control · Mathematics 2012-11-12 Thuy Nguyen

There are two main approaches to non-equlibrium statistical mechanics: one using stochastic processes and the other using dynamical systems. To model the dynamics during inflation one usually adopts a stochastic description, which is known…

High Energy Physics - Theory · Physics 2016-03-29 Vitaly Vanchurin

We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…

Econometrics · Economics 2023-02-14 Abhishek K. Umrawal , Joshua C. C. Chan

Informal mathematical text underpins real-world quantitative reasoning and communication. Developing sophisticated methods of retrieval and abstraction from this dual modality is crucial in the pursuit of the vision of automating discovery…

Computation and Language · Computer Science 2024-04-09 Jordan Meadows , Andre Freitas
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