Related papers: Rejoinder
In this paper, we consider the alleviation of the boundary problem when the probability density function has bounded support. We apply Robbins-Monro's algorithm and Bernstein polynomials to construct a recursive density estimator. We study…
comment on J. Schmalian and P. Wolynes, Phys. Rev. Lett. {\bf 85}, 836 (2000).
We apply concepts of majorization theory to derive new insights in the field of extremal dependence structures. In particular, we consider the Rearrangement Algorithm by Puccetti and Rueschendorf, where majorization arguments yield a…
Discussion of "Statistical Inference: The Big Picture" by R. E. Kass [arXiv:1106.2895]
Discussion of "Statistical Inference: The Big Picture" by R. E. Kass [arXiv:1106.2895]
Discussion of "Statistical Inference: The Big Picture" by R. E. Kass [arXiv:1106.2895]
Comment on paper by Blanchette and Zhang, Phys. Rev. Lett. 102, 144501 (2009).
This is a comment on the article mentioned in the title.
The aim of this short note is to give counterexamples to two results by D. Y. Gao [5, Th. 16], [4, Th. 2] and to improve a related result by S.-C. Fang, D. Y. Gao, R.-L. Sheu and S.-Y. Wu [1, Th. 3].
This paper proposes a new method of bandwidth selection in kernel estimation of density and distribution functions motivated by the connection between maximisation of the entropy of probability integral transforms and maximum likelihood in…
Comment: Monitoring Networked Applications With Incremental Quantile Estimation [arXiv:0708.0302]
Comment: Monitoring Networked Applications With Incremental Quantile Estimation [arXiv:0708.0302]
The monotone rearrrangement algorithm was introduced by Hardy, Littlewood and P\'olya as a sorting device for functions. Assuming that $x$ is a monotone function and that an estimate $x_n$ of $x$ is given, consider the monotone…
In a recent letter [Phys. Rev. Lett. 78, 515 (1997); cond-mat/9612034] Roemer and Schreiber report on numerical calculations that led them to conclude that the previously observed enhancement of the localization length $L_2$ of two…
Nearest neighbor (NN) matching as a tool to align data sampled from different groups is both conceptually natural and practically well-used. In a landmark paper, Abadie and Imbens (2006) provided the first large-sample analysis of NN…
Comment to "Mechanism for Designing Metamaterials with a High Index of Refraction" by J. T. Shen, Peter B. Catrysse and Shanhui Fan.
This is a pedagogical article cited in the foregoing research note, quant-ph/9911050
We prove that the probability that a sum of independent random variables in $\mathbb{R}^d$ with bounded densities lies in a ball is maximized by taking uniform distributions on balls. This in turn generalizes a result by Rogozin on the…
We obtain a Bernstein type Gaussian concentration inequality for martingales. Our inequality improves the Azuma-Hoeffding inequality for moderate deviations $x$. Following the work of McDiarmid (1989), Talagrand (1996) and Boucheron, Lugosi…
Estimating the mixing density of a mixture distribution remains an interesting problem in statistics literature. Using a stochastic approximation method, Newton and Zhang (1999) introduced a fast recursive algorithm for estimating the…