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We introduce a weak asymptotic version of nonlinear contraction, termed \emph{asymptotic pointwise contraction}. For a mapping on a metric space, this notion requires the existence of a sequence of functions that dominate the distances…

Functional Analysis · Mathematics 2026-04-15 Jie Shi

The problem of mean-square optimal linear estimation of linear functionals which depend on the unknown values of a multidimensional stationary stochastic sequence from observations of the sequence with a noise and missing observations is…

Statistics Theory · Mathematics 2024-02-13 Oleksandr Masyutka , Mikhail Moklyachuk , Maria Sidei

For pulsar projects it is often necessary to predict the pulse phase in advance, for example, when preparing for new observations. Interpolation of the pulse phase between existing measurements is also often required, for example, when…

Solar and Stellar Astrophysics · Physics 2015-06-04 X. P. Deng , W. Coles , G. Hobbs , M. J. Keith , R. N. Manchester , R. M. Shannon , J. H. Zheng

Given two arbitrary closed sets in Euclidean space, a simple transversality condition guarantees that the method of alternating projections converges locally, at linear rate, to a point in the intersection. Exact projection onto nonconvex…

Optimization and Control · Mathematics 2018-11-06 Dmitriy Drusvyatskiy , Adrian S. Lewis

The peculiar motion of massive objects across the line of sight imprints a dipolar temperature anisotropy pattern on the cosmic microwave background known as the moving lens effect. This effect provides a unique probe of the transverse…

Cosmology and Nongalactic Astrophysics · Physics 2025-02-19 Ali Beheshti , Emmanuel Schaan , Arthur Kosowsky

To quantify uncertainty around point estimates of conditional objects such as conditional means or variances, parameter uncertainty has to be taken into account. Attempts to incorporate parameter uncertainty are typically based on the…

Econometrics · Economics 2019-01-23 Eric Beutner , Alexander Heinemann , Stephan Smeekes

We consider stochastic sequences with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fractionally integrated patterns. We solve the interpolation…

Statistics Theory · Mathematics 2025-11-11 Maksym Luz , Mykhailo Moklyachuk

The problem of testing two simple hypotheses in a general probability space is considered. For a fixed type-I error probability, the best exponential decay rate of the type-II error probability is investigated. In regular asymptotic cases…

Information Theory · Computer Science 2023-02-27 Marat V. Burnashev

Predicting scalar outcomes using functional predictors is a classic problem in functional data analysis. In many applications, however, only specific locations or time-points of the functional predictors have an impact on the outcome. Such…

Statistics Theory · Mathematics 2020-07-14 Dominik Poß , Dominik Liebl , Alois Kneip , Hedwig Eisenbarth , Tor D. Wager , Lisa Feldman Barrett

It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…

Condensed Matter · Physics 2009-10-28 C. Godreche , J. M. Luck , M. R. Evans , D. Mukamel , S. Sandow , E. R. Speer

We give a finite-sample analysis of predictive inference procedures after model selection in regression with random design. The analysis is focused on a statistically challenging scenario where the number of potentially important…

Statistics Theory · Mathematics 2009-08-26 Hannes Leeb

We consider the rate of piecewise constant approximation to a locally stationary process $X(t),t\in [0,1]$, having a variable smoothness index $\alpha(t)$. Assuming that $\alpha(\cdot)$ attains its unique minimum at zero and satisfies the…

Probability · Mathematics 2015-11-19 Enkelejd Hashorva , Mikhail Lifshits , Oleg Seleznjev

Independence screening is a powerful method for variable selection for `Big Data' when the number of variables is massive. Commonly used independence screening methods are based on marginal correlations or variations of it. In many…

Statistics Theory · Mathematics 2012-11-02 Emre Barut , Jianqing Fan , Anneleen Verhasselt

Line-of-sight effects in strong gravitational lensing have long been treated as a nuisance. However, it was recently proposed that the line-of-sight shear could be a cosmological observable in its own right, if it is not degenerate with…

Cosmology and Nongalactic Astrophysics · Physics 2023-03-02 Natalie B. Hogg , Pierre Fleury , Julien Larena , Matteo Martinelli

Self-sustained, elevated neuronal activity persisting on time scales of ten seconds or longer is thought to be vital for aspects of working memory, including brain representations of real space. Continuous-attractor neural networks, one of…

Neurons and Cognition · Quantitative Biology 2020-08-19 Joseph L. Natale , H. George E. Hentschel , Ilya Nemenman

In this paper we study the asymptotic theory for spectral analysis of stationary random fields, including linear and nonlinear fields. Asymptotic properties of Fourier coefficients and periodograms, including limiting distributions of…

Statistics Theory · Mathematics 2021-10-28 Wai Leong Ng , Chun Yip Yau

The sampling rate of input and output signals is known to play a critical role in the identification and control of dynamical systems. For slow-sampled continuous-time systems that do not satisfy the Nyquist-Shannon sampling condition for…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Rodrigo A. González , Max van Haren , Tom Oomen , Cristian R. Rojas

We study a marginal empirical likelihood approach in scenarios when the number of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as functions of the parameters of interest are systematically…

Statistics Theory · Mathematics 2013-11-07 Jinyuan Chang , Cheng Yong Tang , Yichao Wu

This paper studies settings where the analyst is interested in identifying and estimating the average \emph{direct} causal effect of a binary treatment on an outcome. We consider a setup in which the outcome realization does not get…

Econometrics · Economics 2025-08-01 Federico A. Bugni , Ivan A. Canay , Steve McBride

Consider the problem on sequential change-point detection on multiple data streams. We provide the asymptotic lower bounds of the detection delays at all levels of change-point sparsity and we derive a smaller asymptotic lower bound of the…

Statistics Theory · Mathematics 2023-06-02 Jingyan Huang