Related papers: When does the screening effect hold?
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
Regression models for continuous outcomes often require a transformation of the outcome, which the user either specify {\it a priori} or estimate from a parametric family. Cumulative probability models (CPMs) nonparametrically estimate the…
A filter comprises porous material that traps contaminants when fluid passes through under an applied pressure difference. One side-effect of this applied pressure, however, is that it compresses the filter. This changes the permeability,…
Absorption-free (also known as ``interaction-free'') measurement aims to detect the presence of an opaque object using a test particle without that particle being absorbed by the object. Here we consider semi-transparent objects which have…
When used with coherent light, optical imaging systems, even diffraction-limited, are inherently unable to reproduce both the amplitude and the phase of a two-dimensional field distribution because their impulse response function varies…
We study parametric inference for diffusion processes when observations occur nonsynchronously and are contaminated by market microstructure noise. We construct a quasi-likelihood function and study asymptotic mixed normality of…
Statistical models incorporating change points are common in practice, especially in the area of biomedicine. This approach is appealing in that a specific parameter is introduced to account for the abrupt change in the response variable…
Coherent states in a projected Hilbert space have many useful properties. When there are conserved quantities, a representation of the entire Hilbert space is not necessary. The same issue arises when conditional observations are made with…
Caliper matching is used to estimate causal effects of a binary treatment from observational data by comparing matched treated and control units. Units are matched when their propensity scores, the conditional probability of receiving…
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…
The paper investigates properties of generalized Hermite-type processes that arise in non-central limit theorems for integral functionals of long-range dependent random fields. The case of increasing multidimensional domain asymptotics is…
The problem of finite-dimensional asymptotics of infinite-dimensional dynamic systems is studied. A non-linear kinetic system with conservation of supports for distributions has generically finite-dimensional asymptotics. Such systems are…
Statistical inference can be computationally prohibitive in ultrahigh-dimensional linear models. Correlation-based variable screening, in which one leverages marginal correlations for removal of irrelevant variables from the model prior to…
Observations or measurements taken of a quantum system (a small number of fundamental particles) are inherently random. If the state of the system depends on unknown parameters, then the distribution of the outcome depends on these…
Weak Feller property of controlled and control-free Markov chains lead to many desirable properties. In control-free setups this leads to the existence of invariant probability measures for compact spaces and applicability of numerical…
In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…
Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this paper we establish asymptotic normality of estimating function…
This paper considers the approximation of the continuous time filtering equation for the case of a multiple timescale (slow-intermediate, and fast scales) that may have correlation between the slow-intermediate process and the observation…
One of the main problems of observational cosmology is to determine the range in which a reliable measurement of galaxy correlations is possible. This corresponds to determine the shape of the correlation function, its possible evolution…
In the measurement of a continuous observable Q, the pure components of the reduced state do, in general, depend on the initial state. For measurements which attempt to localize the measured system in a certain region R, the localized wave…