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In the context of clustering, we consider a generative model in a Euclidean ambient space with clusters of different shapes, dimensions, sizes and densities. In an asymptotic setting where the number of points becomes large, we obtain…

Machine Learning · Statistics 2009-09-15 Ery Arias-Castro

This paper proposes a class of parametric multiple-index time series models that involve linear combinations of time trends, stationary variables and unit root processes as regressors. The inclusion of the three different types of time…

Econometrics · Economics 2021-11-04 Chaohua Dong , Jiti Gao , Bin Peng , Yundong Tu

Low discrepancy point sets have been widely used as a tool to approximate continuous objects by discrete ones in numerical processes, for example in numerical integration. Following a century of research on the topic, it is still unclear…

Computational Geometry · Computer Science 2024-07-17 François Clément , Carola Doerr , Kathrin Klamroth , Luís Paquete

Trimmed L-moments, were introduced by Elamir and Seheult(2003) to proposed a new estimation method for multi-parameter distributions when the mean doesn't exist or for heavy tailed distribution where the L-moments method which proposed by…

Methodology · Statistics 2016-09-06 Chine Amel , Benatia Fateh , Brahimi Brahim

The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…

Probability · Mathematics 2024-12-05 Pierre Monmarché , Katharina Schuh

Panel data allows for the modeling of unobserved heterogeneity, significantly raising the number of nuisance parameters and making high dimensionality a practical issue. Meanwhile, temporal and cross-sectional dependence in panel data…

Econometrics · Economics 2025-12-23 Kaicheng Chen

In this paper, we propose a fast, well-performing, and consistent method for segmenting a piecewise-stationary, linear time series with an unknown number of breakpoints. The time series model we use is the nonparametric Locally Stationary…

Methodology · Statistics 2016-11-30 Haeran Cho , Piotr Fryzlewicz

General elliptic equations with spatially discontinuous diffusion coefficients may be used as a simplified model for subsurface flow in heterogeneous or fractured porous media. In such a model, data sparsity and measurement errors are often…

Numerical Analysis · Mathematics 2022-08-29 Andrea Barth , Robin Merkle

Given a positive, decreasing sequence $a,$ whose sum is $L$, we consider all the closed subsets of $[0,L]$ such that the lengths of their complementary open intervals are in one to one correspondence with the sequence $a$. The aim of this…

Classical Analysis and ODEs · Mathematics 2016-04-06 Ignacio Garcia , Kathryn Hare , Franklin Mendivil

In this work, the global-in-time $H^1$-stability of a fast L2-1$_\sigma$ method on general nonuniform meshes is studied for subdiffusion equations, where the convolution kernel in the Caputo fractional derivative is approximated by sum of…

Numerical Analysis · Mathematics 2022-12-06 Chaoyu Quan , Xu Wu , Jiang Yang

The likelihood for the parameters of a generalized linear mixed model involves an integral which may be of very high dimension. Because of this intractability, many approximations to the likelihood have been proposed, but all can fail when…

Computation · Statistics 2014-09-01 Helen Ogden

This paper proposes a novel similarity measure for clustering sequential data. We first construct a common state-space by training a single probabilistic model with all the sequences in order to get a unified representation for the dataset.…

Machine Learning · Computer Science 2010-04-13 Darío García-García , Emilio Parrado-Hernández , Fernando Díaz-de-María

Statistical inference in high-dimensional settings is challenging when standard unregularized methods are employed. In this work, we focus on the case of multiple correlated proportions for which we develop a Bayesian inference framework.…

Methodology · Statistics 2025-06-23 Max Westphal

Quasi-Monte Carlo methods are a way of improving the efficiency of Monte Carlo methods. Digital nets and sequences are one of the low discrepancy point sets used in quasi-Monte Carlo methods. This thesis presents the three new results…

Numerical Analysis · Mathematics 2022-07-29 Hee Sun Hong

This paper considers the problem of estimation in the generalized semiparametric model for longitudinal data when the number of parameters diverges with the sample size. A penalization type of generalized estimating equation method is…

Methodology · Statistics 2020-06-09 M. Taavoni , M. Arashi

Periodic point sets model all solid crystalline materials whose structures are determined in a rigid form and should be studied up to rigid motion or isometry preserving inter-point distances. In 2021 H.Edelsbrunner et al. introduced an…

Computational Geometry · Computer Science 2022-05-05 Olga Anosova , Vitaliy Kurlin

We present a novel approximation method that can predict the number of solitons asymptotically appearing under arbitrary rapidly decreasing initial wave packets. The number of solitons can be estimated without integration of the original…

Exactly Solvable and Integrable Systems · Physics 2017-06-07 Hironobu Fujishima , Tetsu Yajima

Functions of interest are often smooth and sparse in some sense, and both priors should be taken into account when interpolating sampled data. Classical linear interpolation methods are effective under strong regularity assumptions, but…

Functional Analysis · Mathematics 2015-03-27 Holger Rauhut , Rachel Ward

We develop a numerical scheme for subdiffusion of variable exponent by combining the $L2-1_\sigma$ temporal discretization with finite element spatial approximation. In existing works, determining the superconvergence points requires…

Numerical Analysis · Mathematics 2025-12-30 Hongying Huang , Huili Zhang , Xiangcheng Zheng

Despite possessing the low-discrepancy property, the classical d dimensional Halton sequence is known to exhibit poorly distributed projections when d becomes even moderately large. This, in turn, often implies bad performance when…

Numerical Analysis · Mathematics 2024-05-28 Nathan Kirk , Christiane Lemieux