Related papers: Moment formulae for general point processes
A generalized reciprocal theorem is formulated for the motion and hydrodynamic force moments of an active particle in an arbitrary background flow of a (weakly nonlinear) complex fluid. This formalism includes as special cases a number of…
For many inference problems in statistics and econometrics, the unknown parameter is identified by a set of moment conditions. A generic method of solving moment conditions is the Generalized Method of Moments (GMM). However, classical GMM…
The method of maximum entropy is quite a powerful tool to solve the generalized moment problem, which consists of determining the probability density of a random variable X from the knowledge of the expected values of a few functions of the…
We develop a generalized method of moments (GMM) approach for fast parameter estimation in a new class of Dirichlet latent variable models with mixed data types. Parameter estimation via GMM has been demonstrated to have computational and…
We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on countably infinite state spaces. Sharp conditions of…
We explicitly calculate the moments t_n of general Heisenberg Hamiltonians up to sixth order. They have the form of finite sums of products of two factors, the first factor being represented by a multigraph and the second factor being a…
We adapt Johnson's sufficiency postulate, Carnap's prediction invariance postulate and B\"oge's learn-merge invariance to the context of Papangelou processes and discuss equivalence of their generalizations, in particular their weak and…
The Method of Moments [Pea94] is one of the most widely used methods in statistics for parameter estimation, by means of solving the system of equations that match the population and estimated moments. However, in practice and especially…
The generalisation of continuous orthogonal polynomial ensembles from random matrix theory to the $q$-lattice setting is considered. We take up the task of initiating a systematic study of the corresponding moments of the density from two…
We present a family of explicit formulae for evaluating absolute moments of probability measures on $\mathbb{R}^d$ in terms of Fourier transforms. As to the space of probability measures possessing finite absolute moments of an arbitrary…
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…
We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…
A simple criterion is presented for a practical construction of generalized moments that allow one to approach the theoretical Rao-Cramer limit for parameter estimation while avoiding the complexity of the maximum likelihood method in the…
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
We study the continuous absorbing-state phase transition in the one-dimensional pair contact process with diffusion (PCPD). In previous studies [Dickman and de Menezes, Phys. Rev. E, 66 045101(R) (2002)], the critical point moment ratios of…
We establish general moment estimates for the discrete and continuous exit times of a general It\^o process in terms of the distance to the boundary. These estimates serve as intermediate steps to obtain strong convergence results for the…
A recurrence formula for absolute central moments of Poisson distribution is suggested.
We study a class of Galilean-invariant one-dimensional Bethe ansatz solvable models in the thermodynamic limit. Their rapidity distribution obeys an integral equation with a difference kernel over a finite interval, which does not admit a…
We review and develop the classical theory of moments of configurations of weighted points with a focus on systems with an identically vanishing first moment. The latter condition produces equations for equilibrium configurations of systems…
A variational formula for the asymptotic variance of general Markov processes is obtained. As application, we get a upper bound of the mean exit time of reversible Markov processes, and some comparison theorems between the reversible and…