Related papers: Parameter estimation of monomial-exponential sums
This expository note describes how to apply the method of maximum likelihood to estimate the parameters of the ``$q$-exponential'' distributions introduced by Tsallis and collaborators. It also describes the relationship of these…
Estimation of extreme value copulas is often required in situations where available data are sparse. Parametric methods may then be the preferred approach. A possible way of defining parametric families that are simple and, at the same…
Nonlinear non-Gaussian state-space models are ubiquitous in statistics, econometrics, information engineering and signal processing. Particle methods, also known as Sequential Monte Carlo (SMC) methods, provide reliable numerical…
Rigorous, non-asymptotic bounds for the Puiseux expansion of the eigenvalue at infinity are given. Error analysis is provided. Further, the expected value of the eigenvector condition number of a randomly perturbed matrix is estimated. The…
In contemporary applied and computational mathematics, a frequent challenge is to bound the expectation of the spectral norm of a sum of independent random matrices. This quantity is controlled by the norm of the expected square of the…
Traditional numerical methods for calculating matrix eigenvalues are prohibitively expensive for high-dimensional problems. Iterative random sparsification methods allow for the estimation of a single dominant eigenvalue at reduced cost by…
A method is described which allows to evaluate efficiently a polynomial in a (possibly trivial) extension of the finite field of its coefficients. Its complexity is shown to be lower than that of standard techniques when the degree of the…
The Paterson--Stockmeyer method is an evaluation scheme for matrix polynomials with scalar coefficients that arise in many state-of-the-art algorithms based on polynomial or rational approximation, for example, those for computing…
Standard multiparameter eigenvalue problems (MEPs) are systems of $k\ge 2$ linear $k$-parameter square matrix pencils. Recently, a new form of multiparameter eigenvalue problems has emerged: a rectangular MEP (RMEP) with only one…
When the rate parameter of the exponential distribution is associated with predictors, then the main interest will be how to estimate the regression parameter. In this paper, we will investigate how to estimate the parameter on the…
We propose an algebraic framework generalizing several variants of Prony's method and explaining their relations. This includes Hankel and Toeplitz variants of Prony's method for the decomposition of multivariate exponential sums,…
Sum rules are elegant formulas that relate entropy functionals to coefficients associated with orthogonal polynomials [Sim11]. In a series of paper (see for example [GNR16], [GNR17], [BSZ18a], [BSZ18b]), interesting connections have been…
In this paper we will show that monomial summability can be characterized using Borel-Laplace like integral transformations depending of a parameter $0<s<1$. We will apply this result to prove 1-summability in a monomial of formal solutions…
We show that if an exponential sum with multiplicative coefficients is large then the associated multiplicative function is "pretentious". This leads to applications in the circle method, and a natural interpretation of the local-global…
In the present paper we consider the varying coefficient model which represents a useful tool for exploring dynamic patterns in many applications. Existing methods typically provide asymptotic evaluation of precision of estimation…
In the paper, we introduce a matrix method to constructively determine spaces of polynomial solutions (in general, multiplied by exponentials) to a system of constant coefficient linear PDE's with polynomial (multiplied by exponentials)…
Given a Feynman parameter integral, depending on a single discrete variable $N$ and a real parameter $\epsilon$, we discuss a new algorithmic framework to compute the first coefficients of its Laurent series expansion in $\epsilon$. In a…
We improve an existing result on exponential quadrilinear sums in the case of sums over multiplicative subgroups of a finite field and use it to give a new bound on exponential sums with quadrinomials.
We perform certain alternating binomial summations with parameters that occur in the analysis of algorithms. A combination of integral and special function and special number representations is used. The results are sufficiently general to…
In this work, we consider the problem of estimating the parameters of polynomially damped sinusoidal signals, commonly encountered in, for instance, spectroscopy. Generally, finding the parameter values of such signals constitutes a…