English
Related papers

Related papers: Quasi-Hadamard differentiability of general risk f…

200 papers

In recent years, partially observable functional data has gained significant attention in practical applications and has become the focus of increasing interest in the literature. In this thesis, we build upon the concept of data…

Statistics Theory · Mathematics 2025-01-07 Yixiao Wang

Change point tests for abrupt changes in the mean of functional data, i.e., random elements in infinite-dimensional Hilbert spaces, are either based on dimension reduction techniques, e.g., based on principal components, or directly based…

Statistics Theory · Mathematics 2026-01-23 Claudia Kirch , Hedvika Ranošová , Martin Wendler

Functional data analysis is becoming increasingly popular to study data from real-valued random functions. Nevertheless, there is a lack of multiple testing procedures for such data. These are particularly important in factorial designs to…

Methodology · Statistics 2024-06-04 Merle Munko , Marc Ditzhaus , Markus Pauly , Łukasz Smaga

Many standard estimators such as several maximum likelihood estimators or the empirical estimator for any law-invariant convex risk measure are not (qualitatively) robust in the classical sense. However, these estimators may nevertheless…

Statistics Theory · Mathematics 2016-06-21 Volker Krätschmer , Alexander Schied , Henryk Zähle

This paper offers a mathematical invention that shows how to convert integrated quantiles, which often appear in risk measures, into integrated cumulative distribution functions, which are technically more tractable from various…

Risk Management · Quantitative Finance 2023-04-26 Yunran Wei , Ricardas Zitikis

In this article we study the basic theoretical properties of Mellin-type fractional integrals, known as generalizations of the Hadamard-type fractional integrals. We give a new approach and version, specifying their semigroup property,…

Functional Analysis · Mathematics 2016-11-25 Paul Leo Butzer , Carlo Bardaro , Ilaria Mantellini

Quantum work statistics differ from classical ones because initial energy coherence matters. The standard two-point measurement (TPM) gives a positive distribution but erases phase information. Coherence-retaining endpoint-work…

Quantum Physics · Physics 2026-05-19 Gabriella G. Damas , G. D. de Moraes Neto

Recent work has revealed the central role played by the Kirkwood-Dirac quasiprobability (KDQ) as a tool to properly account for non-classical features in the context of condensed matter physics (scrambling, dynamical phase transitions)…

Quasi-Monte Carlo (QMC) methods are being adopted in statistical applications due to the increasingly challenging nature of numerical integrals that are now routinely encountered. For integrands with $d$-dimensions and derivatives of order…

Computation · Statistics 2016-04-04 Chris. J. Oates , Mark Girolami

This paper focuses on vector-valued composite functionals, which may be nonlinear in probability. Our primary goal is to establish central limit theorems for these functionals when mixed estimators are employed. Our study is relevant to the…

Statistics Theory · Mathematics 2025-01-09 Huihui Chen , Darinka Dentcheva , Yang Lin , Gregory J. Stock

An effective two-stage method for an estimation of parameters of the linear regression is considered. For this purpose we introduce a certain quasi-estimator that, in contrast to usual estimator, produces two alternative estimates. It is…

Statistics Theory · Mathematics 2010-10-06 Anatoly Gordinsky

Estimating properties of unknown unitary operations is a fundamental task in quantum information science. While full unitary tomography requires a number of samples to the unknown unitary scaling linearly with the dimension (implying…

Quantum Physics · Physics 2025-09-10 Daiki Suruga

We propose an operational quasiprobability function for qudits, enabling a comparison between quantum and hidden-variable theories. We show that the quasiprobability function becomes positive semidefinite if consecutive measurement results…

Quantum Physics · Physics 2013-11-26 Junghee Ryu , James Lim , Sunghyuk Hong , Jinhyoung Lee

Many standard estimators, when applied to adaptively collected data, fail to be asymptotically normal, thereby complicating the construction of confidence intervals. We address this challenge in a semi-parametric context: estimating the…

Statistics Theory · Mathematics 2025-03-04 Licong Lin , Koulik Khamaru , Martin J. Wainwright

We propose a revised definition of quasi-distributions within the framework of large-momentum effective theory (LaMET) that improves convergence towards the large-momentum limit. Since the definition of quasi-distributions is not unique,…

High Energy Physics - Phenomenology · Physics 2019-05-13 Tomomi Ishikawa , Luchang Jin , Huey-Wen Lin , Andreas Schäfer , Yi-Bo Yang , Jian-Hui Zhang , Yong Zhao

We construct a class of real-valued nonnegative binary functions on a set of jointly distributed random variables, which satisfy the triangle inequality and vanish at identical arguments (pseudo-quasi-metrics). These functions are useful in…

Probability · Mathematics 2016-02-12 Ehtibar N. Dzhafarov , Janne V. Kujala

Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…

Methodology · Statistics 2026-05-29 Junzhu Nie , Chengxiu Ling , Mengfei Ran

The non-Fermi liquid physics at the edge of fractional quantum Hall systems is described by specific chiral Conformal Field Theories with central charge c=1. The charged quasi-particles in these theories have fractional charge and obey a…

Mesoscale and Nanoscale Physics · Physics 2008-11-26 R. A. J. van Elburg , K. Schoutens

We develop a semiclassical density functional theory in the context of quantum dots. Coulomb blockade conductance oscillations have been measured in several experiments using nanostructured quantum dots. The statistical properties of these…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Denis Ullmo , Tatsuro Nagano , Steven Tomsovic , Harold U. Baranger

Entropy-type integral functionals of densities are widely used in mathematical statistics, information theory, and computer science. Examples include measures of closeness between distributions (e.g., density power divergence) and…

Statistics Theory · Mathematics 2013-03-08 David Källberg , Oleg Seleznjev