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We use p-values as a discrepancy criterion for identifying the threshold value at which a regression function takes off from its baseline value -- a problem that is motivated by applications in omics experiments, systems engineering,…

Methodology · Statistics 2010-08-26 Bodhisattva Sen , Moulinath Banerjee , George Michialidis

The purpose of this paper is to study the fractal phenomena in large data sets and the associated questions of dimension reduction. We examine situations where the classical Principal Component Analysis is not effective in identifying the…

The study of multivariate extremes is dominated by multivariate regular variation, although it is well known that this approach does not provide adequate distinction between random vectors whose components are not always simultaneously…

Statistics Theory · Mathematics 2021-08-17 Natalia Nolde , Jennifer L. Wadsworth

Multiplicative logarithmic corrections frequently characterize critical behaviour in statistical physics. Here, a recently proposed theory relating the exponents of such terms is extended to account for circumstances which often occur when…

Statistical Mechanics · Physics 2009-11-11 R. Kenna , D. A. Johnston , W. Janke

Weak values allow the measurement of observables associated with noncommuting operators. Up to now, position-momentum weak values have been mainly developed for (relativistic) photons. In this Letter, a proposal for the measurement of such…

Quantum Physics · Physics 2016-06-03 Damiano Marian , Nino Zanghì , Xavier Oriols

The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…

Probability · Mathematics 2022-12-20 Adrien Hitz , Robin Evans

Various parametrizations of the multiplicity distribution are studied using the recently published large statistics OPAL results on multidimensional local fluctuations and genuine correlations in e+e- -> Z -> hadrons. The measured…

High Energy Physics - Phenomenology · Physics 2009-10-31 Edward K. G. Sarkisyan

Motivated by modern observational studies, we introduce a class of functional models that expands nested and crossed designs. These models account for the natural inheritance of correlation structure from sampling design in studies where…

Applications · Statistics 2013-04-26 Haochang Shou , Vadim Zipunnikov , Ciprian M. Crainiceanu , Sonja Greven

We provide a general treatment of perturbations of a class of functionals modeled on convolution energies with integrable kernel which approximate the $p$-th norm of the gradient as the kernel is scaled by letting a small parameter…

Analysis of PDEs · Mathematics 2020-07-09 Roberto Alicandro , Nadia Ansini , Andrea Braides , Andrey Piatnitski , Antonio Tribuzio

We propose the first comprehensive treatment of high-dimensional time series factor models with multiple change-points in their second-order structure. We operate under the most flexible definition of piecewise stationarity, and estimate…

Methodology · Statistics 2019-01-31 Matteo Barigozzi , Haeran Cho , Piotr Fryzlewicz

Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…

Statistical Finance · Quantitative Finance 2020-07-01 Jarosław Klamut , Ryszard Kutner , Tomasz Gubiec , Zbigniew R. Struzik

Linearly polarized emission is described, in general, in terms of the Stokes parameters $Q$ and $U$, from which the polarization intensity and polarization angle can be determined. Although the polarization intensity and polarization angle…

Astrophysics of Galaxies · Physics 2018-01-31 C. A. Herron , B. M. Gaensler , G. F. Lewis , N. M. McClure-Griffiths

This paper presents a technique for reducing speckle in Polarimetric Synthetic Aperture Radar (PolSAR) imagery using Nonlocal Means and a statistical test based on stochastic divergences. The main objective is to select homogeneous pixels…

Information Theory · Computer Science 2013-04-18 Leonardo Torres , Sidnei J. S. Sant'Anna , Corina C. Freitas , Alejandro C. Frery

This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are…

Methodology · Statistics 2024-03-12 Stephen Bates , Emmanuel Candès , Lihua Lei , Yaniv Romano , Matteo Sesia

The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensional vector, a reasonable assumption is that the support of…

Statistics Theory · Mathematics 2019-06-27 Holger Drees , Anne Sabourin

Functional principal component analysis is one of the most commonly employed approaches in functional and longitudinal data analysis and we extend it to analyze functional/longitudinal data observed on a general $d$-dimensional domain. The…

Methodology · Statistics 2017-09-07 Lu-Hung Chen , Ci-Ren Jiang

The aim of this paper is to develop the regularity theory for a weak solution to a class of quasilinear nonhomogeneous elliptic equations, whose prototype is the following mixed Dirichlet $p$-Laplace equation of type \begin{align*}…

Analysis of PDEs · Mathematics 2020-03-12 Thanh-Nhan Nguyen , Minh-Phuong Tran

The paper concerns multiobjective linear optimization problems in R^n that are parameterized with respect to the right-hand side perturbations of inequality constraints. Our focus is on measuring the variation of the feasible set and the…

Optimization and Control · Mathematics 2019-07-24 María J. Cánovas , Marco A. López , Boris Mordukhovich , Juan Parra

The present paper studies the fractional $p$-Laplacian boundary value problems with jumping nonlinearities at zero or infinity and obtain the existence of multiple solutions and sign-changing solutions by constructing the suitable…

Analysis of PDEs · Mathematics 2020-09-09 Debangana Mukherjee

In this article, we deal with the global regularity of weak solutions to a class of problems involving the fractional $(p,q)$-Laplacian, denoted by $(-\Delta)^{s_1}_{p}+(-\Delta)^{s_2}_{q}$, for $s_2, s_1\in (0,1)$ and $1<p,q<\infty$. We…

Analysis of PDEs · Mathematics 2021-04-09 Jacques Giacomoni , Deepak Kumar , K. Sreenadh
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