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We study concentration in spectral norm of nonparametric estimates of correlation matrices. We work within the confine of a Gaussian copula model. Two nonparametric estimators of the correlation matrix, the sine transformations of the…

Statistics Theory · Mathematics 2014-03-26 Ritwik Mitra , Cun-Hui Zhang

The problem of estimating the covariance matrix $\Sigma$ of a $p$-variate distribution based on its $n$ observations arises in many data analysis contexts. While for $n>p$, the classical sample covariance matrix $\hat{\Sigma}_n$ is a good…

Information Theory · Computer Science 2017-09-28 Maryia Kabanava , Holger Rauhut

We consider the linear regression model with observation error in the design. In this setting, we allow the number of covariates to be much larger than the sample size. Several new estimation methods have been recently introduced for this…

Statistics Theory · Mathematics 2016-07-05 Alexandre Belloni , Mathieu Rosenbaum , Alexandre Tsybakov

We perform a stability analysis of a recently proposed sum rule for pion Compton scattering at fixed angle and moderate Mandelstam invariants. The sum rule is found to be sensitive to the parameter $\lambda^2$, the contour radius of a…

High Energy Physics - Phenomenology · Physics 2009-10-22 Claudio Coriano' , Hsiang-nan Li

A characterization of the general linear equation in standard form admitting a maximal symmetry algebra is obtained in terms of a simple set of conditions relating the coefficients of the equation. As a consequence, it is shown that in its…

Classical Analysis and ODEs · Mathematics 2023-01-03 J. C. Ndogmo

Edgeworth expansions of first and second order are established for general linear rank statistics under the null hypothesis with asymptotically ''sufficiently'' small remainder terms. The methods used are the Stein method combined with an…

Statistics Theory · Mathematics 2025-11-18 Walter Schneller

In a regression model with multiple response variables and multiple explanatory variables, if the difference of the mean vectors of the response variables for different values of explanatory variables is always in the direction of the first…

Statistics Theory · Mathematics 2026-02-17 Koji Tsukuda , Shun Matsuura

In this talk, I present new results [1] obtained from QCD spectral sum rules (QSSR), on the bag constant parameters entering in the analysis of the B^0_{(s)}-\bar B^0_{(s)} mass-differences. Taking the average of the results from the…

High Energy Physics - Phenomenology · Physics 2017-08-23 Stephan Narison

As the matching condition in Grover search algorithm is transgressed due to inevitable errors in phase inversions, it gives a reduction in maximum probability of success. With a given degree of maximum success, we have derive the…

Quantum Physics · Physics 2007-05-23 Jin-Yuan Hsieh , Che-Ming Li , Der-San Chuu

This investigation follows up the suggestion that the equation of state for superconducting cosmic strings provided by Witten's prototype biscalar field model can be well represented by an effective Lagrangian of simple logarithmic form…

High Energy Physics - Theory · Physics 2008-11-26 Betti Hartmann , Brandon Carter

Two consistency conditions for partition functions established by Akemann and Dam-gaard in their studies of the fermionic mass dependence of the QCD partition function at low energy ({\it a la} Leutwiller-Smilga-Verbaarschot) are…

High Energy Physics - Theory · Physics 2009-11-07 H. W. Braden , A. Mironov , A. Morozov

Taking the example of the most popular and well-established Borel / Laplace / Exponential sum rule (LSR), I shortly review some of its recent applications in hadron physics namely the estimates of non-perturbative condensates, the…

High Energy Physics - Phenomenology · Physics 2014-10-07 Stephan Narison

Puzzled or surprised by the almost incredible accuracy occasionally claimed in the literature to be achievable for numerical outcomes of QCD sum-rule analyses, we scrutinized the usual procedure employed for the extraction of the parameters…

High Energy Physics - Phenomenology · Physics 2009-06-25 Wolfgang Lucha , D. Melikhov , S. Simula

In this paper, we consider a generalized multivariate regression problem where the responses are monotonic functions of linear transformations of predictors. We propose a semi-parametric algorithm based on the ordering of the responses…

Machine Learning · Statistics 2016-02-22 Milad Kharratzadeh , Mark Coates

The demands of accuracy in measurements and engineering models today, renders the condition number of problems larger. While a corresponding increase in the precision of floating point numbers ensured a stable computing, the uncertainty in…

Numerical Analysis · Mathematics 2022-09-12 Puneet Jain , Krishna Manglani , Murugesan Venkatapathi

We present an estimator of the covariance matrix $\Sigma$ of random $d$-dimensional vector from an i.i.d. sample of size $n$. Our sole assumption is that this vector satisfies a bounded $L^p-L^2$ moment assumption over its one-dimensional…

Statistics Theory · Mathematics 2024-03-27 Roberto I. Oliveira , Zoraida F. Rico

Stein's unbiased risk estimate (SURE) gives an unbiased estimate of the $\ell_2$ risk of any estimator of the mean of a Gaussian random vector. We focus here on the case when the estimator minimizes a quadratic loss term plus a convex…

Statistics Theory · Mathematics 2023-10-09 Parth Nobel , Emmanuel Candès , Stephen Boyd

Random constraint satisfaction problems (CSPs) such as random $3$-SAT are conjectured to be computationally intractable. The average case hardness of random $3$-SAT and other CSPs has broad and far-reaching implications on problems in…

Computational Complexity · Computer Science 2019-11-11 Jonah Brown-Cohen , Prasad Raghavendra

Much of machine learning relies on comparing distributions with discrepancy measures. Stein's method creates discrepancy measures between two distributions that require only the unnormalized density of one and samples from the other. Stein…

Machine Learning · Statistics 2020-07-21 Raghav Singhal , Xintian Han , Saad Lahlou , Rajesh Ranganath

In this paper, we consider the usual linear regression model in the case where the error process is assumed strictly stationary. We use a result from Hannan (1973), who proved a Central Limit Theorem for the usual least square estimator…

Statistics Theory · Mathematics 2019-06-18 Emmanuel Caron