Related papers: Partial condition number for the equality constrai…
We study a regression problem where for some part of the data we observe both the label variable ($Y$) and the predictors (${\bf X}$), while for other part of the data only the predictors are given. Such a problem arises, for example, when…
In this paper, conditional stability estimates are derived for unique continuation and Cauchy problems associated to the Poisson equation in ultra-weak variational form. Numerical approximations are obtained as minima of regularized least…
A risk-aware decision-making problem can be formulated as a chance-constrained linear program in probability measure space. Chance-constrained linear program in probability measure space is intractable, and no numerical method exists to…
We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in…
The null space condition for $\ell_1$ minimization in compressed sensing is a necessary and sufficient condition on the sensing matrices under which a sparse signal can be uniquely recovered from the observation data via $\ell_1$…
We obtain necessary conditions and sufficient conditions on the existence of solutions to the Cauchy problem for a fractional semilinear heat equation with an inhomogeneous term. We identify the strongest spatial singularity of the…
We introduce in this document a direct method allowing to solve numerically inverse type problems for linear parabolic equations. We consider the reconstruction of the full solution of the parabolic equation posed in $\Omega\times (0,T)$ -…
We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing…
This paper proposes a theoretical framework to address the reduced biquaternion equality-constrained total least squares (RBTLSE) problem. The objective is to find an approximate solution to the system $AX \approx B$, subject to linear…
In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…
In this paper we provide some more details on the numerical analysis and we present some enlightening numerical results related to the spectrum of a finite element least-squares approximation of the linear elasticity formulation introduced…
We consider the least-squares finite element method (lsfem) for systems of nonlinear ordinary differential equations and establish an optimal error estimate for this method when piecewise linear elements are used. The main assumptions are…
We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available. Semiparametric profile least-square based estimation procedures are developed for…
We introduce a simple diagnostic test for assessing the overall or partial goodness of fit of a linear causal model with errors being independent of the covariates. In particular, we consider situations where hidden confounding is…
In this article, we investigate the fractional Borg-Levinson problem, an inverse spectral problem focused on recovering potentials from boundary spectral data. We demonstrate that the potential can, in fact, be uniquely determined by this…
Problems in signal processing and medical imaging often lead to calculating sparse solutions to under-determined linear systems. Methodologies for solving this problem are presented as background to the method used in this work where the…
We study for the first time the Cauchy problem for semilinear fractional elliptic equation. This paper is concerned with the Gaussian white noise model for the initial Cauchy data. We establish the ill-posedness of the problem. Then, under…
The extended definition of the polynomial B-splines may give a chance to improve the results obtained by the classical cubic polynomial B-splines. Determination of the optimum value of the extension parameter can be achieved by scanning…
We study numerical methods for solving a system of quasilinear stochastic partial differential equations known as the stochastic Landau-Lifshitz-Bloch (LLB) equation on a bounded domain in $\mathbb R^d$ for $d=1,2$. Our main results are…
Parameter estimation in a class of heteroscedastic time series models is investigated. The existence of conditional least-squares and conditional likelihood estimators is proved. Their consistency and their asymptotic normality are…