Related papers: Partial quasi likelihood analysis
Possible forms of obstructed atomic limits in quasi-one-dimensional systems are studied using line group symmetry. This is accomplished by revisiting the standard theory with an emphasis on its group-theoretical background, synthesizing the…
We propose a new estimation scheme for estimation of the volatility parameters of a semimartingale with jumps based on a jump-detection filter. Our filter uses all of data to analyze the relative size of increments and to discriminate jumps…
We study randomized quasi-Monte Carlo (RQMC) estimation of a multivariate integral where one of the variables takes only a finite number of values. This problem arises when the variable of integration is drawn from a mixture distribution as…
In this work, we study convergence in probability and almost sure convergence for weighted partial sums of random variables that are related to the class of generalized Oppenheim expansions. It is worth noting that the random variables…
Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…
The problem of random average sampling and reconstruction over multiply generated local quasi shift-invariant subspaces of mixed Lebesgue spaces in the setting of locally compact abelian groups is considered. The sampling inequalities as…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…
We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations…
We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…
We discuss the problem of defining an estimate for the error in quasi-Monte Carlo integration. The key issue is the definition of an ensemble of quasi-random point sets that, on the one hand, includes a sufficiency of equivalent point sets,…
We prove general exponential moment inequalities for averages of [0,1]-valued iid random variables and use them to tighten the PAC Bayesian Theorem. The logarithmic dependence on the sample count in the enumerator of the PAC Bayesian bound…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…
The paper proves several limit theorems for linear eigenvalue statistics of overlapping Wigner and sample covariance matrices. It is shown that the covariance of the limiting multivariate Gaussian distribution is diagonalized by choosing…
The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…
Convolution with an appropriate surface measure on a paraboloid is known to define a bounded operator T from L^p(R^d) to L^q(R^d) for certain exponents p,q. By a quasiextremal for the associated inequality, we mean a function f for which…
Using Fourier analysis, we study local limit theorems in weak-convergence problems. Among many applications, we discuss random matrix theory, some probabilistic models in number theory, the winding number of complex brownian motion and the…
Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds on the cumulants of all orders are stated, leading to…
Quasi-factorization-type inequalities for the relative entropy have recently proven to be fundamental in modern proofs of modified logarithmic Sobolev inequalities for quantum spin systems. In this paper, we show some results of weak…
We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…
Structural estimation in economics often makes use of models formulated in terms of moment conditions. While these moment conditions are generally well-motivated, it is often unknown whether the moment restrictions hold exactly. We consider…