Related papers: Least Squares Two-Point Function Estimation
In this paper we describe active set type algorithms for minimization of a smooth function under general order constraints, an important case being functions on the set of bimonotone r-by-s matrices. These algorithms can be used, for…
The problem of optimal linear estimation of functionals depending on the unknown values of a random field $\zeta(t,x)$, which is mean-square continuous periodically correlated with respect to time argument $t\in\mathbb R$ and isotropic on…
In this paper we investigate panel regression models with interactive fixed effects. We propose two new estimation methods that are based on minimizing convex objective functions. The first method minimizes the sum of squared residuals with…
We consider a two-stage procedure (TSP) for estimating an inverse regression function at a given point, where isotonic regression is used at stage one to obtain an initial estimate and a local linear approximation in the vicinity of this…
Penalised estimation methods for point processes usually rely on a large amount of independent repetitions for cross-validation purposes. However, in the case of a single realisation of the process, existing cross-validation methods may be…
In this paper, we give a tutorial on asymptotic properties of the Least Square (LS) and Regularized Least Squares (RLS) estimators for the finite impulse response model with filtered white noise inputs. We provide three perspectives: the…
The problem of optimal linear estimation of functionals depending on the unknown values of a spatial temporal isotropic random field $\zeta(j,x)$, which is periodically correlated with respect to discrete time argument $j\in\mathrm Z$ and…
We develop a principled approach to obtain exact computer-aided worst-case guarantees on the performance of second-order optimization methods on classes of univariate functions. We first present a generic technique to derive interpolation…
In a series of papers (Lombardi & Schneider 2001, 2002) we studied in detail the statistical properties of an interpolation technique widely used in astronomy. In particular, we considered the average interpolated map and its covariance…
Non-equilibrium systems have long-ranged spatial correlations even far away from critical points. This implies that the likelihoods of spatial steady state profiles of physical observables are nonlocal functionals. In this letter, it is…
We consider the problem of estimating the distance, or range, between two locations by measuring the phase of multiple sinusoidal signals transmitted between the locations. Traditional estimators developed for optical interferometry include…
Assume that several competing methods are available to estimate a parameter in a given statistical model. The aim of estimator averaging is to provide a new estimator, built as a linear combination of the initial estimators, that achieves…
Under treatment effect heterogeneity, an instrument identifies the instrument-specific local average treatment effect (LATE). With multiple instruments, two-stage least squares (2SLS) estimand is a weighted average of different LATEs. What…
An extension of the empirical copula is considered by combining an estimator of a multivariate cumulative distribution function with estimators of the marginal cumulative distribution functions for marginal estimators that are not…
We study estimation and inference for the mean of real-valued random functions defined on a hypercube. The independent random functions are observed on a discrete, random subset of design points, possibly with heteroscedastic noise. We…
A general two dimensional fractional supersymmetric conformal field theory is investigated. The structure of the symmetries of the theory is studied. Then, applying the generators of the closed subalgebra generated by $(L_{-1}, L_{0},…
The nearest neighbor two-point correlation function of the $Z$-invariant inhomogeneous eight-vertex model in the thermodynamic limit is computed using the free field representation.
In this paper we establish square-function estimates on the double and single layer potentials for divergence-form elliptic operators, of arbitrary even order 2m, with variable t-independent coefficients in the upper half-space. This…
This paper proposes a geometric interpretation of the angles and scales which the orientation- and scale-covariant feature detectors, e.g. SIFT, provide. Two new general constraints are derived on the scales and rotations which can be used…
We holographically calculate two-point functions in the pseudo-conformal universe, an early universe alternative to inflation. The pseudo-conformal universe can be modeled as a defect conformal field theory, where the reheating surface is a…