Related papers: Testing Multivariate Scatter Parameter in Elliptic…
This paper concerns the reconstruction of multiple elastic parameters (Lam\'e parameters and density) of an inhomogeneous medium embedded in an infinite homogeneous isotropic background in $\mathbb{R}^2$. The direct scattering problem is…
The joint estimation of the location vector and the shape matrix of a set of independent and identically Complex Elliptically Symmetric (CES) distributed observations is investigated from both the theoretical and computational viewpoints.…
We introduce a robust numerical technique to verify the causality of sampled scattering parameters given on a finite bandwidth. The method is based on a filtered Fourier transform and includes a rigorous estimation of the errors caused by…
In the analysis of elastic-scattering experimental data, optical-model parameters (usually, depths of real and imaginary potentials) are fitted and conclusions are drawn analyzing their variations at bombardment energies close to the…
Consideration is given to the methods of gaining experimental data on the substances which constitute a part of multicomponent samples to be measured. The methods are applicable to the samples comprising an arbitrary number of components;…
A common assumption when sampling $p$-dimensional observations from $K$ distinct group is the equality of the covariance matrices. In this paper, we propose two penalized $M$-estimation approaches for the estimation of the covariance or…
In this short note we provide an analytical formula for the conditional covariance matrices of the elliptically distributed random vectors, when the conditioning is based on the values of any linear combination of the marginal random…
We propose a technique of compensating the spurious reflections implied by the multiple-scattering (MS) method, commonly used for analyzing finite photonic crystal (PC) systems, to obtain exact values of characteristic parameters, such as…
In this paper we propose methods for inference of the geometric features of a multivariate density. Our approach uses multiscale tests for the monotonicity of the density at arbitrary points in arbitrary directions. In particular, a…
This paper analyzes the performance of Tyler's M-estimator of the scatter matrix in elliptical populations. We focus on the non-asymptotic setting and derive the estimation error bounds depending on the number of samples n and the dimension…
We introduce a method of estimating parameters associated with a fractal random scattering medium, which utilizes the multiscale properties of the scattered field. The example of ray-density fluctuations beyond a phase screen with fractal…
Physicists routinely need probabilistic models for a number of tasks such as parameter inference or the generation of new realizations of a field. Establishing such models for highly non-Gaussian fields is a challenge, especially when the…
This paper proposes a moving sum methodology for detecting multiple change points in high-dimensional time series under a factor model, where changes are attributed to those in loadings as well as emergence or disappearance of factors. We…
The methods for parameter estimation under assumption of agreement between observation and model are reviewed. The distribution parameters are obtained for one set of experimental data by using different estimation methods under assumption…
This paper proposes a new feature screening method for the multi-response ultrahigh dimensional linear model by empirical likelihood. Through a multivariate moment condition, the empirical likelihood induced ranking statistics can exploit…
In 2D acoustic and elastodynamic problems the spatial variability of a constitutive parameter such as the mass density makes it difficult to employ boundary integral and domain integral techniques to solve the forward and inverse wave…
We develop two inverse scattering schemes for locating multiple electromagnetic (EM) scatterers by the electric far-field measurement corresponding to a single incident/detecting plane wave. The first scheme is for locating scatterers of…
Parameter estimation in linear errors-in-variables models typically requires that the measurement error distribution be known (or estimable from replicate data). A generalized method of moments approach can be used to estimate model…
We propose a new sequential monitoring scheme for changes in the parameters of a multivariate time series. In contrast to procedures proposed in the literature which compare an estimator from the training sample with an estimator calculated…
Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…