Related papers: Estimation of causal CARMA random fields
Given any domain $X\subseteq \mathbb{R}^d$ and a probability measure $\rho$ on $X$, we study the problem of approximating in $L^2(X,\rho)$ a given function $u:X\to\mathbb{R}$, using its noiseless pointwise evaluations at random samples. For…
In this paper, we consider function-indexed normalized weighted integrated periodograms for equidistantly sampled multivariate continuous-time state space models which are multivariate continuous-time ARMA processes. Thereby, the sampling…
In this paper we estimate the dynamic parameters of a time-varying coefficient model through radial kernel functions in the context of a longitudinal study. Our proposal is based on a linear combination of weighted kernel functions…
Estimation of autocorrelations and spectral densities is of fundamental importance in many fields of science, from identifying pulsar signals in astronomy to measuring heart beats in medicine. In circumstances where one is interested in…
We explore the low-l likelihood of the angular spectrum C(l) of masked CMB temperature maps using an adaptive importance sampler. We find that, in spite of a partial sky coverage, the likelihood distribution of each C(l) closely follows an…
Most analysis of Cosmic Microwave Background spherical harmonic coefficients a_lm has focused on estimating the power spectrum C_l=<|a_lm|^2> rather than the coefficients themselves. We present a minimum-variance method for measuring a_lm…
In this paper, we investigate estimators for symmetric $\alpha$-stable CARMA processes sampled equidistantly. Simulation studies suggest that the Whittle estimator and the estimator presented in Garc\'{\i}a et al. (2011) are consistent…
We consider the efficient estimation of total causal effects in the presence of unmeasured confounding using conditional instrumental sets. Specifically, we consider the two-stage least squares estimator in the setting of a linear…
Randomized field experiments are the gold standard for evaluating the impact of software changes on customers. In the online domain, randomization has been the main tool to ensure exchangeability. However, due to the different deployment…
Small maps of the Rees-Sciama (RS) effect are simulated by using an appropriate N-body code and a certain ray-tracing procedure. A method designed for the statistical analysis of cosmic microwave background (CMB) maps is applied to study…
LSST is expected to yield ~10^7 light curves over the course of its mission, which will require a concerted effort in automated classification. Stochastic processes provide one means of quantitatively describing variability with the…
We apply the Pseudo-C_l formalism to obtain an unbiased, approximate method for efficient simultaneous estimation of several cosmological parameters from large, almost full-sky cosmic microwave background data sets.
We adapt the classical definition of locally stationary processes in discrete-time to the continuous-time setting and obtain equivalent representations in the time and frequency domain. From this, a unique time-varying spectral density is…
The observable universe contains density perturbations on scales larger than any finite volume survey. Perturbations on scales larger than a survey can measure degrade its power to constrain cosmological parameters. The dependence of survey…
The gold standard for causal model evaluation involves comparing model predictions with true effects estimated from randomized controlled trials (RCT). However, RCTs are not always feasible or ethical to perform. In contrast, conditionally…
A spectral representation for regularly varying L\'evy processes with index between one and two is established and the properties of the resulting random noise are discussed in detail giving also new insight in the $L^2$-case where the…
To estimate the causal effects of beliefs on actions, researchers often run information provision experiments. We consider the causal interpretation of two-stage least squares (TSLS) estimators in these experiments. We characterize common…
We present simulations of a cosmic shear survey and show how the survey geometry influences the accuracy of determination of cosmological parameters. We numerically calculate the full covariance matrices of the two-point statistics \xi_+,…
We estimate cosmological parameters using data obtained by the Very Small Array (VSA) in its extended configuration, in conjunction with a variety of other CMB data and external priors. Within the flat $\Lambda$CDM model, we find that the…
In this paper we derive the asymptotic properties of the least squares estimator (LSE) of autoregressive moving-average (ARMA) models with regime changes under the assumption that the errors are uncorrelated but not necessarily independent.…