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This paper derives two stabilizability theorems for a basic class of discrete-time nonlinear systems with multiple unknown parameters. First, we claim that a discrete-time multi-parameter system is stabilizable if its nonlinear growth rate…

Optimization and Control · Mathematics 2020-07-23 Zhaobo Liu , Chanying Li

A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…

Statistics Theory · Mathematics 2015-06-22 Gabriela Ciuperca , Zahraa Salloum

Discovering a correlation from one variable to another variable is of fundamental scientific and practical interest. While existing correlation measures are suitable for discovering average correlation, they fail to discover hidden or…

Machine Learning · Statistics 2017-11-22 Hyeji Kim , Weihao Gao , Sreeram Kannan , Sewoong Oh , Pramod Viswanath

The relationship among three correlated variables could be very sophisticated, as a result, we may not be able to find their hidden causality and model their relationship explicitly. However, we still can make our best guess for possible…

Computer Vision and Pattern Recognition · Computer Science 2019-10-31 Fan Yang , Jaymar Soriano , Takatomi Kubo , Kazushi Ikeda

Estimation of the covariance matrix of asset returns is crucial to portfolio construction. As suggested by economic theories, the correlation structure among assets differs between emerging markets and developed countries. It is therefore…

Methodology · Statistics 2021-09-28 Xin Chen , Dan Yang , Yan Xu , Yin Xia , Dong Wang , Haipeng Shen

Recent results in coupled or temporal graphical models offer schemes for estimating the relationship structure between features when the data come from related (but distinct) longitudinal sources. A novel application of these ideas is for…

Machine Learning · Statistics 2017-11-22 Ronak Mehta , Hyunwoo J. Kim , Shulei Wang , Sterling C. Johnson , Ming Yuan , Vikas Singh

This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…

Statistics Theory · Mathematics 2018-12-11 Natalie Neumeyer , Marek Omelka , Sarka Hudecova

We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market structure is modeled as a dynamic asset network by quantifying time-dependent…

Computational Finance · Quantitative Finance 2021-10-25 Douglas Castilho , Tharsis T. P. Souza , Soong Moon Kang , João Gama , André C. P. L. F. de Carvalho

In a previous Letter [Phys. Rev. Lett. 77, 4158 (1996)], a new correlation measure was introduced that sensitively probes phase space localization properties of eigenstates. It is based on a system's response to varying an external…

Chaotic Dynamics · Physics 2009-10-31 Nicholas R. Cerruti , Arul Lakshminarayan , Julie H. Lefebvre , Steven Tomsovic

The success of large-scale models in recent years has increased the importance of statistical models with numerous parameters. Several studies have analyzed over-parameterized linear models with high-dimensional data, which may not be…

Statistics Theory · Mathematics 2025-03-14 Shogo Nakakita , Masaaki Imaizumi

In the following we consider a 2-dimensional system of ODE's containing quasiperiodic terms. The system is proposed as an extension of Mathieu-type equations to higher dimensions, with emphasis on how resonance between the internal…

Dynamical Systems · Mathematics 2012-03-13 Thomas Waters

We propose a simple method to estimate the parameters of a continuously measured quantum system, by fitting correlation functions of the measured signal. We demonstrate the approach in simulation, both on toy examples and on a recent…

Quantum Physics · Physics 2024-10-17 Pierre Guilmin , Pierre Rouchon , Antoine Tilloy

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

Graphical models are widely used in diverse application domains to model the conditional dependencies amongst a collection of random variables. In this paper, we consider settings where the graph structure is covariate-dependent, and…

Machine Learning · Statistics 2025-04-24 Jiahe Lin , Yikai Zhang , George Michailidis

We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a single parameter characterizing the common correlation. We study…

Statistics Theory · Mathematics 2019-09-04 Haolei Weng , Yang Feng

We extend the definition of $n$-dimensional difference equations to complex order $\alpha\in \mathbb{C} $. We investigate the stability of linear systems defined by an $n$-dimensional matrix $A$ and derive conditions for the stability of…

Dynamical Systems · Mathematics 2022-08-29 Sachin Bhalekar , Prashant M. Gade , Divya Joshi

The Heider balance addresses three-body interactions with the assumption that triads are equally important in the dynamics of the network. In many networks, the relations do not have the same strength so, triads are differently weighted.…

Physics and Society · Physics 2022-04-19 M. Bagherikalhor , A. Kargaran , A. H. Shirazi , G. R. Jafari

Pattern formation often occurs in spatially extended physical, biological and chemical systems due to an instability of the homogeneous steady state. The type of the instability usually prescribes the resulting spatio-temporal patterns and…

Pattern Formation and Solitons · Physics 2015-04-14 David Schueler , Sergio Alonso , Alessandro Torcini , Markus Baer

We explore the behavior of collective nuclear excitations under a multi-parameter deformation of the Hamiltonian. The Hamiltonian matrix elements have the form $P(|H_{ij}|)\propto 1/\sqrt{|H_{ij}|}\exp(-|H_{ij}|/V)$, with a parametric…

Nuclear Theory · Physics 2008-11-26 Dimitri Kusnezov , David Mitchell

A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…

Computational Finance · Quantitative Finance 2023-07-10 Baron Law
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