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Standard maximum likelihood estimation cannot be applied to discrete energy-based models in the general case because the computation of exact model probabilities is intractable. Recent research has seen the proposal of several new…

Machine Learning · Computer Science 2012-02-20 Benjamin Marlin , Nando de Freitas

In this paper we consider the construction of simultaneous confidence bands for the spectral density of a stationary time series using a Gaussian approximation for classical lag-window spectral density estimators evaluated at the set of all…

Statistics Theory · Mathematics 2025-02-25 Jens-Peter Kreiss , Anne Leucht , Efstathios Paparoditis

This paper derives an a posteriori error estimator for the nonlinear first-order optimality conditions associated with the electrically and flexoelectrically coupled Frank-Oseen model of liquid crystals, building on previous results for…

Numerical Analysis · Mathematics 2026-04-13 J. H. Adler , D. B. Emerson

This work presents the multiharmonic analysis and derivation of functional type a posteriori estimates of a distributed eddy current optimal control problem and its state equation in a time-periodic setting. The existence and uniqueness of…

Optimization and Control · Mathematics 2023-08-10 Monika Wolfmayr

We present a set of log-price integrated variance estimators, equal to the sum of open-high-low-close bridge estimators of spot variances within $n$ subsequent time-step intervals. The main characteristics of some of the introduced…

Statistical Finance · Quantitative Finance 2014-08-26 A. Saichev , D. Sornette

Inferring the causal effects of time-varying treatments is often hindered by highly variable inverse propensity weights, particularly in settings with limited covariate overlap. Building on the key framework of Imai and Ratkovic (2015), we…

Methodology · Statistics 2025-11-06 Yige Li , María de los Angeles Resa , José R. Zubizarreta

In this paper, we introduce efficient ensemble Markov Chain Monte Carlo (MCMC) sampling methods for Bayesian computations in the univariate stochastic volatility model. We compare the performance of our ensemble MCMC methods with an…

Computation · Statistics 2014-12-10 Alexander Y. Shestopaloff , Radford M. Neal

Replicated regular two-level factorial experiments are very useful for industry. The goal of these experiments is to identify active effects that affect the mean and variance of the response. Hypothesis testing procedures are widely used…

Methodology · Statistics 2025-07-21 Pengfei Li , Oludotun J. Akinlawon , Shengli Zhao

This paper proposes linear estimation methods for dynamic fixed effects logit models only with time effects (i.e., those only with time dummies and only with time trends). The linear estimators point-identify transformations of parameters…

Econometrics · Economics 2026-04-28 Yoshitsugu Kitazawa

The subject of the present study is the Monte Carlo path-integral evaluation of the moments of spectral functions. Such moments can be computed by formal differentiation of certain estimating functionals that are infinitely-differentiable…

Statistical Mechanics · Physics 2009-11-11 Cristian Predescu

Interactive fixed effects are routinely controlled for in linear panel models. While an analogous fixed effects (FE) estimator for nonlinear models has been available in the literature (Chen, Fernandez-Val and Weidner, 2021), it sees much…

Econometrics · Economics 2026-03-25 Andrei Zeleneev , Weisheng Zhang

A general jackknife estimator for the asymptotic covariance of moment estimators is considered in the case when the sample is taken from a mixture with varying concentrations of components. Consistency of the estimator is demonstrated. A…

Statistics Theory · Mathematics 2019-12-18 Rostyslav Maiboroda , Olena Sugakova

Power spectral densities are often interpreted through ensemble averages and long-time asymptotics. In many experiments, however, only a single finite record is available, so spectral estimators remain broadly distributed and the usual…

We propose a rate optimal estimator for the linear regression model on network data with interacted (unobservable) individual effects. The estimator achieves a faster rate of convergence $N$ compared to the standard estimators' $\sqrt{N}$…

Econometrics · Economics 2023-04-26 Yassine Sbai Sassi

Interventional effects have been proposed as a solution to the unidentifiability of natural (in)direct effects under mediator-outcome confounders affected by the exposure. Such confounders are an intrinsic characteristic of studies with…

Methodology · Statistics 2022-03-30 Iván Díaz , Nicholas Williams , Kara E. Rudolph

We study the efficiency of Thompson sampling for contextual bandits. Existing Thompson sampling-based algorithms need to construct a Laplace approximation (i.e., a Gaussian distribution) of the posterior distribution, which is inefficient…

Machine Learning · Computer Science 2022-06-23 Pan Xu , Hongkai Zheng , Eric Mazumdar , Kamyar Azizzadenesheli , Anima Anandkumar

Ab initio instanton rate theory is a computational method for rigorously including tunnelling effects into calculations of chemical reaction rates based on a potential-energy surface computed on the fly from electronic-structure theory.…

Chemical Physics · Physics 2018-05-08 Gabriel Laude , Danilo Calderini , David P. Tew , Jeremy O. Richardson

Estimating Monte Carlo error is critical to valid simulation results in Markov chain Monte Carlo (MCMC) and initial sequence estimators were one of the first methods introduced for this. Over the last few years, focus has been on…

Computation · Statistics 2025-07-08 Arka Banerjee , Dootika Vats

The phaseless Auxiliary Field Quantum Monte Carlo method provides a well established approximation scheme for accurate calculations of ground state energies of many-fermions systems. Here we apply the method to the calculation of imaginary…

Strongly Correlated Electrons · Physics 2015-06-17 M. Motta , D. E. Galli , S. Moroni , E. Vitali

When two independent analog signals, X and Y are added together giving Z=X+Y, the entropy of Z, H(Z), is not a simple function of the entropies H(X) and H(Y), but rather depends on the details of X and Y's distributions. Nevertheless, the…

Quantum Physics · Physics 2014-02-21 Robert Koenig , Graeme Smith