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Varying coefficient models are widely used to characterize dynamic associations between longitudinal outcomes and covariates. Existing work on varying coefficient models, however, all assumes that observation times are independent of the…

Methodology · Statistics 2026-01-27 Yu Gu , Yangjianchen Xu , Peijun Sang

We present a multivariate stochastic volatility model with leverage, which is flexible enough to recapture the individual dynamics as well as the interdependencies between several assets while still being highly analytically tractable.…

Pricing of Securities · Quantitative Finance 2012-01-23 Johannes Muhle-Karbe , Oliver Pfaffel , Robert Stelzer

Quantum phase estimation is an important component in diverse quantum algorithms. However, it suffers from spectral leakage, when the reciprocal of the record length is not an integer multiple of the unknown phase, which incurs an accuracy…

Quantum Physics · Physics 2022-05-17 Yifeng Xiong , Soon Xin Ng , Gui-Lu Long , Lajos Hanzo

In this paper, we obtain a Carleman estimate for the higher order partial differential operator. In the process of establishing this estimate, we developed a new method, which is called the back-propagation method (the BPM, for short). This…

Analysis of PDEs · Mathematics 2024-04-23 Xiaoyu Fu , Yuan Gao

We prove variation-norm estimates for certain oscillatory integrals related to Carleson's theorem. Bounds for the corresponding maximal operators were first proven by Stein and Wainger. Our estimates are sharp in the range of exponents, up…

Classical Analysis and ODEs · Mathematics 2020-09-03 Shaoming Guo , Joris Roos , Po-Lam Yung

In this paper we establish some new $L^{2}-L^{2}$ Carleman estimates for the Baouendi-Grushin operators $\mathscr{B}_\gamma$, in (1.1) below. We apply such estimates to obtain: (i) an extension of the Bourgain-Kenig quantitative unique…

Analysis of PDEs · Mathematics 2019-10-01 Agnid Banerjee , Nicola Garofalo , Ramesh Manna

We call a kind of mappings induced by a kind of weighted Laplace operator as complex valued kernel $\alpha$-harmonic mappings. In this article, for this class of mappings, the Heinz type lemma is established, and the best Heinz type…

Complex Variables · Mathematics 2024-01-22 Boyong Long

Varying coefficient models are popular for estimating nonlinear regression functions in functional data models. Their Bayesian variants have received limited attention in large data applications, primarily due to prohibitively slow…

Machine Learning · Statistics 2025-06-03 Rajarshi Guhaniyogi , Laura Baracaldo , Sudipto Banerjee

The present paper is a continuation of our work [11], where we introduced a fractional operator calculus related to a fractional ${\psi}-$Fueter operator in the one-dimensional Riemann-Liouville derivative sense in each direction of the…

Complex Variables · Mathematics 2022-09-27 José Oscar González-Cervantes , Juan Bory-Reyes

We introduce a class of fractional Dirac type operators with time variable coefficients by means of a Witt basis, the Djrbashian-Caputo fractional derivative and the fractional Laplacian, both operators defined with respect to some given…

Classical Analysis and ODEs · Mathematics 2023-10-04 Joel E. Restrepo , Michael Ruzhansky , Durvudkhan Suragan

We establish certain square function estimates for a class of oscillatory integral operators with homogeneous phase functions. These results are employed to deduce a refinement of a previous result of Mockenhaupt Seeger and Sogge…

Analysis of PDEs · Mathematics 2019-01-23 Chuanwei Gao , Changxing Miao , Jianwei-Urbain Yang

We provide explicit representations of Green's functions for general linear fractional differential operators with {\it variable coefficients} and Riemann-Liouvilles derivatives. We assume that all their coefficients are continuous in $[0,…

Mathematical Physics · Physics 2013-09-05 Myong-Ha Kim , Hyong-Chol O

We give a formula for the cohomological invariants of a root stack, which we apply to compute the cohomological invariants and the Brauer group of the stack of admissible double coverings.

Algebraic Geometry · Mathematics 2020-10-22 Andrea Di Lorenzo , Roberto Pirisi

On $\mathbb{R}^n,$ a classical result due to Bourgain establishes the restricted weak $(\frac{n}{n-1},1)$ inequality for the full maximal function $M_F^{d\sigma}$ associated to the spherical averages. In this work we present an extension to…

Analysis of PDEs · Mathematics 2024-01-17 Duván Cardona

We consider some bilinear Fourier multiplier operators and give a bilinear version of Seeger, Sogge, and Stein's result for Fourier integral operators. Our results improve, for the case of Fourier multiplier operators, Rodr\'iguez-L\'opez,…

Classical Analysis and ODEs · Mathematics 2023-05-30 Tomoya Kato , Akihiko Miyachi , Naohito Tomita

Varying coefficient models are useful in applications where the effect of the covariate might depend on some other covariate such as time or location. Various applications of these models often give rise to case-specific prior distributions…

Methodology · Statistics 2019-12-05 Maria Franco-Villoria , Massimo Ventrucci , Håvard Rue

The main goal of this paper is to define and study new methods for the computation of effective coefficients in the homogenization of divergence-form operators with random coefficients. The methods introduced here are proved to have optimal…

Numerical Analysis · Mathematics 2017-11-01 Jean-Christophe Mourrat

We prove pointwise variational Lp bounds for a bilinear Fourier integral operator in a large but not necessarily sharp range of exponents. This result is a joint strengthening of the corresponding bounds for the classical Carleson operator,…

Classical Analysis and ODEs · Mathematics 2016-05-03 Yen Do , Camil Muscalu , Christoph Thiele

In this paper, we propose a novel variable selection approach in the framework of sparse high-dimensional GLARMA models. It consists in combining the estimation of the autoregressive moving average (ARMA) coefficients of these models with…

Statistics Theory · Mathematics 2019-10-14 Céline Lévy-Leduc , Sarah Ouadah , Laure Sansonnet

In this paper, we present a minimal formalism for Stein operators which leads to different probabilistic representations of solutions to Stein equations. These in turn provide a wide family of Stein-Covariance identities which we put to use…

Probability · Mathematics 2018-12-27 Marie Ernst , Gesine Reinert , Yvik Swan