Related papers: Bootstrap methods in bounding discrete Radon opera…
The main goal of the paper is to prove convergence in norm and pointwise almost everywhere on $L^p$, $p\in (1,\infty)$, for certain multiparameter polynomial ergodic averages in the spirit of Dunford and Zygmund for continuous flows. We…
We present a general scheme to derive lattice differential operators from the discrete velocities and associated Maxwell-Boltzmann distributions used in lattice hydrodynamics. Such discretizations offer built-in isotropy and recursive…
The purpose of this paper is to prove the L^p boundedness of singular Radon transforms and their maximal analogues. These operators differ from the traditional singular integrals and maximal functions in that their definition at any point x…
The bootstrap procedure has emerged as a general framework to construct prediction intervals for future observations in autoregressive time series models. Such models with outlying data points are standard in real data applications,…
This article extends the semidiscrete maximal $L^p$-regularity results in [27] to multistep fully discrete finite element methods for parabolic equations with more general diffusion coefficients in $W^{1,d+\beta}$, where $d$ is the…
The aim of this paper is to present some properties of Choquet maximal Radon probability measures on compact, convex subsets of Hausdorff, locally convex, topological real vector spaces. Theorem 3.12 is the main result of the paper. While…
In this paper, we present a bootstrap procedure for general elliptic systems with $n(\geq 3)$ components. Combining with the $L^p$-$L^q$-estimates, it yields the optimal $L^\infty$-regularity conditions for the three well-known types of…
We study the numerical bounds obtained using a conformal-bootstrap method - advocated in ref. [1] but never implemented so far - where different points in the plane of conformal cross ratios $z$ and $\bar z$ are sampled. In contrast to the…
This work introduces the causal bootstrap, a framework for bounding smeared spectral observables from finite non-perturbative Euclidean data. The method optimizes over the convex set of positive spectral densities compatible with the data…
We prove sharp $L^p$ regularity results for a class of generalized Radon transforms for families of curves in a three-dimensional manifold associated to a canonical relation with fold and blowdown singularities. The proof relies on…
We describe methods for proving bounds on infinite-time averages in differential dynamical systems. The methods rely on the construction of nonnegative polynomials with certain properties, similarly to the way nonlinear stability can be…
The bootstrap is a popular method of constructing confidence intervals due to its ease of use and broad applicability. Theoretical properties of bootstrap procedures have been established in a variety of settings. However, there is limited…
In this work, we introduce a method based on piecewise polynomial interpolation to enclose rigorously solutions of nonlinear ODEs. Using a technique which we call a priori bootstrap, we transform the problem of solving the ODE into one of…
Approximate analytical formula for density distribution in differentially rotating stars is derived. Any barotropic EOS and conservative rotation law can be handled with use of this method for wide range of differential rotation strength.…
For discrete-valued time series, predictive inference cannot be implemented through the construction of prediction intervals to some predetermined coverage level, as this is the case for real-valued time series. To address this problem, we…
The bootstrap is a popular and convenient method for quantifying the authority of an empirical ordering of attributes, for example of a ranking of the performance of institutions or of the influence of genes on a response variable. In the…
Bootstrap is a principled and powerful frequentist statistical tool for uncertainty quantification. Unfortunately, standard bootstrap methods are computationally intensive due to the need of drawing a large i.i.d. bootstrap sample to…
We address the problem of structured covariance matrix estimation for radar space-time adaptive processing (STAP). A priori knowledge of the interference environment has been exploited in many previous works to enable accurate estimators…
This paper develops valid bootstrap inference methods for the dynamic short panel threshold regression. We show that the standard nonparametric bootstrap is inconsistent for the first-differenced generalized method of moments (GMM)…
A semi-classical approach to the study of the evolution of anyonic excitations--elementary particles with fractional statistics, complementing bosons and fermions--is through the Boltzmann equation for anyons. This work reviews a…