Related papers: Farrington-Manning in the Extreme Case
The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…
This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…
Generalized empirical likelihood and generalized method of moments are well spread methods of resolution of inverse problems in econometrics. Each method defines a specific semiparametric model for which it is possible to calculate…
In this paper, we study the linear transformation model in the most general setup. This model includes many important and popular models in statistics and econometrics as special cases. Although it has been studied for many years, the…
We prove the existence of extremals for fractional Moser-Trudinger inequalities in an interval and on the whole real line. In both cases we use blow-up analysis for the corresponding Euler-Lagrange equation, which requires new sharp…
Uncertain fractional differential equation (UFDE) is a kind of differential equation about uncertain process. As an significant mathematical tool to describe the evolution process of dynamic system, UFDE is better than the ordinary…
Orthogonalization is one of few mathematical methods conforming to mathematical standards for approximation. Finding a consistent PC matrix of a given an inconsistent PC matrix is the main goal of a pairwise comparisons method. We introduce…
In mutation testing the question whether a mutant is equivalent to its program is important in order to compute the correct mutation score. Unfortunately, answering this question is not always possible and can hardly be obtained just by…
Normal factor graph duality offers new possibilities for Monte Carlo algorithms in graphical models. Specifically, we consider the problem of estimating the partition function of the ferromagnetic Ising and Potts models by Monte Carlo…
Various events in the nature, economics and in other areas force us to combine the study of extremes with regression and other methods. A useful tool for reducing the role of nuisance regression, while we are interested in the shape or…
We examine Frostman-type characterisations and other extremal measure criteria for a range of fractal dimensions of sets. In particular we derive properties of the less familiar modified lower box dimension and upper correlation dimension.…
We provide a semi-parametric analysis for the proportional likelihood ratio model, proposed by Luo & Tsai (2012). We study the tangent spaces for both the parameter of interest and the nuisance parameter, and obtain an explicit expression…
Span programs are a model of computation that have been used to design quantum algorithms, mainly in the query model. For any decision problem, there exists a span program that leads to an algorithm with optimal quantum query complexity,…
We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…
Vecchia's approximate likelihood for Gaussian process parameters depends on how the observations are ordered, which can be viewed as a deficiency because the exact likelihood is permutation-invariant. This article takes the alternative…
Machine learning models are vulnerable to biases that result in unfair treatment of individuals from different populations. Recent work that aims to test a model's fairness at the individual level either relies on domain knowledge to choose…
We consider a simple model of imprecise comparisons: there exists some $\delta>0$ such that when a subject is given two elements to compare, if the values of those elements (as perceived by the subject) differ by at least $\delta$, then the…
In this paper we present a method to generate independent samples for a general random variable, either continuous or discrete. The algorithm is an extension of the acceptance-rejection method, and it is particularly useful for kinetic…
In this paper, we propose a numerical method of computing an Hadamard finite-part integral, a finite value assigned to a divergent integral, with a non-integral power singularity at the endpoint on a half infinite interval. In the proposed…
We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the…