Related papers: Harris recurrent Markov chains and nonlinear monot…
We propose a simple nonlocal energy functional that is suitable for the continuum field characterization of nonperiodic and localized textures. The phenomenological functional is based on the pairwise direction-dependent interaction of…
In semivarying coefficient models for longitudinal/clustered data, usually of primary interest is usually the parametric component which involves unknown constant coefficients. First, we study semiparametric efficiency bound for estimation…
We consider a general model of a heterogeneous polymer chain fluctuating in the proximity of an interface between two selective solvents. The heterogeneous character of the model comes from the fact that the monomer units interact with the…
Criticality is deeply related to optimal computational capacity. The lack of a renormalized theory of critical brain dynamics, however, so far limits insights into this form of biological information processing to mean-field results. These…
The Zarantonello fixed-point iteration is an established linearization scheme for quasilinear PDEs with strongly monotone and Lipschitz continuous nonlinearity in Hilbert spaces. This paper presents a weighted least-squares minimization for…
We explore a recently proposed locally resonant granular system bearing harmonic internal resonators in a chain of beads interacting via Hertzian elastic contacts. In this system, we propose the existence of two types of configurations: (a)…
Let $(\xi_n)_{n=0}^\infty$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\ldots,b\}$. In this paper, we will study the generalized entropy ergodic theorem with almost-everywhere and…
Motivated by global warming issues, we consider a time se- ries that consists of a nondecreasing trend observed with station- ary fluctuations, nonparametric estimation of the trend under monotonicity assumption is considered. The rescaled…
We consider a nonparametric version of the integer-valued GARCH(1,1) model for time series of counts. The link function in the recursion for the variances is not specified by finite-dimensional parameters, but we impose nonparametric…
We introduce a new class of conditional autoregressive models for spatially dependent functional data, formulated through conditional means given neighboring functional observations and characterized by a covariance operator and a spatial…
We consider nonlinear dynamics in a finite parity-time-symmetric chain of the discrete nonlinear Schr{\"o}dinger (dNLS) type. We work in the range of the gain and loss coefficient when the zero equilibrium state is neutrally stable. We…
This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…
The mixed effects model for repeated measures (MMRM) has been widely used for the analysis of longitudinal clinical data collected at a number of fixed time points. We propose a robust extension of the MMRM for skewed and heavy-tailed data…
Inspired by holographic Wilsonian renormalization, we consider coarse graining a quantum system divided between short distance and long distance degrees of freedom, coupled via the Hamiltonian. Observations using purely long distance…
We consider a diffusion $(\xi_t)_{t\ge 0}$ whose drift involves a $T$-periodic signal. $T$ is fixed and known, whereas the signal depends on an unknown $d$-dimensional parameter $\vartheta\in\Theta$. Assuming positive Harris recurrence of…
We consider the long term behaviour of a Markov chain \xi(t) on \Z^N based on the N station supermarket model. Different routing policies for the supermarket model give different Markov chains. We show that for a general class of local…
In this paper, we consider the filtering and smoothing recursions in nonparametric finite state space hidden Markov models (HMMs) when the parameters of the model are unknown and replaced by estimators. We provide an explicit and time…
We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of…
This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…
In a previous paper we determined one dimensional distributions of a stationary field with linear regressions and quadratic conditional variances under a linear constraint on the coefficients of the quadratic expression. In this paper we…