Related papers: Harris recurrent Markov chains and nonlinear monot…
In this work, we study the existence of various classes of standing waves for a nonlinear Schr\"odinger system with quadratic interaction, along with a harmonic or partially harmonic potential. We establish the existence of ground-state…
Covariate shift in regression problems and the associated distribution mismatch between training and test data is a commonly encountered phenomenon in machine learning. In this paper, we extend recent results on nonparametric convergence…
We propose a novel estimation procedure for certain spectral distributions associated with a class of high dimensional linear time series. The processes under consideration are of the form $X_t = \sum_{\ell=0}^\infty \mathbf{A}_\ell…
In the context of clinical and biomedical studies, joint frailty models have been developed to study the joint temporal evolution of recurrent and terminal events, capturing both the heterogeneous susceptibility to experiencing a new…
This paper focuses on estimating the invariant density function $f_X$ of the strongly mixing stationary process $X_t$ in the multiplicative measurement errors model $Y_t = X_t U_t$, where $U_t$ is also a strongly mixing stationary process.…
We develop a Bayesian graphical modeling framework for functional data for correlated multivariate random variables observed over a continuous domain. Our method leads to graphical Markov models for functional data which allows the graphs…
In this manuscript, we propose a general proximal quasi-Newton method tailored for nonconvex and nonsmooth optimization problems, where we do not require the sequence of the variable metric (or Hessian approximation) to be uniformly bounded…
Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…
Wilson's Numerical Renormalization Group method is used to study the paramagnetic ground state of the periodic Anderson model within the dynamical mean-field approach. For the particle-hole symmetric model, which is a Kondo insulator, we…
We develop an estimator for the high-dimensional covariance matrix of a locally stationary process with a smoothly varying trend and use this statistic to derive consistent predictors in non-stationary time series. In contrast to the…
We introduce new classes of general monotone sequences and study their properties. For functions whose Fourier coefficients belong to these classes, we establish Hardy-Littlewood-type theorems.
We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions and we show that…
Link et al. (2010) define a general framework for analyzing capture-recapture data with potential misidentifications. In this framework, the observed vector of counts, $y$, is considered as a linear function of a vector of latent counts,…
Multicointegration is traditionally defined as a particular long run relationship among variables in a parametric vector autoregressive model that introduces additional cointegrating links between these variables and partial sums of the…
This paper develops a new method for identifying econometric models with partially latent covariates. Such data structures arise in industrial organization and labor economics settings where data are collected using an input-based sampling…
In this paper, we study the problem of estimating the autocovariance sequence resulting from a reversible Markov chain. A motivating application for studying this problem is the estimation of the asymptotic variance in central limit…
In this paper we study the additive functionals of Markov chains via conditioning with respect to both past and future of the chain. We shall point out new sufficient projective conditions, which assure that the variance of partial sums of…
We study log-concavity properties of real sequences $(a_n)_{n \ge 0}$ satisfying a $d$-th order linear recurrence whose coefficients are linear functions of $n$; the so-called P-recursive (or holonomic) sequences. Writing the recurrence in…
This paper presents a compact, recursive, non-linear, filter, derived from the Gauss-Newton (GNF), which is an algorithm that is based on weighted least squares and the Newton method of local linearisation. The recursive form (RGNF), which…
This paper is concerned with a nonlinear imaging problem, which aims to reconstruct a locally perturbed, perfectly reflecting, infinite plane from intensity-only (or phaseless) far-field or near-field data. A recursive Newton iteration…