Related papers: Testing for integer integration in functional time…
Stencil computations represent a very common class of nested loops in scientific and engineering applications. Exploiting vector units in modern CPUs is crucial to achieving peak performance. Previous vectorization approaches often consider…
Particle-in-cell (PIC) simulations with Monte-Carlo collisions are used in plasma science to explore a variety of kinetic effects. One major problem is the long run-time of such simulations. Even on modern computer systems, PIC codes take a…
We study an interval ordering problem introduced by D\"urr et al. [Discrete Appl. Math. 2012] which is motivated by applications in bioinformatics. The task is to order a given set of n intervals with the goal of minimizing a certain…
A novel linear integration rule called $\textit{control neighbors}$ is proposed in which nearest neighbor estimates act as control variates to speed up the convergence rate of the Monte Carlo procedure on metric spaces. The main result is…
For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and…
The article considers classification task of fractal time series by the meta algorithms based on decision trees. Binomial multiplicative stochastic cascades are used as input time series. Comparative analysis of the classification…
For testing hypothesis on the covariance operator of functional time series, we suggest to use the full functional information and to avoid dimension reduction techniques. The limit distribution follows from the central limit theorem of the…
Time series are difficult to monitor, summarize and predict. Segmentation organizes time series into few intervals having uniform characteristics (flatness, linearity, modality, monotonicity and so on). For scalability, we require fast…
For a real sequence of length of m = nl, we may deduce its congruence derivative sequence with length of l. The discrete Fourier transform of original sequence can be calculated by the discrete Fourier transform of the congruence derivative…
Integration testing is a very important step in software testing. Existing methods evaluate the stubbing cost for class integration test orders by considering only the interclass direct relationships such as inheritance, aggregation, and…
Statistical depth functions provide center-outward orderings in spaces of dimension larger than one, where a natural ordering does not exist. The numerical evaluation of such depth functions can be computationally prohibitive, even for…
In this review, we address the use of Monte Carlo methods for approximating definite integrals of the form $Z = \int L(x) d P(x)$, where $L$ is a target function (often a likelihood) and $P$ a finite measure. We present vertical-likelihood…
Measuring time means counting the occurrence of periodic phenomena. Over the past centuries a major effort was put to make stable and precise oscillators to be used as clock regulators. Here we consider a different class of clocks based on…
The 21st century has witnessed a growing interest in the analysis of time series data. Whereas most of the literature on the topic deals with real-valued time series, ordinal time series have typically received much less attention. However,…
An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the…
In this work, we present some new integration formulas for any order of accuracy as an application of the B-spline relations obtained in [1]. The resulting rules are defined as a perturbation of the trapezoidal integration method. We prove…
In this paper, we show that the central limit theorem (CLT) satisfied by the data-driven Multidimensional Increment Ratio (MIR) estimator of the memory parameter d established in Bardet and Dola (2012) for d $\in$ (--0.5, 0.5) can be…
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…
Differences between computer simulation of dynamical systems and laboratory experiments are common in teaching and research in engineering. Normally, numerical inaccuracy and the non-ideal behaviour of the devices involved in the experiment…
It is well known that Monte Carlo integration with variance reduction by means of control variates can be implemented by the ordinary least squares estimator for the intercept in a multiple linear regression model. A central limit theorem…