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In this paper, we propose a new test for the detection of a change in a non-linear (auto-)regressive time series as well as a corresponding estimator for the unknown time point of the change. To this end, we consider an at-most-one-change…

Statistics Theory · Mathematics 2025-04-15 Claudia Kirch , Stefanie Schwaar

High-dimensional self-exciting point processes have been widely used in many application areas to model discrete event data in which past and current events affect the likelihood of future events. In this paper, we are concerned with…

Methodology · Statistics 2020-06-08 Daren Wang , Yi Yu , Rebecca Willett

This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…

Mathematical Physics · Physics 2021-08-13 Harish Parthasarathy

As prompt engineering research rapidly evolves, evaluations beyond accuracy are crucial for developing cost-effective techniques. We present the Economical Prompting Index (EPI), a novel metric that combines accuracy scores with token…

Computation and Language · Computer Science 2024-12-03 Tyler McDonald , Anthony Colosimo , Yifeng Li , Ali Emami

Optimization of a random processes by restart is a subject of active theoretical research in statistical physics and has long found practical application in computer science. Meanwhile, one of the key issues remains largely unsolved: when…

Statistical Mechanics · Physics 2024-04-23 Ilia Nikitin , Sergey Belan

We discuss the main stages of development of the error calculation since the beginning of XIX-th century by insisting on what prefigures the use of Dirichlet forms and emphasizing the mathematical properties that make the use of Dirichlet…

History and Overview · Mathematics 2014-01-14 Nicolas Bouleau

Industry can get any research it wants, just by publishing a baseline result along with the data and scripts need to reproduce that work. For instance, the paper ``Data Mining Static Code Attributes to Learn Defect Predictors'' presented…

Software Engineering · Computer Science 2025-01-28 Tim Menzies

We study distributed stochastic convex optimization under the delayed gradient model where the server nodes perform parameter updates, while the worker nodes compute stochastic gradients. We discuss, analyze, and experiment with a setup…

Machine Learning · Statistics 2015-08-21 Suvrit Sra , Adams Wei Yu , Mu Li , Alexander J. Smola

Under a complex technical condition, similar to such used in extreme value theory, we find the rate q(\epsilon)^{-1} at which a stochastic process with stationary increments \xi should be sampled, for the sampled process \xi(\lfloor\cdot…

Probability · Mathematics 2007-05-23 J. M. P. Albin

In this paper we study the asymptotic behaviour of empirical processes when parameters are estimated, assuming that the underlying sequence of random variables is long-range dependent. We show completely different phenomena compared to…

Statistics Theory · Mathematics 2007-06-13 Rafal Kulik

We propose a robust parameter estimation method for dynamical systems based on Statistical Learning techniques which aims to estimate a set of parameters that well fit the dynamics in order to obtain robust evidences about the qualitative…

Methodology · Statistics 2021-02-26 Diego Marcondes

This is a list of the typographic and other errors that occur in `Automorphisms of first-order structures', by R. W. Kaye and H. D. Macpherson (eds), Oxford University Press, 1994.

Logic · Mathematics 2016-09-06 Richard Kaye

Some important applicative problems require the evaluation of functions $\Psi$ of large and sparse and/or \emph{localized} matrices $A$. Popular and interesting techniques for computing $\Psi(A)$ and $\Psi(A)\mathbf{v}$, where $\mathbf{v}$…

Numerical Analysis · Mathematics 2022-04-25 Daniele Bertaccini , Marina Popolizio , Fabio Durastante

This is a complementary document for the paper titled "Asynchronous Distributed Gaussian Process Regression for Online Learning and Dynamical Systems".

Machine Learning · Computer Science 2024-12-17 Zewen Yang , Xiaobing Dai , Sandra Hirche

An alternative model to measure simultaneously scientific and financial performances of scientific activities is proposed. This mathematical model focuses only on the final scientific outcomes in each fiscal year to gurantee the…

Physics and Society · Physics 2008-08-18 L. T. Handoko

The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…

Probability · Mathematics 2016-02-09 Yi-Ching Yao , Daniel Wei-Chung Miao , Xenos Chang-Shuo Lin

Stokes flow, discussed by G.G. Stokes in 1851, describes many microscopic biological flow phenomena, including cilia-driven transport and flagellar motility; the need to quantify and understand these flows has motivated decades of…

Fluid Dynamics · Physics 2021-03-17 Meurig T. Gallagher , David J. Smith

In this corrigendum, we offer a correction to [J. Korean. Math. Soc., 54 (2017), pp. 461--477]. We construct a counterexample for the strengthened Cauchy--Schwarz inequality used in the original paper. In addition, we provide a new proof…

Numerical Analysis · Mathematics 2021-05-05 Chang-Ock Lee , Eun-Hee Park , Jongho Park

One compelling use of citation networks is to characterize papers by their relationships to the surrounding literature. We propose a method to characterize papers by embedding them into two distinct "co-factor" spaces: one describing how…

Methodology · Statistics 2025-10-07 Alex Hayes , Karl Rohe

Ensuring a satisfactory statistical convergence of anharmonic thermodynamic properties requires sampling of many atomic configurations, however the methods to obtain those necessarily produce correlated samples, thereby reducing the…

Statistical Mechanics · Physics 2022-06-07 Erki Metsanurk