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For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…

概率论 · 数学 2017-02-01 Chiara Franceschini , Cristian Giardinà

Entropic dynamics is a framework for defining dynamical systems that is aligned with the principles of information theory. In an entropic dynamics model for motion on a statistical manifold, we find that the rate of changes for expected…

动力系统 · 数学 2021-07-15 Pedro Pessoa

We give a statement on extension with estimates of convex functions defined on a linear subspace, inspired by similar extension results concerning metrics on positive line bundles

泛函分析 · 数学 2008-06-10 Bo Berndtsson

In this paper, four parameters Wright function is considered. Certain geometric properties such as starlikeness, convexity, uniform convexity and close-to-convexity are discussed for this function. Further, certain geometric properties of…

复变函数 · 数学 2021-07-13 Sourav Das , Khaled Mehrez

Conscious experience is awash with underlying relationships. Moreover, for various brain regions such as the visual cortex, the system is biased toward some states. Representing this bias using a probability distribution shows that the…

神经元与认知 · 定量生物学 2015-08-11 Jonathan Mason

The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…

数学物理 · 物理学 2008-11-18 D H Gebremedhin , C A Weatherford , X Zhang , A Wynn , G Tanaka

Wave scattering in chaotic systems with a uniform energy loss (absorption) is considered. Within the random matrix approach we calculate exactly the energy correlation functions of different matrix elements of impedance or scattering…

混沌动力学 · 物理学 2007-05-23 D. V. Savin , Y. V. Fyodorov , H. -J. Sommers

As a generalization of geodesic function, this paper introduces the notion of geodesic $ \varphi_{E} $-convex function. Some properties of $ \varphi_{E} $-convex function and geodesic $ \varphi_{E} $-convex function are established. The…

度量几何 · 数学 2022-12-22 Ohud Bulayhan Almutairi andWedad Saleh

Convex regression is the problem of fitting a convex function to a data set consisting of input-output pairs. We present a new approach to this problem called spectrahedral regression, in which we fit a spectrahedral function to the data,…

最优化与控制 · 数学 2021-11-01 Eliza O'Reilly , Venkat Chandrasekaran

Potential functionals have been introduced recently as an important tool for the analysis of coupled scalar systems (e.g. density evolution equations). In this contribution, we investigate interesting properties of this potential. Using the…

信息论 · 计算机科学 2017-01-16 Rafah El-Khatib , Nicolas Macris , Tom Richardson , Rüdiger Urbanke

A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…

偏微分方程分析 · 数学 2015-10-19 Pedro Aceves-Sanchez , Christian Schmeiser

Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…

chao-dyn · 物理学 2008-10-08 G. Gallavotti

Polyconvexity is an important concept in the analysis of energies related to elasticity. A function $f \colon \R^{d\times d} \to \R$ is called polyconvex if it can be written as a convex function in the minors of the argument. We show that…

偏微分方程分析 · 数学 2025-11-25 David Wiedemann , Malte A. Peter

Factor analysis is a classical data reduction technique that seeks a potentially lower number of unobserved variables that can account for the correlations among the observed variables. This paper presents an extension of the factor…

统计方法学 · 统计学 2013-12-04 Tsung-I Lin , Pal H. Wu , Geoffrey J. McLachlan , Sharon X. Lee

For convex univalent functions we give instances where the sharp bound for various coefficient functionals are identical to those for the corresponding bound for the inverse function. We give instances where the sharp bounds differ and also…

复变函数 · 数学 2022-12-12 Derek K. Thomas

We study the expectation of linear eigenvalue statistics of matrix models with any $\beta>0$, assuming that the potential $V$ is a real analytic function and that the corresponding equilibrium measure has a one-interval support. We obtain…

数学物理 · 物理学 2010-04-01 T. Kriecherbauer , M. Shcherbina

In various fields of data science, researchers are often interested in estimating the ratio of conditional expectation functions (CEFR). Specifically in causal inference problems, it is sometimes natural to consider ratio-based treatment…

计量经济学 · 经济学 2022-12-27 Kazuhiko Shinoda , Takahiro Hoshino

Typically, point forecasting methods are compared and assessed by means of an error measure or scoring function, such as the absolute error or the squared error. The individual scores are then averaged over forecast cases, to result in a…

统计理论 · 数学 2010-03-09 Tilmann Gneiting

Motivated by the success of Sinkhorn's algorithm for entropic optimal transport, we study convergence properties of iterative proportional fitting procedures (IPFP) used to solve more general information projection problems. We establish…

最优化与控制 · 数学 2025-04-14 Stephan Eckstein , Aziz Lakhal

We introduce a new type of influence function, the asymptotic expected sensitivity function, which is often equivalent to but mathematically more tractable than the traditional one based on the Gateaux derivative. To illustrate, we study…

统计方法学 · 统计学 2024-01-11 Qingyang Zhang