相关论文: Lawrence-Sullivan models for the interval
In this paper, we analyze a L{\'e}vy model based on two popular concepts - subordination and L{\'e}vy copulas. More precisely, we consider a two-dimensional L{\'e}vy process such that each component is a time-changed (subordinated) Brownian…
We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a non-linear function of it past values…
Causal inference uses observations to infer the causal structure of the data generating system. We study a class of functional models that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual…
We consider the linear regression problem, where the number $p$ of covariates is possibly larger than the number $n$ of observations $(x_{i},y_{i})_{i\leq i \leq n}$, under sparsity assumptions. On the one hand, several methods have been…
Rejoinder to "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]
This chapter is a short introduction to Sullivan models. In particular, we find the Sullivan model of a free loop space and use it to prove the Vigu\'e-Poirrier-Sullivan theorem on the Betti numbers of a free loop space.
Curry-Howard correspondences between Linear Logic (LL) and session types provide a firm foundation for concurrent processes. As the correspondences hold for intuitionistic and classic versions of LL (ILL and CLL), we obtain two different…
In applications of linear mixed-effects models, experimenters often desire uncertainty quantification for random quantities, like predicted treatment effects for unobserved individuals or groups. For example, consider an agricultural…
We suggest an alternative proof of a theorem due to Lambek and Moser using a perceptible model.
We exploit recent results on the stability and performance analysis of positive Markov jump linear systems (MJLS) for the design of interval observers for MJLS with and without delays. While the conditions for the $L_1$ performance are…
Let $\lambda$ denote the Liouville function. Assuming the Riemann Hypothesis, we prove that $$\int_X^{2X}\Big|\sum_{x\leq n \leq x+h}\lambda(n) \Big|^2 dx \ll Xh(\log X)^6,$$ as $X\rightarrow \infty$, provided $h=h(X)\leq…
This paper investigates interval estimation for a measurand that is known to be positive. Both the Neyman and Bayesian procedures are considered and the difference between the two, not always perceived, is discussed in detail. A solution is…
To study the processes and mechanisms of the correlation between space and time, particularly between lengths and durations in human perception, a special method (device and procedure) to conduct this experiment was designed and called LDR…
Recently maximum pseudo-likelihood (MPL) inference method has been successfully applied to statistical physics models with intractable likelihoods. We use information theory to derive a relation between the pseudo-likelihood and likelihood…
The notion of lambda-symmetries, originally introduced by C. Muriel and J.L. Romero, is extended to the case of systems of first-order ODE's (and of dynamical systems in particular). It is shown that the existence of a symmetry of this type…
Likelihood-free methods perform parameter inference in stochastic simulator models where evaluating the likelihood is intractable but sampling synthetic data is possible. One class of methods for this likelihood-free problem uses a…
In structured prediction problems where we have indirect supervision of the output, maximum marginal likelihood faces two computational obstacles: non-convexity of the objective and intractability of even a single gradient computation. In…
A great deal of interest has recently focused on conducting inference on the parameters in a high-dimensional linear model. In this paper, we consider a simple and very na\"{i}ve two-step procedure for this task, in which we (i) fit a lasso…
The Wilson loop with a wavy line contour is studied using integrable methods. The auxiliary problem is solved and the Lax operator is built to first order in perturbation theory, considering a small perturbation from the straight line.…
The special theory of relativity is constructed demanding the retention of the rectilinear form of a trajectory and invariance of the wave equation under linear transformations of space and time coordinates. The usual approach to relativity…