相关论文: Linear Estimation of Location and Scale Parameters…
We provide general derivations of the partial slip boundary condition from microscopic dynamics and linearized fluctuating hydrodynamics. The derivations are based on the assumption of separation of scales between microscopic behavior, such…
Scaling regions -- intervals on a graph where the dependent variable depends linearly on the independent variable -- abound in dynamical systems, notably in calculations of invariants like the correlation dimension or a Lyapunov exponent.…
Ordinary Differential Equations are a simple but powerful framework for modeling complex systems. Parameter estimation from times series can be done by Nonlinear Least Squares (or other classical approaches), but this can give…
We study the problem of distributed adaptive estimation over networks where nodes cooperate to estimate physical parameters that can vary over both space and time domains. We use a set of basis functions to characterize the space-varying…
Accepting validity of self-consistent theory of localization by Vollhardt and Woelfle, we derive the relations of finite-size scaling for different parameters characterizing the level statistics. The obtained results are compared with the…
We introduce computational methods that allow for effective estimation of a flexible, parametric non-stationary spatial model when the field size is too large to compute the multivariate normal likelihood directly. In this method, the field…
Stochastic ordering among distributions has been considered in a variety of scenarios. Economic studies often involve research about the ordering of investment strategies or social welfare. However, as noted in the literature, stochastic…
In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of locations is among the most challenging problems in computational statistics, and current approaches typically rely on less expensive…
Complex interactions leading to phase transitions continue to hold a due interest in the scientific community. We charactersize a phase transition in a coupled oscillators model where interactions are not local in nature. At a first order…
This paper presents a numerical method to implement the parameter estimation method using response statistics that was recently formulated by the authors. The proposed approach formulates the parameter estimation problem of It\^o drift…
Formulating order metrics that sensitively quantify the degree of order/disorder in many-particle systems in $d$-dimensional Euclidean space $\mathbb{R}^d$ across length scales is an outstanding challenge in physics, chemistry, and…
The exponential distribution is applied in a very wide variety of statistical procedures. Among the most prominent applications are those in the field of life testing and reliability theory. When there are two record samples available for…
Recently a majorization method for optimizing partition functions of log-linear models was proposed alongside a novel quadratic variational upper-bound. In the batch setting, it outperformed state-of-the-art first- and second-order…
In this paper we investigate the performance of a variety of estimation techniques for the scale and shape parameter of the Lomax distribution. These methods include traditional methods such as the maximum likelihood estimator and the…
We study the relation between the halo and matter density fields -- commonly termed bias -- in the LCDM framework. In particular, we examine the local model of biasing at quadratic order in the matter density. This model is characterized by…
We consider a design problem where experimental conditions (design points $X_i$) are presented in the form of a sequence of i.i.d.\ random variables, generated with an unknown probability measure $\mu$, and only a given proportion…
This paper develops a new approach to the estimation of the degree of boundedness or stability of multidimensional nonlinear systems with time-dependent nonperiodic coefficients-an essential task in various engineering and natural science…
This research aims to estimate three parameters in a stochastic generalized logistic differential equation. We assume the intrinsic growth rate and shape parameters are constant but unknown. To estimate these two parameters, we use the…
The aim of this paper is to describe new statistical methods for determination of the correlations among and distributions of physical parameters from a multivariate data with general and arbitrary truncations and selection biases. These…
Let $M_n$ be a $n \times n$ Wigner or sample covariance random matrix, and let $\mu_1(M_n), \mu_2(M_n), ..., \mu_n(M_n)$ denote the unordered eigenvalues of $M_n$. We study the fluctuations of the partial linear eigenvalue statistics $$…