相关论文: Multivariate prediction and matrix Szeg\"o theory
Orthogonal polynomials on the unit circle are completely determined by their reflection coefficients through the Szeg\H{o} recurrences. We assume that the reflection coefficients converge to some complex number a with 0 < |a| < 1. The…
In this survey article, we review some results and conjectures related to orthogonal polynomials on Cantor sets. The main purpose of this paper is to emphasize the role of equilibrium measures in order to have a general theory of…
A class of Riemann-Hilbert problems corresponding to quasi-permutation monodromy matrices is solved in terms of Szeg\"o kernel on auxiliary Riemann surfaces. The tau-function of Schlesinger system turns out to be closely related to…
We propose new Markov Chain Monte Carlo algorithms to sample probability distributions on submanifolds, which generalize previous methods by allowing the use of set-valued maps in the proposal step of the MCMC algorithms. The motivation for…
Assume one observes independent categorical variables or, equivalently, one observes the corresponding multinomial variables. Estimating the distribution of the observed sequence amounts to estimating the expectation of the multinomial…
The notion of modular covariance is reviewed and the reconstruction of the Poincar\'e group extended to the low-dimensional case. The relations with the PCT symmetry and the Spin and Statistics theorem are described.
In a multiple linear regression model, the algebraic formula of the decomposition theorem explains the relationship between the univariate regression coefficient and partial regression coefficient using geometry. It was found that…
It is shown that monic orthogonal polynomials on the unit circle are the characteristic polynomials of certain five-diagonal matrices depending on the Schur parameters. This result is achieved through the study of orthogonal Laurent…
As more and more robots are envisioned to cooperate with humans sharing the same space, it is desired for robots to be able to predict others' trajectories to navigate in a safe and self-explanatory way. We propose a Convolutional Neural…
In this paper, we first introduce the new class of vertically-recurrent matrices, using a generalization of "the Hockey stick and Puck theorem" in Pascal's triangle. Then, we give an interesting formula for the lower triangular…
Consider a multinomial regression model where the response, which indicates a unit's membership in one of several possible unordered classes, is associated with a set of predictor variables. Such models typically involve a matrix of…
We study matrix three term relations for orthogonal polynomials in two variables constructed from orthogonal polynomials in one variable. Using the three term recurrence relation for the involved univariate orthogonal polynomials, the…
We provide a new representation-independent formulation of Occam's razor theorem, based on Kolmogorov complexity. This new formulation allows us to: (i) Obtain better sample complexity than both length-based and VC-based versions of Occam's…
This paper investigates stochastic finite matrices and the corresponding finite Markov chains constructed using recurrence matrices for general families of orthogonal polynomials and multiple orthogonal polynomials. The paper explores the…
Multi-Objective Learning Model Predictive Control is a novel data-driven control scheme which improves a linear system's closed-loop performance with respect to several convex control objectives over iterations of a repeated task. At each…
The purpose of this paper is to go further into the study of the quadratic Szeg{\"o} equation, which is the following Hamiltonian PDE : $i \partial\_t u = 2J\Pi(|u|^2)+\bar{J}u^2$, $u(0, \cdot)=u\_0$, where $\Pi$ is the Szeg{\"o} projector…
Computations involving invariant random vectors are directly related to the theory of invariants (cf. e.g \cite{Weing_1}). Some simple observations along these lines are presented in this paper. We note in particular that sum of elements of…
This paper studies recurrence phenomena in iterative holomorphic dynamics of certain multi-valued maps. In particular, we prove an analogue of the Poincar\'e recurrence theorem for meromorphic correspondences with respect to certain…
In this work, we present a method to perform Model Predictive Control (MPC) over systems whose state is an element of $SO(n)$ for $n=2,3$. This is done without charts or any local linearization, and instead is performed by operating over…
We construct the unitary analogue of orthogonal calculus developed by Weiss, utilising model categories to give a clear description of the intricacies in the equivariance and homotopy theory involved. The subtle differences between real and…