相关论文: When does the screening effect hold?

We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…

While a physical theory should be independent of the coordinate frame chosen by any observer, the observations themselves in fact depend on the choice of coordinates. In particular, different coordinate frames reflect different symmetries…

Functional data present as functions or curves possessing a spatial or temporal component. These components by nature have a fixed observational domain. Consequently, any asymptotic investigation requires modelling the increased correlation…

In high dimensional analysis, effects of explanatory variables on responses sometimes rely on certain exposure variables, such as time or environmental factors. In this paper, to characterize the importance of each predictor, we utilize its…

An $\epsilon$-approximate incidence between a point and some geometric object (line, circle, plane, sphere) occurs when the point and the object lie at distance at most $\epsilon$ from each other. Given a set of points and a set of objects,…

Smoothing is omnipresent in astronomy, because almost always measurements performed at discrete positions in the sky need to be interpolated into a smooth map for subsequent analysis. Still, the statistical properties of different…

Oftentimes in practice, the observed process changes statistical properties at an unknown point in time and the duration of a change is substantially finite, in which case one says that the change is intermittent or transient. We provide an…

Many modern machine learning models are trained to achieve zero or near-zero training error in order to obtain near-optimal (but non-zero) test error. This phenomenon of strong generalization performance for "overfitted" / interpolated…

We propose experimentally feasible ways to probe universal features of absorbing phase transitions from two different approaches, both based on numerical validations. On one hand, we numerically study a probability distribution of…

We consider asymptotic problems in spectral analysis of stationary causal processes. Limiting distributions of periodograms and smoothed periodogram spectral density estimates are obtained and applications to the spectral domain bootstrap…

Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote…

We consider a linear mixed-effects model with a clustered structure, where the parameters are estimated using maximum likelihood (ML) based on possibly unbalanced data. Inference with this model is typically done based on asymptotic theory,…

Climate modelers generally require meteorological information on regular grids, but monitoring stations are, in practice, sited irregularly. Thus, there is a need to produce public data records that interpolate available data to a high…

The relationship between a screening tests' positive predictive value, $\rho$, and its target prevalence, $\phi$, is proportional - though not linear in all but a special case. In consequence, there is a point of local extrema of curvature…

Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…

The effect of small noise in a smooth dynamical system is negligible on any finite time interval. Here we study situations when it persists on intervals increasing to infinity. Such asymptotic regime occurs when the system starts from…

The concept of mechanical screening is widely applied in solid-state systems. Examples include nucleation of defects in crystalline materials, scars and pleats in curved crystals, wrinkles in strongly confined thin sheets, and…

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…

In some estimation problems, especially in applications dealing with information theory, signal processing and biology, theory provides us with additional information allowing us to restrict the parameter space to a finite number of points.…