相关论文: Nonparametric Stochastic Discount Factor Decomposi…

The feedback particle filter (FPF) is an innovative, control-oriented and resampling-free adaptation of the traditional particle filter (PF). In the FPF, individual particles are regulated via a feedback gain, and the corresponding gain…

This paper describes the procedure to estimate the parameters in mean reversion processes with functional tendency defined by a periodic continuous deterministic function, expressed as a series of truncated Fourier. Two phases of estimation…

We study fixed-policy evaluation for finite Markov chains that may be reducible and periodic. Classical evaluation methods with gain and bias decomposition are not always diagnostic: the gain records only invariant Ces\`aro averages, while…

Information about the behavior of dynamical systems can often be obtained by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with a dynamical system. Examples of such operators are the…

Choice modeling is at the core of understanding how changes to the competitive landscape affect consumer choices and reshape market equilibria. In this paper, we propose a fundamental characterization of choice functions that encompasses a…

We analyze the problem of evolution in a system with stochastic perturbation and point out that analytic properties of the noise present in the system might determine spectral properties of the evolution operator (Frobenius-Perron…

The subject of this paper is the problem of nonparametric estimation of a continuous distribution function from observations with measurement errors. We study minimax complexity of this problem when unknown distribution has a density…

We combine high-dimensional factor models with fractional integration methods and derive models where nonstationary, potentially cointegrated data of different persistence is modelled as a function of common fractionally integrated factors.…

In this paper, we propose a non-parametric conditional factor regression (NCFR)model for domains with high-dimensional input and response. NCFR enhances linear regression in two ways: a) introducing low-dimensional latent factors leading to…

Accelerated destructive degradation tests (ADDT) are widely used in industry to evaluate materials' long term properties. Even though there has been tremendous statistical research in nonparametric methods, the current industrial practice…

The quantum mechanical ground state of electrons is described by Density Functional Theory, which leads to large minimization problems. An efficient minimization method uses a selfconsistent field (SCF) solution of large eigenvalue…

We consider an individual or household endowed with an initial capital and an income, modeled as a deterministic process with a continuous drift rate. At first, we model the discounting rate as the price of a zero-coupon bond at zero under…

This paper considers the posterior contraction of non-parametric Bayesian inference on non-homogeneous Poisson processes. We consider the quality of inference on a rate function $\lambda$, given non-identically distributed realisations,…

A new expansion scheme to evaluate the eigenvalues of the generalized evolution operator (Frobenius-Perron operator) $H_{q}$ relevant to the fluctuation spectrum and poles of the order-$q$ power spectrum is proposed. The ``partition…

We present a real-space formulation and higher-order finite-difference implementation of periodic Orbital-free Density Functional Theory (OF-DFT). Specifically, utilizing a local reformulation of the electrostatic and kernel terms, we…

This paper deals with the computation of a non-asymptotic lower bound by means of the nonanticipative rate-distortion function (NRDF) on the discrete-time zero-delay variable-rate lossy compression problem for discrete Markov sources with…

We argue that long-term forecasting requires learning local Jacobians with explicit spectral structure, going beyond simple conditional mean matching. Our method, Fern, invokes Brenier's theorem to directly parameterize the Jacobian as a…

We introduce a new procedure to select the optimal cutoff parameter for Fourier density estimators that leads to adaptive rate optimal estimators, up to a logarithmic factor. This adaptive procedure applies for different inverse problems.…

In this paper, we study a class of nonsmooth fractional programs {\rm (FP, for short)} with SOS-convex semi-algebraic functions. Under suitable assumptions, we derive a strong duality result between the problem (FP) and its semidefinite…

The journey of theoretical study on semiconductors is reviewed in a non-conventional way. We have started with the basic introduction of Hartree-Fock method and introduce the fundamentals of Density Functional Theory (DFT). From the oldest…