相关论文: Two-sided moment estimates for a class of nonnegat…

Estimation of the degree of stability and the bounds of solutions to non-autonomous nonlinear systems present major concerns in numerous applied problems. Yet, current techniques are frequently yield overconservative conditions which are…

Many economic models feature moment conditions that involve latent variables. When the latent variables are individual fixed effects in an auxiliary panel data regression, we construct orthogonal moments that eliminate first-order bias…

Central moments and cumulants are often employed to characterize the distribution of data. The skewness and kurtosis are particularly useful for the detection of outliers, the assessment of departures from normally distributed data,…

We present an alternating least squares type numerical optimization scheme to estimate conditionally-independent mixture models in $\mathbb{R}^n$, without parameterizing the distributions. Following the method of moments, we tackle an…

In this paper, explicit error bounds are derived in the approximation of rank $k$ projections of certain $n$-dimensional random vectors by standard $k$-dimensional Gaussian random vectors. The bounds are given in terms of $k$, $n$, and a…

In the stochastic formulation of chemical kinetics, the stationary moments of the population count of species can be described via a set of linear equations. However, except for some specific cases such as systems with linear reaction…

The aim of this paper is to employ variational techniques and critical point theory to prove some conditions for the existence of solutions to nonlinear impulsive dynamic equation with homogeneous Dirichlet boundary conditions. Also we will…

We consider a family of character sums as multiplicative analogues of Kloosterman sums. Using Gauss sums, Jacobi sums and Deligne's bound for hyper-Kloosterman sums, we establish asymptotic formulae for any real (positive) moments of the…

Covariate shift occurs when the distribution of input features differs between the training and testing phases. In covariate shift, estimating an unknown function's moment is a classical problem that remains under-explored, despite its…

We deduce the non-asymptotical bilateral estimates for moment inequalities for sums of non-negative independent random variables, based on the correspondent estimates for the so-called Bell functions and the Poisson distribution.

Repeated sampling is a standard way to spend test-time compute, but its benefit is controlled by the latent distribution of correctness across examples, not by one-call accuracy alone. We study the binary correctness layer of repeated LLM…

This paper is devoted to study a nonlinear wave equation with boundary conditions of two-point type. First, we state two local existence theorems and under suitable conditions, we prove that any weak solutions with negative initial energy…

A basic class of two-type continuous-state branching processes in varying environments are constructed by solving the backward equation determining the cumulant semigroup. The parameters of the process are allowed to be c\`adl\`ag in time…

We propose a necessary and sufficient condition for the well-posedness of the linear non-homogeneous Grad moment equations in half-space. The Grad moment system is based on Hermite expansion and regarded as an efficient reduction model of…

We establish conditions for uniform $r$-th moment bound of certain $\R^d$-valued functions of a discrete-time stochastic process taking values in a general metric space. The conditions include an appropriate negative drift together with a…

We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…

We consider two stage estimation with a non-parametric first stage and a generalized method of moments second stage, in a simpler setting than (Chernozhukov et al. 2016). We give an alternative proof of the theorem given in (Chernozhukov et…

We study statistics dependence of the probability distributions and the means of measured moments of conserved quantities, respectively. The required statistics of all interested moments and their products are estimated based on a simple…

A heat equation with uncertain domains is thoroughly investigated. Statistical moments of the solution is approximated by the counterparts of the shape derivative. A rigorous proof for the existence of the shape derivative is presented.…

Models phrased though moment conditions are central to much of modern inference. Here these moment conditions are embedded within a nonparametric Bayesian setup. Handling such a model is not probabilistically straightforward as the…