相关论文: Moment ideals of local Dirac mixtures

We study stationarity and moments properties of some count time series models from contraction and stability properties of iterated random maps. Both univariate and multivariate processes are considered, including the recent multivariate…

In this work a method for statistical analysis of time series is proposed, which is used to obtain solutions to some classical problems of mathematical statistics under the only assumption that the process generating the data is stationary…

We develop moment estimators for the parameters of affine stochastic volatility models. We first address the challenge of calculating moments for the models by introducing a recursive equation for deriving closed-form expressions for…

Spectral methods of moments provide a powerful tool for learning the parameters of latent variable models. Despite their theoretical appeal, the applicability of these methods to real data is still limited due to a lack of robustness to…

We address the initial source identification problem for the heat equation, a notably ill-posed inverse problem characterized by exponential instability. Departing from classical Tikhonov regularization, we propose a novel approach based on…

This is a tutorial on some aspects of toric varieties related to their potential use in geometric modeling. We discuss projective toric varieties and their ideals, as well as real toric varieties and the algebraic moment map. In particular,…

Moment methods are classical approaches that approximate the mesoscopic radiative transfer equation by a system of macroscopic moment equations. An expansion in the angular variables transforms the original equation into a system of…

As a new method for detecting change-points in high-resolution time series, we apply Maximum Mean Discrepancy to the distributions of ordinal patterns in different parts of a time series. The main advantage of this approach is its…

We consider the moment space $\mathcal{M}_n$ corresponding to $p \times p$ real or complex matrix measures defined on the interval $[0,1]$. The asymptotic properties of the first $k$ components of a uniformly distributed vector $(S_{1,n},…

In this paper, we develop a general method to estimate the instantaneous frequencies of the modes making up a multicomponent signal when the former exhibit interference in the time-frequency plane. In particular, studying the representation…

The Ewens sampling formula is a distribution related to the random partition of a positive integer. In this study, we investigate the issue of non-existence solutions in parameter estimation under the distribution. As a result, the first…

Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We study basic combinatorial and probabilistic aspects in the discrete case. Our main results concern relationships with…

This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend…

In the present article we present exact solutions of the Dirac equation for electric neutral particles with anomalous electric and magnetic moments. Using the algebraic method of separation of variables, the Dirac equation is separated in…

We study the ideal of the algebraic relations among 3-point functions from a combinatorial and topological perspective. We place this problem in the broader setting of incidence toric ideals associated with incidence matrices of t-subsets…

We consider the problem of approximating a general Gaussian location mixture by finite mixtures. The minimum order of finite mixtures that achieve a prescribed accuracy (measured by various $f$-divergences) is determined within constant…

In this note we give a combinatorial and non-computational proof of the asymptotics of the integer moments of the moments of the characteristic polynomials of Haar distributed unitary matrices as the size of the matrix goes to infinity.…

We propose a fast algorithm for evaluating the moments of Bingham distribution. The calculation is done by piecewise rational approximation, where interpolation and Gaussian integrals are utilized. Numerical test shows that the algorithm…

The aim of this paper is to propose new Rosenthal-type inequalities for moments of order higher than 2 of the maximum of partial sums of stationary sequences including martingales and their generalizations. As in the recent results by…

We quantify the elementary Borel-Cantelli Lemma by higher moments of the overlap count statistic in terms of the weighted summability of the probabilities. Applications include mean deviation frequencies in the Strong Law and the Law of the…