相关论文: Interpolation problem for periodically correlated …
This paper is concerned with inference based on the mean function of a functional time series, which is defined as a collection of curves obtained by splitting a continuous time record, e.g. into daily or annual curves. We develop a normal…
In this paper, random and stochastic processes are defined on fractal curves. Fractal calculus is used to define cumulative distribution function, probability density function, moments, variance and correlation function of stochastic…
Misspecified models often provide useful information about the true data generating distribution. For example, if $y$ is a non-linear function of $x$ the least squares estimator $\hat{\beta}$ is an estimate of $\beta$, the slope of the best…
Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…
Given a matrix the seriation problem consists in permuting its rows in such way that all its columns have the same shape, for example, they are monotone increasing. We propose a statistical approach to this problem where the matrix of…
Sequential estimation of a vector of linear regression coefficients is considered under both centralized and decentralized setups. In sequential estimation, the number of observations used for estimation is determined by the observed…
We consider first-order linear systems of ordinary differential equations with periodic coefficients. Supposing that right-hand sides of equations are not known and subjected to some quadratic restrictions, we obtain optimal, in certain…
This paper gives a general interpretation of Linear Prediction (LP) by interpolation framework different from the perspective of statistics. This interpretation is proved to be useful by several following results, such as: The mechanism of…
A large class of problems in sciences and engineering can be formulated as the general problem of constructing random intervals with pre-specified coverage probabilities for the mean. Wee propose a general approach for statistical inference…
We propose a method for filling gaps and removing interferences in time series for applications involving continuous monitoring of environmental variables. The approach is non-parametric and based on an iterative pattern-matching between…
This paper aims at developing new shape functions adapted to smooth vanishing coefficients for scalar wave equation. It proposes the numerical analysis of their interpolation properties. The interpolation is local but high order convergence…
We consider Kalman filtering problems when the observations are intermittently erased or lost. It was known that the estimates are mean-square unstable when the erasure probability is larger than a certain critical value, and stable…
In high-dimensional linear regression, the goal pursued here is to estimate an unknown regression function using linear combinations of a suitable set of covariates. One of the key assumptions for the success of any statistical procedure in…
Substances such as chemical compounds are invisible to human eyes, they are usually captured by sensing equipments with their spectral fingerprints. Though spectra of pure chemicals can be identified by visual inspection, the spectra of…
The problem of estimating the mean of random functions based on discretely sampled data arises naturally in functional data analysis. In this paper, we study optimal estimation of the mean function under both common and independent designs.…
We consider a statistical inverse learning problem, where we observe the image of a function $f$ through a linear operator $A$ at i.i.d. random design points $X_i$, superposed with an additive noise. The distribution of the design points is…
In this paper, we investigate the mean-square stability and stabilizability problems for linear time-invariant systems under stochastic spatially correlated multiplicative uncertainties.
In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…
The functional interpolation problem on a continual set of nodes by an integral continued C-fraction is studied. The necessary and sufficient conditions for its solvability are found. As a particular case, the considered integral continued…
In this paper, we are concerned with a stochastic optimal control problem of mean-field type under partial observation, where the state equation is governed by the controlled nonlinear mean-field stochastic differential equation, moreover…