相关论文: On the asymptotic behavior of bubble date estimato…
Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…
This paper presents an improved version of the previously proposed self-consistent drift-diffusion-reaction model correcting for non-physical behavior at longer time scales. To this end a novel boundary condition is employed that takes into…
In this paper, the robust stability and convergence to the true state of moving horizon estimator based on an adaptive arrival cost are established for nonlinear detectable systems. Robust global asymptotic stability is shown for the case…
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…
We calculate analytically the bubble nucleation rate in a model of first order inflation which is able to produce large scale structure. The computation includes the first-order departure from the thin-wall limit, the explicit derivation of…
We study asymptotic properties of Bayesian multiple testing procedures and provide sufficient conditions for strong consistency under general dependence structure. We also consider a novel Bayesian multiple testing procedure and associated…
We further develop a theory of self-resonance after inflation in a large class of models involving multiple scalar fields. We concentrate on inflaton potentials that carry an internal symmetry, but also analyze weak breaking of this…
Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…
We study the isoperimetric problem on $\mathbb{R}^1$ with a prescribed density function $f(x) = |x|$. Under these conditions, we find that isoperimetric $3$-bubble and $4$-bubble results satisfy a regular structure. As our regions increase…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
The paper establishes the central limit theorems and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global…
This paper studies properties of binary runlength-limited sequences with additional constraints on their Hamming weight and/or their number of runs of identical symbols. An algebraic and a probabilistic (entropic) characterization of the…
Age structure is incorporated in many types of epidemic model. Often it is convenient to assume that such models converge to early asymptotic behaviour quickly, before the susceptible population has been appreciably depleted. We make use of…
We propose a general framework to design posterior sampling methods for model-based RL. We show that the proposed algorithms can be analyzed by reducing regret to Hellinger distance in conditional probability estimation. We further show…
In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Here, we study the limiting behaviour of the mean residual life, and derive an asymptotic expansion which can be used…
A model Hamiltonian that exhibits asymptotic freedom and a bound state, is used to show on example that similarity renormalization group procedure can be tuned to improve convergence of perturbative derivation of effective Hamiltonians,…
Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…
Often in Phase 3 clinical trials measuring a long-term time-to-event endpoint, such as overall survival or progression-free survival, investigators also collect repeated measures on biomarkers which may be predictive of the primary…
The paper presents improved mathematical models and methods for statistical regularities in the behavior of some important characteristics of precipitation: duration of a wet period, maximum daily and total precipitation volumes within a…
We suggest general methods to construct asymptotically uniformly valid confidence intervals post-model-selection. The constructions are based on principles recently proposed by Berk et al. (2013). In particular the candidate models used can…