相关论文: Moment conditions for random coefficient AR($\inft…

Generalized and Simulated Method of Moments are often used to estimate structural Economic models. Yet, it is commonly reported that optimization is challenging because the corresponding objective function is non-convex. For smooth…

We prove optimal error bounds for a second order in time finite element approximation of curve shortening flow in possibly higher codimension. In addition, we introduce a second order in time method for curve diffusion. Both schemes are…

Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…

We extend the notion of numerical stability of finite difference approximations to include hyperbolic systems that are first order in time and second order in space, such as those that appear in Numerical Relativity. By analyzing the symbol…

Continuing the work of [9] who defined the restrictiveness of stochastic orders and calculated the restrictiveness of the usual stochastic order and the likelihood ratio order, we calculate the restrictiveness of the hazard rate order.…

We show that rejection of local realism in quantum mechanics can be tested by Bell-type inequalities for two observers and low-order moments of continuous and unbounded observables. We prove that one requires three observables for each…

We consider learning causal relationships under conditional moment restrictions. Unlike causal inference under unconditional moment restrictions, conditional moment restrictions pose serious challenges for causal inference, especially in…

This article investigates sharp comparison of moments for various classes of random variables appearing in a geometric context. In the first part of our work we find the optimal constants in the Khintchine inequality for random vectors…

The quest for fundamental test of quantum mechanics is an ongoing effort. We here address the question of what are the lowest possible moments needed to prove quantum nonlocality and noncontextuality without any further assumption -- in…

Categorical studies of recursive data structures and their associated reasoning principles have mostly focused on two extremes: initial algebras and induction, and final coalgebras and coinduction. In this paper we study their in-betweens.…

In this paper, we are concerned with optimal control problems evolved on Riemannian manifolds, where the initial and final states satisfy some inequality and equality type constraints, and the control set is a separable metric space. We…

We consider a time-varying first-order autoregressive model with irregular innovations, where we assume that the coefficient function is H\"{o}lder continuous. To estimate this function, we use a quasi-maximum likelihood based approach. A…

In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…

We consider univariate distributions with finite moments of all positive orders. The moment problem is to determine whether or not a given distribution is uniquely determined by the sequence of its moments. There is a huge literature on…

The position-momentum uncertainty-like inequality based on moments of arbitrary order for d-dimensional quantum systems, which is a generalization of the celebrated Heisenberg formulation of the uncertainty principle, is improved here by…

This paper is concerned with necessary and sufficient second-order conditions for finite-dimensional and infinite-dimensional constrained optimization problems. Using a suitably defined directional curvature functional for the admissible…

We compute the first and second moment formulas for Siegel transforms related to problems counting primitive lattice points in the real plane with congruence conditions. As applications, we derive an analog of Schmidt's random counting…

In this paper we focus on providing sufficient conditions for some transform orders for which the quantile densities ratio is non-monotone and, therefore, the convex transform order does not hold. These results are interesting for comparing…

If moments of singular measures are passed as inputs to the entropy maximization procedure, the optimization algorithm might not terminate. The framework developed in our previous paper demonstrated how input moments of measures, on a broad…

In the last two decades, the sequential optimality conditions, which do not require constraint qualifications and allow improvement on the convergence assumptions of algorithms, had been considered in the literature. It includes the work by…