相关论文: Periodically Correlated Time Series and the Variab…

Estimating causal effects from large experimental and observational data has become increasingly prevalent in both industry and research. The bootstrap is an intuitive and powerful technique used to construct standard errors and confidence…

This work introduces the causal bootstrap, a framework for bounding smeared spectral observables from finite non-perturbative Euclidean data. The method optimizes over the convex set of positive spectral densities compatible with the data…

The block bootstrap approximates sampling distributions from dependent data by resampling data blocks. A fundamental problem is establishing its consistency for the distribution of a sample mean, as a prototypical statistic. We use a…

This article addresses the problem of efficient Bayesian inference in dynamic systems using particle methods and makes a number of contributions. First, we develop a correlated pseudo-marginal (CPM) approach for Bayesian inference in state…

We present a novel multi-scale embedding scheme that links conventional QM/MM embedding and bootstrap embedding (BE) to allow simulations of large chemical systems on limited quantum devices. We also propose a mixed-basis BE scheme that…

Spectral clustering is one of the most popular unsupervised machine learning methods. Constructing similarity matrix is crucial to this type of method. In most existing works, the similarity matrix is computed once for all or is updated…

Temporal disaggregation is a method commonly used in official statistics to enable high-frequency estimates of key economic indicators, such as GDP. Traditionally, such methods have relied on only a couple of high-frequency indicator series…

We present a modification to variational Monte Carlo's linear method optimization scheme that addresses a critical memory bottleneck while maintaining compatibility with both the traditional ground state variational principle and our…

This paper proposes a new sparse array source enumeration algorithm for underdetermined scenarios with more sources than sensors. The proposed algorithm decomposes the wideband signals into multiple uncorrelated frequency bands, computes…

Multivariate Time Series Classification (MTSC) is crucial in extensive practical applications, such as environmental monitoring, medical EEG analysis, and action recognition. Real-world time series datasets typically exhibit complex…

Many have suggested a bootstrap procedure for estimating the sampling variability of principal component analysis (PCA) results. However, when the number of measurements per subject ($p$) is much larger than the number of subjects ($n$),…

Statistical static timing analysis deals with the increasing variations in manufacturing processes to reduce the pessimism in the worst case timing analysis. Because of the correlation between delays of circuit components, timing model…

The work describes a system for converting VLBI observation data using the algorithms of coherent dedispersion and compensation of two-bit signal sampling. Coherent dedispersion is important for processing pulsar observations to obtain the…

Cross-Validation (CV), and out-of-sample performance-estimation protocols in general, are often employed both for (a) selecting the optimal combination of algorithms and values of hyper-parameters (called a configuration) for producing the…

We introduce a nonparametric bootstrap procedure based on a dynamic factor model to construct pointwise prediction intervals for period life-table death counts. The age distribution of death counts is an example of constrained data, which…

This paper addresses nonlinearity in reset elements and their effects. Reset elements are known for having less phase lag compared to their linear counterparts; however, they are nonlinear elements and produce higher-order harmonics. This…

In order for clinicians to manage disease progression and make effective decisions about drug dosage, treatment regimens or scheduling follow up appointments, it is necessary to be able to identify both short and long-term trends in…

This paper proposes a new AR-sieve bootstrap approach to high-dimensional time series. The major challenge of classical bootstrap methods on high-dimensional time series is two-fold: curse of dimensionality and temporal dependence. To…

Dynamical decoupling pulse sequences have been used to extend coherence times in quantum systems ever since the discovery of the spin-echo effect. Here we introduce a method of recursively concatenated dynamical decoupling pulses, designed…

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a $p$-variate time series such that the transformed series is segmented…