相关论文: Correction. Efficient parameter estimation for sel…

In the note two errors in Low and Lapsley's article "Optimization Flow Control, I: Basic Algorithm and Convergence", "IEEE/ACM Transactions on Networking", 7(6), pp. 861-874, 1999, are shown. Because of these errors the proofs of both…

We introduce a novel method for estimating the self-similarity index of a general $H$-self-similar process with either stationary or non-stationary increments. The estimation algorithm is developed based on a modified Lamperti…

In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point $t-1$ with observations about the time point $t$ to yield an…

We fix a gap in the proof of a result in our earlier paper arXiv:1908.09548

We have rediscovered a simple algorithm to compute the mathematical constant \[ \pi=3.14159265\cdots. \] The algorithm had been known for a long time but it might not be recognized as a fast, practical algorithm. The time complexity of it…

We propose a technique for reformulation of state and parameter estimation problems as that of matching explicitly computable definite integrals with known kernels to data. The technique applies for a class of systems of nonlinear ordinary…

A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior. Algorithms are proposed to detect changes in such i.p.i.d.…

Corrections and acknowledgment for ``Local limit theory and large deviations for supercritical branching processes'' [math.PR/0407059]

The method of estimation in Scott and Wild (Biometrika 84 (1997) 57--71 and J. Statist. Plann. Inference 96 (2001) 3--27) uses a reparametrization of the profile likelihood that often reduces the computation times dramatically. Showing the…

In this paper, some points to the convergence analysis performed in the paper [A new computing approach for power signal modeling using fractional adaptive algorithms, ISA Transactions 68 (2017) 189-202] are presented. It is highlighted…

In this paper, an estimator of $m$ instants ($m$ is known) of abrupt changes of the parameter of long-range dependence or self-similarity is proved to satisfy a limit theorem with an explicit convergence rate for a sample of a Gaussian…

If accepted, the paper will be available at http://pubs.acs.org/journals/jpcbfh/

This paper introduces and analyzes a stochastic search method for parameter estimation in linear regression models in the spirit of Beran and Millar (1987). The idea is to generate a random finite subset of a parameter space which will…

Corrected confidence intervals are developed for the mean of the second component of a bivariate normal process when the first component is being monitored sequentially. This is accomplished by constructing a first approximation to a…

This provides a retrospective of the paper "A Measure of Transaction Processing" published in 1985. It shows that transaction processing peak performance and price-peformance have improved about 100,000x respectively and that…

Data analysis for scientific experiments and enterprises, large-scale simulations, and machine learning tasks all entail the use of complex computational pipelines to reach quantitative and qualitative conclusions. If some of the activities…

We correct a simple error in Percolation on random Johnson-Mehl tessellations and related models, Probability Theory and Related Fields 140 (2008), 417-468. (See also arXiv:math/0610716)

We present data augmentation techniques for process extraction tasks in scientific publications. We cast the process extraction task as a sequence labeling task where we identify all the entities in a sentence and label them according to…

This note addresses issues raised by Cox and Reid in their seminal paper in 1987 regarding parameter orthogonality in statistical inference. We extend the orthogonality condition to cases with multiple parameters of interest and demonstrate…

Corrigenda to "$L^p$ estimates and asymptotic behavior for finite energy solutions of extremals to Hardy-Sobolev inequalities", Trans. Amer. Math. Soc. 363 (2011), no. 1, 37--62.