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

The need to monitor industrial processes, detecting changes in process parameters in order to promptly correct problems that may arise, generates a particular area of interest. This is particularly critical and complex when the measured…

Different ways of extracting parameters of interest from combined data sets of separate experiments are investigated accounting for the systematic errors. It is shown, that the frequentist approach may yield larger $\chi^2$ values when…

We study statistical inferences for a class of modulated stationary processes with time-dependent variances. Due to non-stationarity and the large number of unknown parameters, existing methods for stationary, or locally stationary, time…

Although the study of weak convergence of superpositions of point processes to the Poisson process dates back to the work of Grigelionis in 1963, it was only recently that Schuhmacher [Stochastic Process. Appl. 115 (2005) 1819--1837]…

The paper proposes a formal estimation procedure for parameters of the fractional Poisson process (fPp). Such procedures are needed to make the fPp model usable in applied situations. The basic idea of fPp, motivated by experimental data…

We propose directed time series regression, a new approach to estimating parameters of time-series models for use in certainty equivalent model predictive control. The approach combines merits of least squares regression and empirical…

We correct some tables and figures in [A.P. Bustamante and R.C. Calleja, Physica D: Nonlinear Phenomena, 395 (2019), pp. 15-23, arXiv:1712.05476]. We also report on the new computations that verify the accuracy of the data and extend the…

In this note, it is shown that the results claimed in the paper [1]---as well as the examples presented there---are, unfortunately, incorrect.

A case is made that researchers are interested in studying processes. Often the inferences they are interested in making are about the process and its associated population. On other occasions, a researcher may be interested in making an…

We revisit the problem of estimating the parameters of a partially observed diffusion process, consisting of a hidden state process and an observed process, with a continuous time parameter. The estimation is to be done online, i.e. the…

Over the last decade, research on automated parameter tuning, often referred to as automatic algorithm configuration (AAC), has made significant progress. Although the usefulness of such tools has been widely recognized in real world…

Misprints in eq. (7), which propagate up to eq. (13), are corrected. References are updated.

Analogical proportions compare pairs of items (a, b) and (c, d) in terms of their differences and similarities. They play a key role in the formalization of analogical inference. The paper first discusses how to improve analogical inference…

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Self-exciting spatio-temporal point process models predict the rate of events as a function of space, time, and the previous history of events. These models naturally capture triggering and clustering behavior, and have been widely used in…

In previous work, we proposed a method for leveraging efficient classical simulation algorithms to aid in the analysis of large-scale fault tolerant circuits implemented on hypothetical quantum information processors. Here, we extend those…

The era of huge data necessitates highly efficient machine learning algorithms. Many common machine learning algorithms, however, rely on computationally intensive subroutines that are prohibitively expensive on large datasets. Oftentimes,…

This paper proposes an algorithm to estimate the parameters, including time delay, of continuous time systems based on instrumental variable identification methods. To overcome the multiple local minima of the cost function associated with…

Rejoinder to "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]

The subject matter of the article is a model of calculating the user similarity coefficients of the recommendation systems. The goal is the development of the improved model of user similarity coefficients calculation for recommendation…