相关论文: Correction. Efficient parameter estimation for sel…
Comment in response to Phys. Rev. Lett. 112, 046401 (2014)
This note corrects conditions in Proposition 3.4 and Theorem 5.2(ii) and comments on imprecisions in Propositions 4.2 and 4.4 in Fissler and Ziegel (2016).
Recursive self-improving (RSI) systems have been dreamed of since the early days of computer science and artificial intelligence. However, many existing studies on RSI systems remain philosophical, and lacks clear formulation and results.…
The tail measure of a regularly varying stationary time series has been recently introduced. It is used in this contribution to reconsider certain properties of the tail process and establish new ones. A new formulation of the time change…
It is common to subsample Markov chain output to reduce the storage burden. Geyer (1992) shows that discarding $k-1$ out of every $k$ observations will not improve statistical efficiency, as quantified through variance in a given…
Corrigendum : An inverse problem in corrosion detection:stability estimates, J. Inv. Ill-posed Problems 12 (4) (2004), 349-367.
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We propose a wide class of recursive estimation procedures for the general…
An increasing body of research focuses on using neural networks to model time series. A common assumption in training neural networks via maximum likelihood estimation on time series is that the errors across time steps are uncorrelated.…
Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both…
Changepoints are abrupt variations in the generative parameters of a data sequence. Online detection of changepoints is useful in modelling and prediction of time series in application areas such as finance, biometrics, and robotics. While…
This study presents incremental correction methods for refining neural network parameters or control functions entering into a continuous-time dynamic system to achieve improved solution accuracy in satisfying the interim point constraints…
During the last decade Levy processes with jumps have received increasing popularity for modelling market behaviour for both derviative pricing and risk management purposes. Chan et al. (2009) introduced the use of empirical likelihood…
In the absence of ground truth it is not possible to automatically determine the exact spectrum and occurrences of OCR errors in an OCR'ed text. Yet, for interactive postcorrection of OCR'ed historical printings it is extremely useful to…
The citation network of patents citing prior art arises from the legal obligation of patent applicants to properly disclose their invention. One way to study the relationship between current patents and their antecedents is by analyzing the…
It has been 100 years since statistical process control (SPC) or statistical process monitoring (SPM) was first introduced for production processes and later applied to service, healthcare, and other industries. The techniques applied to…
We derive new discrete event simulation algorithms for marked time point processes. The main idea is to couple a special structure, namely the associated local independence graph, as defined by Didelez arXiv:0710.5874, with the activity…
We derive analytic formulas to reconstruct particle-averaged quantities from experimental results that suffer from the efficiency loss of particle measurements. These formulas are derived under the assumption that the probabilities of…
We consider an elliptic linear-quadratic parameter estimation problem with a finite number of parameters. A novel a priori bound for the parameter error is proved and, based on this bound, an adaptive finite element method driven by an a…
We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…
For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…