Search results for "Computation"

showing 10 items of 7362 documents

The influence of noise on electron dynamics in semiconductors driven by a periodic electric field

2009

Studies about the constructive aspects of noise and fluctuations in different non-linear systems have shown that the addition of external noise to systems with an intrinsic noise may result in a less noisy response. Recently, the possibility to reduce the diffusion noise in semiconductor bulk materials by adding a random fluctuating contribution to the driving static electric field has been tested. The present work extends the previous theories by considering the noise-induced effects on the electron transport dynamics in low-doped n-type GaAs samples driven by a high-frequency periodic electric field (cyclostationary conditions). By means of Monte Carlo simulations, we calculate the change…

Statistics and ProbabilityNoise powerMaterials scienceField (physics)Cyclostationary processElectric fieldMonte Carlo methodSpectral densityStatistical and Nonlinear PhysicsElectronStatistics Probability and UncertaintyNoise (electronics)Computational physicsJournal of Statistical Mechanics: Theory and Experiment
researchProduct

Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: Lp and almost sure rates of convergence

2016

The geometric median, also called L 1 -median, is often used in robust statistics. Moreover, it is more and more usual to deal with large samples taking values in high dimensional spaces. In this context, a fast recursive estimator has been introduced by Cardot et?al. (2013). This work aims at studying more precisely the asymptotic behavior of the estimators of the geometric median based on such non linear stochastic gradient algorithms. The L p rates of convergence as well as almost sure rates of convergence of these estimators are derived in general separable Hilbert spaces. Moreover, the optimal rates of convergence in quadratic mean of the averaged algorithm are also given.

Statistics and ProbabilityNumerical AnalysisRobust statisticsHilbert spaceEstimatorContext (language use)010103 numerical & computational mathematicsGeometric median01 natural sciencesSeparable space010104 statistics & probabilitysymbols.namesakeLaw of large numbersConvergence (routing)symbols0101 mathematicsStatistics Probability and UncertaintyAlgorithmMathematicsJournal of Multivariate Analysis
researchProduct

A Software Tool For Sparse Estimation Of A General Class Of High-dimensional GLMs

2022

Generalized linear models are the workhorse of many inferential problems. Also in the modern era with high-dimensional settings, such models have been proven to be effective exploratory tools. Most attention has been paid to Gaussian, binomial and Poisson settings, which have efficient computational implementations and where either the dispersion parameter is largely irrelevant or absent. However, general GLMs have dispersion parameters φ that affect the value of the log- likelihood. This in turn, affects the value of various information criteria such as AIC and BIC, and has a considerable impact on the computation and selection of the optimal model.The R-package dglars is one of the standa…

Statistics and ProbabilityNumerical Analysishigh-dimensional data dglars penalized inference computational statisticsStatistics Probability and UncertaintySettore SECS-S/01 - Statistica
researchProduct

Lattices and dual lattices in optimal experimental design for Fourier models

1998

Number-theoretic lattices, used in integration theory, are studied from the viewpoint of the design and analysis of experiments. For certain Fourier regression models lattices are optimal as experimental designs because they produce orthogonal information matrices. When the Fourier model is restricted, that is a special subset of the full factorial (cross-spectral) model is used, there is a difficult inversion problem to find generators for an optimal design for the given model. Asymptotic results are derived for certain models as the dimension of the space goes to infinity. These can be thought of as a complexity theory connecting designs and models or as special type of Nyquist sampling t…

Statistics and ProbabilityOptimal designDiscrete mathematicsFactorialApplied MathematicsDesign of experimentsInversion (meteorology)Regression analysisComputational Mathematicssymbols.namesakeFourier transformComputational Theory and MathematicsLattice (order)symbolsApplied mathematicsNyquist–Shannon sampling theoremMathematicsComputational Statistics & Data Analysis
researchProduct

A non-linear optimization procedure to estimate distances and instantaneous substitution rate matrices under the GTR model.

2006

Abstract Motivation: The general-time-reversible (GTR) model is one of the most popular models of nucleotide substitution because it constitutes a good trade-off between mathematical tractability and biological reality. However, when it is applied for inferring evolutionary distances and/or instantaneous rate matrices, the GTR model seems more prone to inapplicability than more restrictive time-reversible models. Although it has been previously noted that the causes for intractability are caused by the impossibility of computing the logarithm of a matrix characterised by negative eigenvalues, the issue has not been investigated further. Results: Here, we formally characterize the mathematic…

Statistics and ProbabilityOptimization problemBase Pair MismatchBiochemistryLinkage DisequilibriumNonlinear programmingInterpretation (model theory)Evolution MolecularApplied mathematicsComputer SimulationDivergence (statistics)Molecular BiologyEigenvalues and eigenvectorsPhylogenyMathematicsSequenceModels GeneticSubstitution (logic)Chromosome MappingGenetic VariationSequence Analysis DNAComputer Science ApplicationsComputational MathematicsComputational Theory and MathematicsNonlinear DynamicsLogarithm of a matrixAlgorithmAlgorithmsBioinformatics (Oxford, England)
researchProduct

On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations

2021

Given [Formula: see text], we study two classes of large random matrices of the form [Formula: see text] where for every [Formula: see text], [Formula: see text] are iid copies of a random variable [Formula: see text], [Formula: see text], [Formula: see text] are two (not necessarily independent) sets of independent random vectors having different covariance matrices and generating well concentrated bilinear forms. We consider two main asymptotic regimes as [Formula: see text]: a standard one, where [Formula: see text], and a slightly modified one, where [Formula: see text] and [Formula: see text] while [Formula: see text] for some [Formula: see text]. Assuming that vectors [Formula: see t…

Statistics and ProbabilityPhysicsAlgebra and Number TheorySpectral power distributionComputer Science::Information RetrievalProbability (math.PR)Astrophysics::Instrumentation and Methods for AstrophysicsBlock (permutation group theory)Marchenko–Pastur lawComputer Science::Computation and Language (Computational Linguistics and Natural Language and Speech Processing)Bilinear form60F05 60B20 47N30Sample mean and sample covarianceCombinatoricsConvergence of random variablesFOS: Mathematicssample covariance matricesComputer Science::General LiteratureDiscrete Mathematics and CombinatoricsRandom matriceshigh dimensional statisticsStatistics Probability and UncertaintyRandom matrixRandom variableMathematics - ProbabilityRandom Matrices: Theory and Applications
researchProduct

Dynamics of the Number of Trades of Financial Securities

1999

We perform a parallel analysis of the spectral density of (i) the logarithm of price and (ii) the daily number of trades of a set of stocks traded in the New York Stock Exchange. The stocks are selected to be representative of a wide range of stock capitalization. The observed spectral densities show a different power-law behavior. We confirm the $1/f^2$ behavior for the spectral density of the logarithm of stock price whereas we detect a $1/f$-like behavior for the spectral density of the daily number of trades.

Statistics and ProbabilityPhysics::Physics and SocietyStatistical Finance (q-fin.ST)LogarithmStatistical Mechanics (cond-mat.stat-mech)Spectral densityFOS: Physical sciencesQuantitative Finance - Statistical FinanceCondensed Matter PhysicsStock priceFOS: Economics and businessStock exchangeComputer Science::Computational Engineering Finance and ScienceEconometricsStock (geology)Condensed Matter - Statistical MechanicsMathematics
researchProduct

Varying-coefficient functional linear regression models

2008

This article considers a generalization of the functional linear regression in which an additional real variable influences smoothly the functional coefficient. We thus define a varying-coefficient regression model for functional data. We propose two estimators based, respectively, on conditional functional principal regression and on local penalized regression splines and prove their pointwise consistency. We check, with the prediction one day ahead of ozone concentration in the city of Toulouse, the ability of such nonlinear functional approaches to produce competitive estimations.

Statistics and ProbabilityPolynomial regressionStatistics::TheoryProper linear modelMultivariate adaptive regression splines010504 meteorology & atmospheric sciencesLocal regression01 natural sciences62G05 (62G20 62M20)Statistics::ComputationNonparametric regressionStatistics::Machine Learning010104 statistics & probabilityLinear regressionStatisticsStatistics::Methodology0101 mathematicsSegmented regressionRegression diagnosticComputingMilieux_MISCELLANEOUS0105 earth and related environmental sciencesMathematics
researchProduct

Derivations of the (n, 2, 1)-nilpotent Lie Algebra

2016

In this paper, we study derivations of the (2, n, 1)-nilpotent Lie Algebra

Statistics and ProbabilityPure mathematicsApplied MathematicsGeneral Mathematics010102 general mathematics010103 numerical & computational mathematics01 natural sciencesAlgebraNilpotent Lie algebraSettore MAT/03 - GeometriaDerivation0101 mathematicsNilpotent Lie Algebras derivations.MathematicsJournal of Mathematical Sciences
researchProduct

Lévy–Khintchine decompositions for generating functionals on algebras associated to universal compact quantum groups

2018

We study the first and second cohomology groups of the $^*$-algebras of the universal unitary and orthogonal quantum groups $U_F^+$ and $O_F^+$. This provides valuable information for constructing and classifying L\'evy processes on these quantum groups, as pointed out by Sch\"urmann. In the case when all eigenvalues of $F^*F$ are distinct, we show that these $^*$-algebras have the properties (GC), (NC), and (LK) introduced by Sch\"urmann and studied recently by Franz, Gerhold and Thom. In the degenerate case $F=I_d$, we show that they do not have any of these properties. We also compute the second cohomology group of $U_d^+$ with trivial coefficients -- $H^2(U_d^+,{}_\epsilon\Bbb{C}_\epsil…

Statistics and ProbabilityPure mathematicsQuantum groupComputer Science::Information RetrievalApplied Mathematics010102 general mathematicsAstrophysics::Instrumentation and Methods for AstrophysicsComputer Science::Computation and Language (Computational Linguistics and Natural Language and Speech Processing)Statistical and Nonlinear PhysicsHopf algebra[MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA]01 natural sciencesUnitary stateCohomologyMathematics::K-Theory and HomologyMathematics - Quantum Algebra0103 physical sciencesComputer Science::General Literature16T20 (Primary) 16T05 (Secondary)010307 mathematical physics0101 mathematicsQuantumMathematical PhysicsComputingMilieux_MISCELLANEOUSMathematics
researchProduct