Search results for "FOS: Mathematics"

showing 10 items of 1448 documents

The smallest singular value of a shifted $d$-regular random square matrix

2017

We derive a lower bound on the smallest singular value of a random d-regular matrix, that is, the adjacency matrix of a random d-regular directed graph. Specifically, let $$C_1<d< c n/\log ^2 n$$ and let $$\mathcal {M}_{n,d}$$ be the set of all $$n\times n$$ square matrices with 0 / 1 entries, such that each row and each column of every matrix in $$\mathcal {M}_{n,d}$$ has exactly d ones. Let M be a random matrix uniformly distributed on $$\mathcal {M}_{n,d}$$ . Then the smallest singular value $$s_{n} (M)$$ of M is greater than $$n^{-6}$$ with probability at least $$1-C_2\log ^2 d/\sqrt{d}$$ , where c, $$C_1$$ , and $$C_2$$ are absolute positive constants independent of any other parameter…

Statistics and ProbabilityIdentity matrixAdjacency matrices01 natural sciencesSquare matrixCombinatorics010104 statistics & probabilityMatrix (mathematics)Mathematics::Algebraic GeometryFOS: MathematicsMathematics - Combinatorics60B20 15B52 46B06 05C80Adjacency matrix0101 mathematicsCondition numberCondition numberMathematicsRandom graphsRandom graphLittlewood–Offord theorySingularity010102 general mathematicsProbability (math.PR)InvertibilityRegular graphsSingular valueSmallest singular valueAnti-concentrationSingular probabilitySparse matricesCombinatorics (math.CO)Statistics Probability and UncertaintyRandom matricesRandom matrixMathematics - ProbabilityAnalysis
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Uniform measure density condition and game regularity for tug-of-war games

2018

We show that a uniform measure density condition implies game regularity for all 2 < p < ∞ in a stochastic game called “tug-of-war with noise”. The proof utilizes suitable choices of strategies combined with estimates for the associated stopping times and density estimates for the sum of independent and identically distributed random vectors. peerReviewed

Statistics and ProbabilityIndependent and identically distributed random variablesComputer Science::Computer Science and Game Theorygame regularitydensity estimate for the sum of i.i.d. random vectorsTug of war01 natural sciencesMeasure (mathematics)$p$-regularityMathematics - Analysis of PDEsFOS: MathematicsApplied mathematicspeliteoriastochastic games0101 mathematics91A15 60G50 35J92Mathematicsp-harmonic functionsstokastiset prosessit$p$-harmonic functionsosittaisdifferentiaaliyhtälöthitting probability010102 general mathematicsStochastic gametug-of-war gamesProbability (math.PR)uniform measure density condition010101 applied mathematicsNoiseuniform distribution in a ballMathematics - ProbabilityAnalysis of PDEs (math.AP)
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Local Asymptotic Normality for Shape and Periodicity in the Drift of a Time Inhomogeneous Diffusion

2017

We consider a one-dimensional diffusion whose drift contains a deterministic periodic signal with unknown periodicity $T$ and carrying some unknown $d$-dimensional shape parameter $\theta$. We prove Local Asymptotic Normality (LAN) jointly in $\theta$ and $T$ for the statistical experiment arising from continuous observation of this diffusion. The local scale turns out to be $n^{-1/2}$ for the shape parameter and $n^{-3/2}$ for the periodicity which generalizes known results about LAN when either $\theta$ or $T$ is assumed to be known.

Statistics and ProbabilityLocal asymptotic normalityMathematical analysisLocal scale62F12 60J60020206 networking & telecommunicationsMathematics - Statistics Theory02 engineering and technologyStatistics Theory (math.ST)01 natural sciencesShape parameterPeriodic function010104 statistics & probability0202 electrical engineering electronic engineering information engineeringFOS: Mathematics0101 mathematicsDiffusion (business)Mathematics
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Recursive estimation of the conditional geometric median in Hilbert spaces

2012

International audience; A recursive estimator of the conditional geometric median in Hilbert spaces is studied. It is based on a stochastic gradient algorithm whose aim is to minimize a weighted L1 criterion and is consequently well adapted for robust online estimation. The weights are controlled by a kernel function and an associated bandwidth. Almost sure convergence and L2 rates of convergence are proved under general conditions on the conditional distribution as well as the sequence of descent steps of the algorithm and the sequence of bandwidths. Asymptotic normality is also proved for the averaged version of the algorithm with an optimal rate of convergence. A simulation study confirm…

Statistics and ProbabilityMallows-Wasserstein distanceRobbins-Monroasymptotic normalityCLTcentral limit theoremAsymptotic distributionMathematics - Statistics TheoryStatistics Theory (math.ST)01 natural sciencesMallows–Wasserstein distanceonline data010104 statistics & probability[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]60F05FOS: MathematicsApplied mathematics[ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST]0101 mathematics62L20MathematicsaveragingSequential estimation010102 general mathematicsEstimatorRobbins–MonroConditional probability distribution[STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]Geometric medianstochastic gradient[ STAT.TH ] Statistics [stat]/Statistics Theory [stat.TH]robust estimatorRate of convergenceConvergence of random variablesStochastic gradient.kernel regressionsequential estimationKernel regressionStatistics Probability and Uncertainty
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Criteria for Bayesian model choice with application to variable selection

2012

In objective Bayesian model selection, no single criterion has emerged as dominant in defining objective prior distributions. Indeed, many criteria have been separately proposed and utilized to propose differing prior choices. We first formalize the most general and compelling of the various criteria that have been suggested, together with a new criterion. We then illustrate the potential of these criteria in determining objective model selection priors by considering their application to the problem of variable selection in normal linear models. This results in a new model selection objective prior with a number of compelling properties.

Statistics and ProbabilityMathematical optimization62C10Model selectiong-priorLinear modelMathematics - Statistics TheoryFeature selectionStatistics Theory (math.ST)Model selectionBayesian inferenceObjective model62J05Prior probability62J15FOS: MathematicsStatistics Probability and Uncertaintyobjective BayesSelection (genetic algorithm)variable selectionMathematicsThe Annals of Statistics
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Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter

2013

Markov chain Monte Carlo (MCMC) methods are powerful computational tools for analysis of complex statistical problems. However, their computational efficiency is highly dependent on the chosen proposal distribution, which is generally difficult to find. One way to solve this problem is to use adaptive MCMC algorithms which automatically tune the statistics of a proposal distribution during the MCMC run. A new adaptive MCMC algorithm, called the variational Bayesian adaptive Metropolis (VBAM) algorithm, is developed. The VBAM algorithm updates the proposal covariance matrix using the variational Bayesian adaptive Kalman filter (VB-AKF). A strong law of large numbers for the VBAM algorithm is…

Statistics and ProbabilityMathematical optimizationCovariance matrixApplied MathematicsBayesian probabilityRejection samplingMathematics - Statistics TheoryMarkov chain Monte CarloStatistics Theory (math.ST)Kalman filterStatistics::ComputationComputational Mathematicssymbols.namesakeComputingMethodologies_PATTERNRECOGNITIONMetropolis–Hastings algorithmComputational Theory and MathematicsConvergence (routing)FOS: MathematicsKernel adaptive filtersymbolsMathematicsComputational Statistics &amp; Data Analysis
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Random dynamical system generated by the 3D Navier-Stokes equation with rough transport noise

2022

We consider the Navier-Stokes system in three dimensions perturbed by a transport noise which is sufficiently smooth in space and rough in time. The existence of a weak solution was proved recently, however, as in the deterministic setting the question of uniqueness remains a major open problem. An important feature of systems with uniqueness is the semigroup property satisfied by their solutions. Without uniqueness, this property cannot hold generally. We select a system of solutions satisfying the semigroup property with appropriately shifted rough path. In addition, the selected solutions respect the well accepted admissibility criterium for physical solutions, namely, maximization of th…

Statistics and ProbabilityMathematics - Analysis of PDEsProbability (math.PR)FOS: MathematicsStatistics Probability and UncertaintyVDP::Matematikk og Naturvitenskap: 400::Matematikk: 410Mathematics - ProbabilityAnalysis of PDEs (math.AP)
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Broken ray transform on a Riemann surface with a convex obstacle

2014

We consider the broken ray transform on Riemann surfaces in the presence of an obstacle, following earlier work of Mukhometov. If the surface has nonpositive curvature and the obstacle is strictly convex, we show that a function is determined by its integrals over broken geodesic rays that reflect on the boundary of the obstacle. Our proof is based on a Pestov identity with boundary terms, and it involves Jacobi fields on broken rays. We also discuss applications of the broken ray transform.

Statistics and ProbabilityMathematics - Differential GeometryGeodesicAstrophysics::High Energy Astrophysical PhenomenaBoundary (topology)Curvature01 natural sciencessymbols.namesakeMathematics - Analysis of PDEsFOS: Mathematics0101 mathematicsMathematicsRiemann surface010102 general mathematicsMathematical analysista111Regular polygonSurface (topology)boundary010101 applied mathematicsDifferential Geometry (math.DG)Obstaclesymbolstensor tomographyGeometry and TopologyStatistics Probability and UncertaintydimensionsConvex functionAnalysisAnalysis of PDEs (math.AP)
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Girsanov Theorem for Multifractional Brownian Processes

2017

In this article we will present a new perspective on the variable order fractional calculus, which allows for differentiation and integration to a variable order, i.e. one differentiates (or integrates) a function along the path of a regularity function. The concept of multifractional calculus has been a scarcely studied topic within the field of functional analysis in the last 20 years. We develop a multifractional derivative operator which acts as the inverse of the multifractional integral operator. This is done by solving the Abel integral equation generalized to a multifractional order. With this new multifractional derivative operator, we are able to analyze a variety of new problems,…

Statistics and ProbabilityMathematics - Functional AnalysisModeling and SimulationProbability (math.PR)FOS: MathematicsPhysics::Data Analysis; Statistics and ProbabilityVDP::Matematikk og Naturvitenskap: 400::Matematikk: 410Mathematics - ProbabilityFunctional Analysis (math.FA)
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Uniform convergence and asymptotic confidence bands for model-assisted estimators of the mean of sampled functional data

2013

When the study variable is functional and storage capacities are limited or transmission costs are high, selecting with survey sampling techniques a small fraction of the observations is an interesting alternative to signal compression techniques, particularly when the goal is the estimation of simple quantities such as means or totals. We extend, in this functional framework, model-assisted estimators with linear regression models that can take account of auxiliary variables whose totals over the population are known. We first show, under weak hypotheses on the sampling design and the regularity of the trajectories, that the estimator of the mean function as well as its variance estimator …

Statistics and ProbabilityMean squared errorMathematics - Statistics TheoryStatistics Theory (math.ST)Hájek estimator62D05; 62E20 62M9901 natural sciences010104 statistics & probabilityMinimum-variance unbiased estimatorBias of an estimator[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]60F050502 economics and businessStatisticsConsistent estimatorFOS: Mathematicscovariance functionHorvitz-Thompson estimator[ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST]62L200101 mathematicssurvey sampling050205 econometrics Variance functionMathematicsGREG05 social sciencesEstimator[STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]calibration[ STAT.TH ] Statistics [stat]/Statistics Theory [stat.TH]linear interpolation.linear interpolationEfficient estimatorStatistics Probability and Uncertaintyfunctional linear modelInvariant estimator
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