Search results for "Linear Algebra."
showing 10 items of 552 documents
Isotropic stochastic flow of homeomorphisms on Rd associated with the critical Sobolev exponent
2008
Abstract We consider the critical Sobolev isotropic Brownian flow in R d ( d ≥ 2 ) . On the basis of the work of LeJan and Raimond [Y. LeJan, O. Raimond, Integration of Brownian vector fields, Ann. Probab. 30 (2002) 826–873], we prove that the corresponding flow is a flow of homeomorphisms. As an application, we construct an explicit solution, which is also unique in a certain space, to the stochastic transport equation when the associated Gaussian vector fields are divergence free.
Adaptive linear rank tests for eQTL studies
2012
Expression quantitative trait loci (eQTL) studies are performed to identify single-nucleotide polymorphisms that modify average expression values of genes, proteins, or metabolites, depending on the genotype. As expression values are often not normally distributed, statistical methods for eQTL studies should be valid and powerful in these situations. Adaptive tests are promising alternatives to standard approaches, such as the analysis of variance or the Kruskal-Wallis test. In a two-stage procedure, skewness and tail length of the distributions are estimated and used to select one of several linear rank tests. In this study, we compare two adaptive tests that were proposed in the literatur…
Form factor approach to dynamical correlation functions in critical models
2012
We develop a form factor approach to the study of dynamical correlation functions of quantum integrable models in the critical regime. As an example, we consider the quantum non-linear Schr\"odinger model. We derive long-distance/long-time asymptotic behavior of various two-point functions of this model. We also compute edge exponents and amplitudes characterizing the power-law behavior of dynamical response functions on the particle/hole excitation thresholds. These last results confirm predictions based on the non-linear Luttinger liquid method. Our results rely on a first principles derivation, based on the microscopic analysis of the model, without invoking, at any stage, some correspon…
Minimax estimation with additional linear restrictions - a simulation study
1988
Let the parameter vector of the ordinary regression model be constrained by linear equations and in addition known to lie in a given ellipsoid. Provided the weight matrix A of the risk function has rank one, a restricted minimax estimator exists which combines both types of prior information. For general n.n.d. A two estimators as alternatives to the unfeasible exact minimax estimator are developed by minimizing an upper and a lower bound of the maximal risk instead. The simulation study compares the proposed estimators with competing least-squares estimators where remaining unknown parameters are replaced by suitable estimates.
Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
1999
The paper reviews recent contributions to the statistical inference methods, tests and estimates, based on the generalized median of Oja. Multivariate analogues of sign and rank concepts, affine invariant one-sample and two-sample sign tests and rank tests, affine equivariant median and Hodges–Lehmann-type estimates are reviewed and discussed. Some comparisons are made to other generalizations. The theory is illustrated by two examples.
Affine-invariant rank tests for multivariate independence in independent component models
2016
We consider the problem of testing for multivariate independence in independent component (IC) models. Under a symmetry assumption, we develop parametric and nonparametric (signed-rank) tests. Unlike in independent component analysis (ICA), we allow for the singular cases involving more than one Gaussian independent component. The proposed rank tests are based on componentwise signed ranks, à la Puri and Sen. Unlike the Puri and Sen tests, however, our tests (i) are affine-invariant and (ii) are, for adequately chosen scores, locally and asymptotically optimal (in the Le Cam sense) at prespecified densities. Asymptotic local powers and asymptotic relative efficiencies with respect to Wilks’…
Gabor-like systems in ${cal L}^2({bf R}^d)$ and extensions to wavelets
2008
In this paper we show how to construct a certain class of orthonormal bases in starting from one or more Gabor orthonormal bases in . Each such basis can be obtained acting on a single function with a set of unitary operators which operate as translation and modulation operators in suitable variables. The same procedure is also extended to frames and wavelets. Many examples are discussed.
Unitary Representations of Quantum Superpositions of two Coherent States and beyond
2013
The construction of a class of unitary operators generating linear superpositions of generalized coherent states from the ground state of a quantum harmonic oscillator is reported. Such a construction, based on the properties of a new ad hoc introduced set of hermitian operators, leads to the definition of new basis in the oscillator Hilbert space, extending in a natural way the displaced Fock states basis. The potential development of our method and our results are briefly outlined.
Tests and estimates of shape based on spatial signs and ranks
2009
Nonparametric procedures for testing and estimation of the shape matrix in the case of multivariate elliptic distribution are considered. Testing for sphericity is an important special case. The tests and estimates are based on the spatial sign and rank covariance matrices. The estimates based on the spatial sign covariance matrix and symmetrized spatial sign covariance matrix are Tyler's [A distribution-free M-estimator of multivariate scatter, Ann. Statist. 15 (1987), pp. 234–251] shape matrix and and Dümbgen's [On Tyler's M-functional of scatter in high dimension, Ann. Inst. Statist. Math. 50 (1998), pp. 471–491] shape matrix, respectively. The test based on the spatial sign covariance m…
A new method for linear affine self-calibration of stationary zooming stereo cameras
2012
This paper presents a simple, yet effective, method to recover the affine structure of a scene from a (stereo) pair of stationary zooming cameras. The proposed method solely relies on point correspondences across images and no knowledge about the scene whatsoever is required. Our method exploits implicit properties of the projective camera matrices of zooming cameras and allows to estimate the affine structure of a scene by solving a linear system of equations. The 3D reconstruction results obtained by using our method, on both real and simulated data, have remarkably validated its feasibility.