Search results for "Names"

showing 10 items of 6843 documents

A permutation code preserving a double Eulerian bistatistic

2016

Visontai conjectured in 2013 that the joint distribution of ascent and distinct nonzero value numbers on the set of subexcedant sequences is the same as that of descent and inverse descent numbers on the set of permutations. This conjecture has been proved by Aas in 2014, and the generating function of the corresponding bistatistics is the double Eulerian polynomial. Among the techniques used by Aas are the M\"obius inversion formula and isomorphism of labeled rooted trees. In this paper we define a permutation code (that is, a bijection between permutations and subexcedant sequences) and show the more general result that two $5$-tuples of set-valued statistics on the set of permutations an…

FOS: Computer and information sciencesPolynomialDiscrete Mathematics (cs.DM)0102 computer and information sciences01 natural sciencesBijective proofCombinatoricsSet (abstract data type)symbols.namesakeEquidistributed sequence[MATH.MATH-CO]Mathematics [math]/Combinatorics [math.CO]FOS: MathematicsDiscrete Mathematics and CombinatoricsMathematics - Combinatorics0101 mathematicsComputingMilieux_MISCELLANEOUSMathematicsConjectureMathematics::CombinatoricsApplied Mathematics010102 general mathematicsGenerating functionEulerian path010201 computation theory & mathematicssymbolsBijectionCombinatorics (math.CO)Computer Science - Discrete Mathematics
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Mahonian STAT on words

2016

In 2000, Babson and Steingrimsson introduced the notion of what is now known as a permutation vincular pattern, and based on it they re-defined known Mahonian statistics and introduced new ones, proving or conjecturing their Mahonity. These conjectures were proved by Foata and Zeilberger in 2001, and by Foata and Randrianarivony in 2006.In 2010, Burstein refined some of these results by giving a bijection between permutations with a fixed value for the major index and those with the same value for STAT , where STAT is one of the statistics defined and proved to be Mahonian in the 2000 Babson and Steingrimsson's paper. Several other statistics are preserved as well by Burstein's bijection.At…

FOS: Computer and information sciencesQA75[ INFO ] Computer Science [cs]Discrete Mathematics (cs.DM)Major index0102 computer and information sciencesMathematical Analysis01 natural sciencesWords and PermutationsCombinatorial problemsEquidistributionTheoretical Computer ScienceCombinatoricssymbols.namesakePermutationBijectionsFOS: MathematicsMathematics - CombinatoricsMathematical proofs[INFO]Computer Science [cs]0101 mathematicsStatisticMathematicsStatisticZ665Algebraic combinatoricsMathematics::CombinatoricsFormal power seriesPatternPermutationsEulerian path16. Peace & justiceComputer Science Applications010101 applied mathematics010201 computation theory & mathematicsCombinatoricsSignal ProcessingsymbolsBijectionCombinatorics (math.CO)Information SystemsComputer Science - Discrete Mathematics
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Fast Graph Filters for Decentralized Subspace Projection

2020

A number of inference problems with sensor networks involve projecting a measured signal onto a given subspace. In existing decentralized approaches, sensors communicate with their local neighbors to obtain a sequence of iterates that asymptotically converges to the desired projection. In contrast, the present paper develops methods that produce these projections in a finite and approximately minimal number of iterations. Building upon tools from graph signal processing, the problem is cast as the design of a graph filter which, in turn, is reduced to the design of a suitable graph shift operator. Exploiting the eigenstructure of the projection and shift matrices leads to an objective whose…

FOS: Computer and information sciencesSignal processingComputer scienceMatrix normConvex relaxationRegular polygon020206 networking & telecommunications02 engineering and technologyShift operatorStatistics - ComputationGraphsymbols.namesakeMatrix (mathematics)Approximation errorKronecker deltaSignal Processing0202 electrical engineering electronic engineering information engineeringsymbolsGraph (abstract data type)Electrical and Electronic EngineeringAlgorithmComputation (stat.CO)Subspace topologyEigenvalues and eigenvectorsIEEE Transactions on Signal Processing
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A quantum vocal theory of sound

2020

Concepts and formalism from acoustics are often used to exemplify quantum mechanics. Conversely, quantum mechanics could be used to achieve a new perspective on acoustics, as shown by Gabor studies. Here, we focus in particular on the study of human voice, considered as a probe to investigate the world of sounds. We present a theoretical framework that is based on observables of vocal production, and on some measurement apparati that can be used both for analysis and synthesis. In analogy to the description of spin states of a particle, the quantum-mechanical formalism is used to describe the relations between the fundamental states associated with phonetic labels such as phonation, turbule…

FOS: Computer and information sciencesSound (cs.SD)Computer scienceAudio processingAnalogyAudio processing; Quantum-inspired algorithms; Sound representation01 natural sciencesComputer Science - Sound050105 experimental psychologyTheoretical Computer Sciencesymbols.namesakeAudio and Speech Processing (eess.AS)0103 physical sciencesFOS: Electrical engineering electronic engineering information engineering0501 psychology and cognitive sciencesPhonationElectrical and Electronic Engineering010306 general physicsQuantumHuman voiceQuantum computerSound representationSettore INF/01 - Informatica05 social sciencesStatistical and Nonlinear PhysicsObservableSettore MAT/04 - Matematiche ComplementariElectronic Optical and Magnetic MaterialsVibrationClassical mechanicsFourier transformComputer Science::SoundModeling and SimulationSignal ProcessingsymbolsQuantum-inspired algorithms Audio processing Sound representationQuantum-inspired algorithmsSettore ING-INF/05 - Sistemi di Elaborazione delle InformazioniElectrical Engineering and Systems Science - Audio and Speech Processing
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Conditional particle filters with diffuse initial distributions

2020

Conditional particle filters (CPFs) are powerful smoothing algorithms for general nonlinear/non-Gaussian hidden Markov models. However, CPFs can be inefficient or difficult to apply with diffuse initial distributions, which are common in statistical applications. We propose a simple but generally applicable auxiliary variable method, which can be used together with the CPF in order to perform efficient inference with diffuse initial distributions. The method only requires simulatable Markov transitions that are reversible with respect to the initial distribution, which can be improper. We focus in particular on random-walk type transitions which are reversible with respect to a uniform init…

FOS: Computer and information sciencesStatistics and ProbabilityComputer scienceGaussianBayesian inferenceMarkovin ketjut02 engineering and technology01 natural sciencesStatistics - ComputationArticleTheoretical Computer ScienceMethodology (stat.ME)010104 statistics & probabilitysymbols.namesakeAdaptive Markov chain Monte Carlotilastotiede0202 electrical engineering electronic engineering information engineeringStatistical physics0101 mathematicsDiffuse initialisationHidden Markov modelComputation (stat.CO)Statistics - MethodologyState space modelHidden Markov modelbayesian inferenceMarkov chaindiffuse initialisationbayesilainen menetelmäconditional particle filtersmoothingmatemaattiset menetelmät020206 networking & telecommunicationsConditional particle filterCovariancecompartment modelRandom walkCompartment modelstate space modelComputational Theory and MathematicsAutoregressive modelsymbolsStatistics Probability and UncertaintyParticle filterSmoothingSmoothing
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A novel exact representation of stationary colored Gaussian processes (fractional differential approach)

2010

A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic differential equations whose solution is a weighted sum of fractional Brownian motions. The exact form of the weighting coefficients is given and it is shown that it is related to the fractional moments of the target spectral density of the colored noise.

FOS: Computer and information sciencesStatistics and ProbabilityDifferential equationFOS: Physical sciencesGeneral Physics and AstronomyStatistics - ComputationStochastic differential equationsymbols.namesakeSpectral MomentsApplied mathematicsStationary processeGaussian processCondensed Matter - Statistical MechanicsComputation (stat.CO)Mathematical PhysicsMathematicsGeneralized functionStatistical Mechanics (cond-mat.stat-mech)Statistical and Nonlinear PhysicsMathematical Physics (math-ph)White noiseClosed and exact differential formsColors of noiseGaussian noiseFractional CalculuModeling and SimulationsymbolsSettore ICAR/08 - Scienza Delle Costruzioni
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Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions

2021

We develop a Bayesian inference method for diffusions observed discretely and with noise, which is free of discretisation bias. Unlike existing unbiased inference methods, our method does not rely on exact simulation techniques. Instead, our method uses standard time-discretised approximations of diffusions, such as the Euler--Maruyama scheme. Our approach is based on particle marginal Metropolis--Hastings, a particle filter, randomised multilevel Monte Carlo, and importance sampling type correction of approximate Markov chain Monte Carlo. The resulting estimator leads to inference without a bias from the time-discretisation as the number of Markov chain iterations increases. We give conver…

FOS: Computer and information sciencesStatistics and ProbabilityDiscretizationComputer scienceMarkovin ketjutInference010103 numerical & computational mathematicssequential Monte CarloBayesian inferenceStatistics - Computation01 natural sciencesMethodology (stat.ME)010104 statistics & probabilitysymbols.namesakediffuusio (fysikaaliset ilmiöt)FOS: MathematicsDiscrete Mathematics and Combinatorics0101 mathematicsHidden Markov modelComputation (stat.CO)Statistics - Methodologymatematiikkabayesilainen menetelmäApplied MathematicsProbability (math.PR)diffusionmatemaattiset menetelmätMarkov chain Monte CarloMarkov chain Monte CarloMonte Carlo -menetelmätNoiseimportance sampling65C05 (primary) 60H35 65C35 65C40 (secondary)Modeling and Simulationsymbolsmatemaattiset mallitStatistics Probability and Uncertaintymultilevel Monte CarloParticle filterAlgorithmMathematics - ProbabilityImportance samplingSIAM/ASA Journal on Uncertainty Quantification
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Bayesian inference for the extremal dependence

2016

A simple approach for modeling multivariate extremes is to consider the vector of component-wise maxima and their max-stable distributions. The extremal dependence can be inferred by estimating the angular measure or, alternatively, the Pickands dependence function. We propose a nonparametric Bayesian model that allows, in the bivariate case, the simultaneous estimation of both functional representations through the use of polynomials in the Bernstein form. The constraints required to provide a valid extremal dependence are addressed in a straightforward manner, by placing a prior on the coefficients of the Bernstein polynomials which gives probability one to the set of valid functions. The…

FOS: Computer and information sciencesStatistics and ProbabilityInferenceBernstein polynomialsBivariate analysisBayesian inference01 natural sciencesMethodology (stat.ME)Bayesian nonparametrics010104 statistics & probabilitysymbols.namesakeGeneralised extreme value distribution0502 economics and business62G07Applied mathematics62G05Degree of a polynomial0101 mathematicsStatistics - Methodology050205 econometrics MathematicsAngular measureMax-stable distributionGENERALISED EXTREME VALUE DISTRIBUTION EXTREMAL DEPENDENCE ANGULAR MEASURE MAX-STABLE DISTRIBUTION BERNSTEIN POLYNOMIALS BAYESIAN NONPARAMETRICS TRANS-DIMENSIONAL MCMC EXCHANGE RATEExchange rates05 social sciencesNonparametric statisticsMarkov chain Monte CarloBernstein polynomialGENERALISED EXTREME VALUE DISTRIBUTION; EXTREMAL DEPENDENCE; ANGULAR MEASURE; MAX-STABLE DISTRIBUTION; BERNSTEIN POLYNOMIALS; BAYESIAN NONPARAMETRICS; TRANS-DIMENSIONAL MCMC; EXCHANGE RATETrans-dimensional MCMCEXCHANGE RATEsymbolsStatistics Probability and UncertaintySettore SECS-S/01 - StatisticaMaximaExtremal dependence62G32Electronic Journal of Statistics
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Grapham: Graphical models with adaptive random walk Metropolis algorithms

2008

Recently developed adaptive Markov chain Monte Carlo (MCMC) methods have been applied successfully to many problems in Bayesian statistics. Grapham is a new open source implementation covering several such methods, with emphasis on graphical models for directed acyclic graphs. The implemented algorithms include the seminal Adaptive Metropolis algorithm adjusting the proposal covariance according to the history of the chain and a Metropolis algorithm adjusting the proposal scale based on the observed acceptance probability. Different variants of the algorithms allow one, for example, to use these two algorithms together, employ delayed rejection and adjust several parameters of the algorithm…

FOS: Computer and information sciencesStatistics and ProbabilityMarkov chainAdaptive algorithmApplied MathematicsRejection samplingMarkov chain Monte CarloMultiple-try MetropolisStatistics - ComputationStatistics::ComputationComputational Mathematicssymbols.namesakeMetropolis–Hastings algorithmComputational Theory and MathematicssymbolsGraphical modelAlgorithmComputation (stat.CO)MathematicsGibbs samplingComputational Statistics & Data Analysis
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KFAS : Exponential Family State Space Models in R

2017

State space modelling is an efficient and flexible method for statistical inference of a broad class of time series and other data. This paper describes an R package KFAS for state space modelling with the observations from an exponential family, namely Gaussian, Poisson, binomial, negative binomial and gamma distributions. After introducing the basic theory behind Gaussian and non-Gaussian state space models, an illustrative example of Poisson time series forecasting is provided. Finally, a comparison to alternative R packages suitable for non-Gaussian time series modelling is presented.

FOS: Computer and information sciencesStatistics and ProbabilityaikasarjatGaussianNegative binomial distributionforecastingPoisson distribution01 natural sciencesStatistics - ComputationMethodology (stat.ME)010104 statistics & probability03 medical and health sciencessymbols.namesake0302 clinical medicineExponential familyexponential familyGamma distributionStatistical inferenceState spaceApplied mathematicsSannolikhetsteori och statistik030212 general & internal medicine0101 mathematicsProbability Theory and Statisticslcsh:Statisticslcsh:HA1-4737Computation (stat.CO)Statistics - MethodologyMathematicsR; exponential family; state space models; time series; forecasting; dynamic linear modelsta112state space modelsSeries (mathematics)RStatistics; Computer softwaresymbolsStatistics Probability and Uncertaintytime seriesSoftwaredynamic linear models
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