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arXiv (509,308 recursos)
This is one of the most extensive subject based repositories in the world in the field of physics, mathematics, astronomy, computer sciences and quantitative biology. This is the principal site with almost 20 mirror versions around the globe. The site is supported by an extensive collection of information and background documentation. An RSS feed is available for anyone interested in keeping up-to-date with newly added materials.

Mostrando recursos 61 - 80 de 110

61. Multilayer Perceptron with Functional Inputs: an Inverse Regression Approach - Ferré, Louis; Villa, Nathalie
Functional data analysis is a growing research field as more and more practical applications involve functional data.

62. Forward stagewise regression and the monotone lasso - Hastie, Trevor; Taylor, Jonathan; Tibshirani, Robert; Walther, Guenther
In Efron, Hastie, Johnstone & Tibshirani (2004) it is proved that the least angle regression algorithm, with a small modification, solves the lasso regression problem.

63. Needlet algorithms for estimation in inverse problems - Kerkyacharian, Gérard; Petrushev, Pencho; Picard, Dominique; Willer, Thomas
We provide a new algorithm for the treatment of inverse problems which combines the traditional SVD inversion with an appropriate thresholding technique in a well chosen new basis.

64. The Dagum family of isotropic correlation functions - Berg, Christian; Mateu, Jorge; Porcu, Emilio
A function $\rho: [0, \infty) \to (0,1]$ is a completely monotonic function if and only if $\rho(||\xx||^2)$ is positive definite on $\RR^d$ for all $d$, and thus it represents the correlation function of a weakly stationary and isotropic Gaussian random field.

65. Change point estimation for the telegraph process observed at discrete times - De Gregorio, Alessandro; Iacus, Stefano M.
The telegraph process models a random motion with finite velocity and it is usually proposed as an alternative to diffusion models.

66. Inflated Beta Distributions - Ospina, Raydonal; Ferrari, Silvia L. P.
This paper considers the issue of modeling fractional data observed in the interval [0,1), (0,1] or [0,1].

67. Statistical minimax approach of the Hausdorff moment problem - Ngoc, Thanh Mai Pham
We prove an upper bound and a lower bound on the rate of convergence of the mean squared error showing that the considered estimator attains minimax rate over the corresponding smoothness classes.

68. Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Levy jumps - Gobbi, Fabio; Mancini, Cecilia
The jump components are Levy processes and they can both have finite activity and infinite activity.

69. Causal inference in longitudinal studies with history-restricted marginal structural models - Neugebauer, Romain; van der Laan, Mark J.; Joffe, Marshall M.; Tager, Ira B.
A new class of Marginal Structural Models (MSMs), History-Restricted MSMs (HRMSMs), was recently introduced for longitudinal data for the purpose of defining causal parameters which may often be better suited for public health research or at least more practicable than MSMs \citejoffe,feldman.

70. Titre : Estimating High dimensional faithful Gaussian graphical Models : uPC-algorithm - Malouche, Dhafer; Sevestre-Ghalila, Sylvie
To circumvent this difficulty, in \cite{WiBu}, the authors assume a \textit{faithful} property on the models and propose a procedure based on conditioning on only one variable.

71. Universality results for largest eigenvalues of some sample covariance matrix ensembles - Peche, Sandrine
For sample covariance matrices with iid entries with sub-Gaussian tails, when both the number of samples and the number of variables become large and the ratio approaches to one, it is a well-known result of A.

72. Recursive Parameter Estimation: Convergence - Sharia, Teo
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment.

73. Rate of Convergence in Recursive Parameter Estimation procedures - Sharia, Teo
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment.

74. Recursive Parameter Estimation: Asymptotic expansion - Sharia, Teo
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment.

75. Semimartingale Stochastic Approximation Procedures and Recursive Estimation - Lazrieva, N.; Sharia, T.; Toronjadze, T.
General results concerning the asymptotic behaviour of the solution are presented.

76. Linear Prediction of Long-Memory Processes: Asymptotic Results on Mean-squared Errors - Godet, Fanny
The first approach consists in truncating the Wiener-Kolmogorov predictor by restricting the observations to the last $k$ terms, which are the only available values in practice.

77. Dimensional reduction for particle filters of systems with time-scale separation - Givon, Dror; Stinis, Panagiotis; Weare, Jonathan
We present a particle filter construction for a system that exhibits time-scale separation.

78. A Bayesian approach to the estimation of maps between riemannian manifolds - Butler, Leo T.; Levit, Boris
Let \Theta be a smooth compact oriented manifold without boundary, embedded in a euclidean space and let \gamma be a smooth map \Theta into a riemannian manifold \Lambda.

79. Sample eigenvalue based detection of high dimensional signals in white noise using relatively few samples - Rao, N. Raj; Edelman, Alan
We present a mathematically justifiable, computationally simple, sample eigenvalue based procedure for estimating the number of high-dimensional signals in white noise using relatively few samples.

80. Asymptotics for Duration-Driven Long Range Dependent Processes - Hsieh, Meng-Chen; Hurvich, Clifford M.; Soulier, Philippe
For these processes, we obtain the limiting distribution of suitably standardized discrete Fourier transforms (DFTs) and sample autocovariances.

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