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Polar sets of anisotropic Gaussian random fields
Anisotropic Gaussian fields Hitting probabilities Polar sets Hausdorff dimension European option Jump diffusion Calibration
2012/9/18
This paper studies polar sets of anisotropic Gaussian random fields,i.e. sets which a Gaussian random field does not hit almost surely. The main assumptions are that the eigenvalues of the covariance ...
Random graphs, where the connections between nodes are considered random variables, have wide applicability in the social sciences. Exponential-family Random Graph Models (ERGM) have shown themselves ...
A Random Weighting Approach for Posterior Distributions
posterior distribution asymptotic expansion random weighting method
2012/9/19
In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, th...
Detecting sparse cone alternatives for Gaussian random fields, with an application to fMRI
random elds Euler characteristic kinematic formulae volumes of tubes expansion order-restricted inference multivari-ate one-sided hypotheses non-negative least squares.
2012/9/19
Our problem is to nd a good approximation to the P-value of the maximum of a random eld of test statistics for a cone alternative at each point in a sample of Gaussian random elds. These test stati...
A Normal Hierarchical Model and Minimum Contrast Estimation for Random Intervals
random intervals Normality hierarchical Choquet functional minimum contrast estimator strong consistency asymptotic normality.
2012/9/19
Many statistical data are imprecise due to factors such as mea-surement errors, computation errors, and lack of information. In such cases, data are better represented by intervals rather thanby singl...
Generalized Interference Models in Doubly Stochastic Poisson Random Fields for Wideband Communications: the PNSC(alpha) model
Interference models Cox Process Doubly Stochastic Poisson Stable Process Isotropicα-stable Complexα-stable
2012/9/19
A general stochastic model is developed for the total interference in wideband systems, denoted as the PNSC(α) Interference Model. It allows one to obtain, analytic representations in situations where...
Random matrix approach to the dynamics of stock inventory variations
Random matrix approach dynamics stock inventory variations
2012/3/2
We study the cross-correlation matrix $C_{ij}$ of inventory variations of the most active individual and institutional investors in an emerging market to understand the dynamics of inventory variation...
A random walk on image patches
image patches di usion maps Laplacian eigenmaps graph Laplacian
2011/7/19
In this paper we address the problem of understanding the success of algorithms that organize patches according to graph-based metrics. Algorithms that analyze patches extracted from images or time se...
A CLT for Information-theoretic statistics of Non-centered Gram random matrices
Random Matrix Spectral measure Stieltjes Transform
2011/7/19
In this article, we study the fluctuations of the random variable: $$ {\mathcal I}_n(\rho) = \frac 1N \log\det(\Sigma_n \Sigma_n^* + \rho I_N),\quad (\rho>0) $$ where $\Sigma_n= n^{-1/2} D_n^{1/2} X_n...
Loss-sensitive Training of Probabilistic Conditional Random Fields
Loss-sensitive Training Probabilistic Conditional Random Fields
2011/7/19
We consider the problem of training probabilistic conditional random fields (CRFs) in the context of a task where performance is measured using a specific loss function. While maximum likelihood is th...
Large information plus noise random matrix models and consistent subspace estimation in large sensor networks
Large information plus noise random matrix models consistent subspace estimation large sensor networks
2011/7/7
In array processing, a common problem is to estimate the angles of arrival of $K$ deterministic sources impinging on an array of $M$ antennas, from $N$ observations of the source signal, corrupted by ...
A Subspace Estimator for Fixed Rank Perturbations of Large Random Matrices
Large Random Matrix Theory MUSIC Algorithm Extreme Eigenvalues
2011/7/6
This paper deals with the problem of parameter estimation based on certain eigenspaces of the empirical covariance matrix of an observed multidimensional time series, in the case where the time series...
Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding
Discrete choice models random coefficients inverse problems
2011/7/6
In this article we consider the estimation of the joint distribution of the random coefficients and error term in the nonparametric random coefficients binary choice model. In this model from economic...
The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables
convolution istribution functions
2011/7/5
We propose a new algorithm to compute numerically the distribution function of the sum of $d$ dependent, non-negative random variables with given joint distribution.
A Random Walk with Drift: Interview with Peter J. Bickel
Random Walk Interview Peter J. Bickel
2011/7/5
I met Peter J. Bickel for the first time in 1981. He came to Jerusalem for a year; I had just started working on my Ph.D. studies.