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Efficient Prediction Designs for Random Fields
optimal design pareto front empirical kriging gaussian process models
2013/6/14
For estimation and predictions of random fields it is increasingly acknowledged that the kriging variance may be a poor representative of true uncertainty. Experimental designs based on more elaborate...
A limit theorem for scaled eigenvectors of random dot product graphs
limit theorem scaled eigenvectors random dot product graphs
2013/6/14
We prove a central limit theorem for the components of the largest eigenvector of the adjacency matrix of a one-dimensional random dot product graph whose true latent positions are unknown. In particu...
Comparing composite likelihood methods based on pairs for spatial Gaussian random fieldsM
Covariance estimation Geostatistics Large datasets Tapering
2013/6/14
In the last years there has been a growing interest in proposing methods for estimating covariance functions for geostatistical data. Among these, maximum likelihood estimators have nice features when...
Random Latin squares and Sudoku designs generation
Random Latin squares and Sudoku designs generation
2013/6/14
Uniform random generation of Latin squares is a classical problem. In this paper we prove that both Latin squares and Sudoku designs are maximum cliques of properly defined graphs. We have developed a...
CLT for linear spectral statistics of random matrix $S^{-1}T$
CLT linear spectral statistics random matrix $S^{-1}T$
2013/6/13
This paper proposes a CLT for linear spectral statistics of random matrix $S^{-1}T$ for a general non-negative definite and {\bf non-random} Hermitian matrix $T$.
Random Intersection Trees
High-dimensional classication Interactions Min-wise hashing Sparse data
2013/4/28
Finding interactions between variables in large and high-dimensional datasets is often a serious computational challenge. Most approaches build up interaction sets incrementally, adding variables in a...
On a class of space-time intrinsic random functions
Fox’sH-function generalized covariance function Mat′ern covariance function
2013/4/28
Power law generalized covariance functions provide a simple model for describing the local behavior of an isotropic random field. This work seeks to extend this class of covariance functions to spatia...
Adaptive Priors based on Splines with Random Knots
Adaptive estimation bayesian non-parametric optimal contrac-tion rate spline random knots
2013/4/27
Splines are useful building blocks when constructing priors on nonparametric models indexed by functions. Recently it has been established in the literature that hierarchical priors based on splines w...
Aggregation of autoregressive random fields and anisotropic long memory
Aggregation autoregressive random fields anisotropic long memory
2013/4/27
We introduce the notion of anisotropic long memory for random fields on $\mathbb{Z}^2$ whose partial sums on incommensurate rectangles with sides growing at different rates O(n) and $O(n^{H_1/H_2})$, ...
Environmental Time Series Interpolation Based on Spartan Random Processes
inference precision matrix gappy data atmospheric aerosol fine particulate PM2.5
2013/4/27
In many environmental applications, time series are either incomplete or irregularly spaced. We investigate the application of the Spartan random process to missing data prediction. We employ a novel ...
Geometric sensitivity of random matrix results: consequences for shrinkage estimators of covariance and related statistical methods
random matrix related statistical shrinkage estimators
2011/6/16
Shrinkage estimators of covariance are an important tool in modern applied and theoretical statistics.
They play a key role in regularized estimation problems, such as ridge regression (aka Tykhonov
...
Uniform error bounds for a continuous approximation of non-negative random variables
gamma distribution Laplace transform phase-type distribution
2010/10/19
In this work, we deal with approximations for distribution functions of non-negative random variables. More specifically, we construct continuous approximants using an acceleration technique over a w...
A further generalization of random self-decomposability
further generalization random self-decomposability
2010/10/19
The notion of random self-decomposability is generalized further. The notion is then extended to non-negative integer-valued distributions.
A Random Matrix--Theoretic Approach to Handling Singular Covariance Estimates
Random Matrix--Theoretic Approach Handling Singular Covariance Estimates
2010/10/19
In many practical situations we would like to estimate the covariance matrix of a set of variables from an insufficient amount of data. More specifically, if we have a set of $N$ independent, identica...
Ballistic random walk in a random environment with a forbidden direction
ballistic random walk random environment forbidden direction
2009/6/12
Ballistic random walk in a random environment with a forbidden.