Results 21 to 30 of about 634,254 (363)

On the asymptotic normality of persistent Betti numbers [PDF]

open access: yesAdvances in Applied Probability, 2019
Persistent Betti numbers are a major tool in persistent homology, a subfield of topological data analysis. Many tools in persistent homology rely on the properties of persistent Betti numbers considered as a two-dimensional stochastic process $ (
Johannes T. N. Krebs, W. Polonik
semanticscholar   +1 more source

On the Asymptotic Normality of Adaptive Multilevel Splitting [PDF]

open access: yesSIAM/ASA J. Uncertain. Quantification, 2018
Adaptive Multilevel Splitting (AMS for short) is a generic Monte Carlo method for Markov processes that simulates rare events and estimates associated probabilities.
F. Cérou   +3 more
semanticscholar   +1 more source

Consistency and asymptotic normality of Latent Block Model estimators [PDF]

open access: yesElectronic Journal of Statistics, 2017
The Latent Block Model (LBM) is a model-based method to cluster simultaneously the $d$ columns and $n$ rows of a data matrix. Parameter estimation in LBM is a difficult and multifaceted problem.
V. Brault   +2 more
semanticscholar   +1 more source

Proximal statistic: Asymptotic normality [PDF]

open access: yesStatistics & Probability Letters, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Asymptotic normality of recursive algorithms via martingale difference arrays [PDF]

open access: yesDiscrete Mathematics & Theoretical Computer Science, 2001
We propose martingale central limit theorems as an tool to prove asymptotic normality of the costs of certain recursive algorithms which are subjected to random input data.
Werner Schachinger
doaj   +2 more sources

Asymptotic Normality in Linear Regression with Approximately Sparse Structure

open access: yesMathematics, 2022
In this paper, we study the asymptotic normality in high-dimensional linear regression. We focus on the case where the covariance matrix of the regression variables has a KMS structure, in asymptotic settings where the number of predictors, p, is ...
Saulius Jokubaitis, Remigijus Leipus
doaj   +1 more source

Local asymptotic normality property for fractional Gaussian noise under high-frequency observations [PDF]

open access: yesAnnals of Statistics, 2016
Local Asymptotic Normality (LAN) property for fractional Gaussian noise under high-frequency observations is proved with a non-diagonal rate matrix depending on the parameter to be estimated.
A. Brouste, M. Fukasawa
semanticscholar   +1 more source

Asymptotic inference for a stochastic differential equation with uniformly distributed time delay [PDF]

open access: yes, 2015
For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied.
Benke, János Marcell, Pap, Gyula
core   +2 more sources

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