Results 41 to 50 of about 269 (141)
Absolutely continuous Furstenberg measures
Proceedings of the London Mathematical Society, Volume 131, Issue 1, July 2025.Abstract In this paper, we provide a sufficient condition for a Furstenberg measure generated by a finitely supported measure to be absolutely continuous. Using this, we give completely explicit examples of absolutely continuous Furstenberg measures including examples which are generated by measures which are not symmetric.
Samuel Kittle
wiley +1 more source
Asymptotics of Discrete Schr\"odinger Bridges via Chaos Decomposition
, 2022 Consider the problem of matching two independent i.i.d. samples of size $N$ from two distributions $P$ and $Q$ in $\mathbb{R}^d$. For an arbitrary continuous cost function, the optimal assignment problem looks for the matching that minimizes the total ...
Harchaoui, Zaid, Liu, Lang, Pal, Soumik
core
Quality Disclosure and Regulation: Scoring Design in Medicare Advantage
Econometrica, Volume 93, Issue 3, Page 959-1001, May 2025.Policymakers and market intermediaries often use quality scores to alleviate asymmetric information about product quality. Scores affect the demand for quality and, in equilibrium, its supply. Equilibrium effects break the rule whereby more information is always better, and the optimal design of scores must account for them.
Benjamin Vatter
wiley +1 more source
A short proof of Helson's conjecture
Bulletin of the London Mathematical Society, Volume 57, Issue 4, Page 1065-1076, April 2025.Abstract Let α:N→S1$\alpha \colon \mathbb {N}\rightarrow S^1$ be the Steinhaus multiplicative function: a completely multiplicative function such that (α(p))pprime$(\alpha (p))_{p\text{ prime}}$ are i.i.d. random variables uniformly distributed on the complex unit circle S1$S^1$. Helson conjectured that E|∑n⩽xα(n)|=o(x)$\mathbb {E}|\sum _{n\leqslant x}\
Ofir Gorodetsky, Mo Dick Wong
wiley +1 more source
Canadian Journal of Statistics, Volume 53, Issue 1, March 2025.Abstract We consider random sample splitting for estimation and inference in high‐dimensional generalized linear models (GLMs), where we first apply the lasso to select a submodel using one subsample and then apply the debiased lasso to fit the selected model using the remaining subsample. We show that a sample splitting procedure based on the debiased
Omar Vazquez, Bin Nan
wiley +1 more source
Online tree-based ensembles and option trees for regression on evolving data streams
, 2015 The emergence of ubiquitous sources of streaming data has given rise to the popularity of algorithms for online machine learning. In that context, Hoeffding trees represent the state-of-the-art algorithms for online classification. Their popularity stems
Dzeroski,S, João Gama, Ikonomovska,E
core +1 more source
L2-Boosting for sensitivity analysis with dependent inputs [PDF]
, 2015 International audienceThis paper is dedicated to the study of an estimator of the generalized Hoeffding decomposition. We build such an estimator using an empirical Gram-Schmidt approach and derive a consistency rate in a large dimensional setting.
Prieur, Clémentine +3 more
core +1 more source
Statistical Characteristics of Basal Forces Generated by Experimental Debris Flows
Journal of Geophysical Research: Solid Earth, Volume 130, Issue 3, March 2025.Abstract Debris flows are fast‐flowing, high‐energy mixtures of sediment and water that are difficult to monitor. Seismic monitoring instruments can be placed safely outside the channel, but it is an indirect method that needs the application of theory‐based inversion to obtain quantitative information on flow properties and rheology.
Yan Yan +5 more
wiley +1 more source
Goodness‐of‐fit testing based on graph functionals for homogeneous Erdös–Rényi graphs
Scandinavian Journal of Statistics, Volume 52, Issue 1, Page 332-380, March 2025.Abstract The Erdös–Rényi graph is a popular choice to model network data as it is parsimoniously parameterized, straightforward to interpret and easy to estimate. However, it has limited suitability in practice, since it often fails to capture crucial characteristics of real‐world networks. To check its adequacy, we propose a novel class of goodness‐of‐
Barbara Brune +2 more
wiley +1 more source
Maximal point‐polyserial correlation for non‐normal random distributions
British Journal of Mathematical and Statistical Psychology, Volume 78, Issue 1, Page 341-377, February 2025.Abstract We consider the problem of determining the maximum value of the point‐polyserial correlation between a random variable with an assigned continuous distribution and an ordinal random variable with k$$ k $$ categories, which are assigned the first k$$ k $$ natural values 1,2,…,k$$ 1,2,\dots, k $$, and arbitrary probabilities pi$$ {p}_i $$.
Alessandro Barbiero
wiley +1 more source