Results 211 to 220 of about 124,317 (285)

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

The Lie Group Basis of Neuronal Membrane Architecture: Why the Hodgkin-Huxley Equations Take Their Form. [PDF]

Membranes (Basel)
Melendy RF, Blue DH.
europepmc   +1 more source

Tensor Changepoint Detection and Eigenbootstrap

Journal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta, Barbora Peštová, Martin Romaňák   +2 more
wiley   +1 more source

Towards Lightweight and Multi-Scale Scene Classification: A Lie Group-Guided Deep Learning Network with Collaborative Attention. [PDF]

J Imaging
Xu X, Xu C.
europepmc   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Highest-Weight Vectors and Three-Point Functions in GKO Coset Decomposition. [PDF]

Commun Math Phys
Bershtein M, Feigin B, Trufanov A.
europepmc   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

Constructing Dynamical Symmetries for Quantum Computing: Applications to Coherent Dynamics in Coupled Quantum Dots. [PDF]

Nanomaterials (Basel)
Hamilton JR, Levine RD, Remacle F.
europepmc   +1 more source

Online Jump and Kink Detection in Segmented Linear Regression: Statistical Optimality Meets Computational Efficiency

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of sequential (online) estimation of a single change point in a piecewise linear regression model under a Gaussian setup. We demonstrate that certain CUSUM‐type statistics attain the minimax optimal rates for localizing the change point.
Annika Hüselitz, Housen Li, Axel Munk
wiley   +1 more source

Fusion 3-Categories for Duality Defects. [PDF]

Commun Math Phys
Bhardwaj L, Décoppet T, Schäfer-Nameki S, Yu M.   +3 more
europepmc   +1 more source