Results 111 to 120 of about 10,513 (300)
A note on generalised information criteria for structured sparse models
Summary We propose a generalised information criteria ( gic) that accounts for sparsity pattern in the model. We obtain both asymptotic and nonasymptotic results for model selection. Moreover, we show that the gic is useful for selecting the regularisation parameter in regularised m$$ m $$ estimation in highâdimensional scenarios.
Eduardo Fonseca Mendes +1 more
wiley +1 more source
Boundedness of Commutators of High-Dimensional Hausdorff Operators
We prove the boundedness of commutators of high-dimensional Hausdorff operators đ»ÎŠ,đ on Lebesgue space with central BMO function or Lipschitz function. Furthermore, the boundedness on Herz spaces and Morrey-Herz spaces is also obtained.
Guilian Gao, Houyu Jia
doaj +1 more source
The oscillation of separately locally Lipschitz functions
We prove that a function which dened on the product of two metric Baire spaces is the oscillation of some separately locally Lipschitz function if and only if it is an upper semicontinuous non-negative function which has a crosswise nowhere dense closure
V. H. Herasymchuk, O. V. Maslyuchenko
doaj +1 more source
Global optimization of Lipschitz functions
The goal of the paper is to design sequential strategies which lead to efficient optimization of an unknown function under the only assumption that it has a finite Lipschitz constant. We first identify sufficient conditions for the consistency of generic sequential algorithms and formulate the expected minimax rate for their performance.
Cédric Malherbe, Nicolas Vayatis
openaire +3 more sources
Monetary Equilibrium and the Differentiability of the Value Function [PDF]
In this study we offer a new approach to proving the differentiability of the value function, which complements and extends the literature on dynamic programming.
Camera, G. +2 more
core
Detecting Relevant Deviations From the White Noise Assumption for NonâStationary Time Series
ABSTRACT We consider the problem of detecting deviations from a white noise assumption in time series. Our approach differs from the numerous methods proposed for this purpose with respect to two aspects. First, we allow for nonâstationary time series. Second, we address the problem that a white noise test is usually not performed because one believes ...
Patrick Bastian
wiley +1 more source
In this paper, we present sufficient conditions for Hyers-Ulam-Rassias stability of nonlinear implicit higher-order Volterra-type integrodifferential equations from above on unbounded time scales.
Andrejs Reinfelds, Shraddha Christian
doaj +1 more source
Two applications of the Theory of Currents
In the first part of the thesis we find an adapted version of the Rademacher theorem of differentiability of Lipschitz functions, when the Lebesgue measure on the euclidean space is replaced by a generical Radon measure.
MARCHESE, ANDREA
core
Adaptive Estimation for Weakly Dependent Functional Times Series
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under đpâmâapproximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro +2 more
wiley +1 more source
Function spaces of type Bspq and Fspq cover as special cases classical and fractional Sobolev spaces, classical Besov spaces, Hölder-Zygmund spaces and inhomogeneous Hardy spaces. In the last 2 or 3 decades they haven been studied preferably on Rn and in
Triebel, Hans
core

