Fast Bayesian Functional Principal Components Analysis. [PDF]
Sartini J +4 more
europepmc +1 more source
Least Trimmed Squares: Cointegration and Outliers
ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley +1 more source
A Weyl Matrix Perspective on Unbounded Non-Self-Adjoint Jacobi Matrices. [PDF]
Eichinger B, Lukić M, Young G.
europepmc +1 more source
Repelled Point Processes With Application to Numerical Integration
ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat +3 more
wiley +1 more source
A variational framework for residual-based adaptivity in neural PDE solvers and operator learning. [PDF]
Toscano JD +4 more
europepmc +1 more source
Bayesian Inference for Multivariate Monotone Densities
ABSTRACT We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian approach of imposing a prior that satisfies the monotonicity restriction, we place a prior on the step heights via binning and a Dirichlet distribution. The resulting posterior distribution
Kang Wang, Subhashis Ghosal
wiley +1 more source
Second-order asymptotics of fractional Gagliardo seminorms as s → 1 - and convergence of the associated gradient flows. [PDF]
Kubin A, Pagliari V, Tribuzio A.
europepmc +1 more source
Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley +1 more source
Atmospheric water vapor contribution to interannual variability of Northern Hemisphere summer heatwaves. [PDF]
Cao D, Lin H, Huang Y.
europepmc +1 more source
Pointwise convergence and differentiability
openaire +2 more sources

