Results 41 to 50 of about 698 (138)
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios +2 more
wiley +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
On extrapolation blowups in the
Yano's extrapolation theorem dated back to 1951 establishes boundedness properties of a subadditive operator acting continuously in for close to and/or taking into as and/or with norms blowing up at speed and/or , .
Fiorenza Alberto +2 more
doaj
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
Lifts of continuous and Hölder alpha curves in the configuration space MN/SN$M^N/S_N$
Abstract In this paper, we study the quotient space X=MN/SN$X = M^N / S_N$ of equivalence classes of N$N$‐tuples in a metric space (M,dM)$(M, d_M)$, equipped with the metric induced by the minimal total pairing distance. Given a continuous path F:(0,1)→X$F: (0,1) \rightarrow X$, we prove that there exist continuous functions f1,⋯,fN:(0,1)→M$f_1, \dots,
Charles L. Fefferman +3 more
wiley +1 more source
On Compressible Fluid Flows of Forchheimer‐Type in Rotating Heterogeneous Porous Media
ABSTRACT We study the dynamics of compressible fluids in rotating heterogeneous porous media. The fluid flow is of Forchheimer‐type and is subject to a mixed mass and volumetric flux boundary condition. The governing equations are reduced to a nonlinear partial differential equation for the pseudo‐pressure.
Emine Celik, Luan Hoang, Thinh Kieu
wiley +1 more source
ABSTRACT The leading‐order asymptotic behavior of the solution of the Cauchy initial‐value problem for the Benjamin–Ono equation in L2(R)$L^2(\mathbb {R})$ is obtained explicitly for generic rational initial data u0$u_0$. An explicit asymptotic wave profile uZD(t,x;ε)$u^\mathrm{ZD}(t,x;\epsilon)$ is given, in terms of the branches of the multivalued ...
Elliot Blackstone +3 more
wiley +1 more source
Surface subgroups for cocompact lattices of isometries of H2n$\mathbb {H}^{2n}$
Abstract We prove the existence of surface subgroups within any cocompact lattice Γ$\Gamma$ in SO(2n,1)$\mathrm{SO}(2n,1)$ for n⩾2$n\geqslant 2$. This result addresses the cases missing from the work of Hamenstädt in 2015, who constructed surface subgroups in cocompact lattices for all other rank‐1 simple Lie groups of noncompact type.
Jeremy Kahn, Zhenghao Rao
wiley +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
Bayesian Model Averaging in Causal Instrumental Variable Models
ABSTRACT Instrumental variables are a popular tool to infer causal effects under unobserved confounding, but choosing suitable instruments is challenging in practice. We propose gIVBMA, a Bayesian model averaging procedure that addresses this challenge by averaging across different sets of instrumental variables and covariates in a structural equation ...
Gregor Steiner, Mark Steel
wiley +1 more source

