Results 21 to 30 of about 6,228,748 (341)

Strong Consistency of Spectral Clustering for Stochastic Block Models [PDF]

open access: yesIEEE Transactions on Information Theory, 2017
In this paper we prove the strong consistency of several methods based on the spectral clustering techniques that are widely used to study the community detection problem in stochastic block models (SBMs).
Liangjun Su, Wuyi Wang, Yichong Zhang
semanticscholar   +1 more source

On Consistency of the Nearest Neighbor Estimator of the Density Function for m-AANA Samples

open access: yesMathematics, 2023
In this paper, by establishing a Bernstein inequality for m-asymptotically almost negatively associated random variables, some results on consistency for the nearest neighbor estimator of the density function are further established.
Xin Liu, Yi Wu, Wei Wang, Yong Zhu
doaj   +1 more source

A Note on the Nonparametric Estimation of the Conditional Mode by Wavelet Methods

open access: yesStats, 2020
The purpose of this note is to introduce and investigate the nonparametric estimation of the conditional mode using wavelet methods. We propose a new linear wavelet estimator for this problem.
Salim Bouzebda, Christophe Chesneau
doaj   +1 more source

A nonparametric test for comparing survival functions based on restricted distance correlation

open access: yesDependence Modeling, 2023
In this article, we propose an omnibus test for comparing two survival functions under non-proportional hazards. The test statistic is based on a product-limit estimate of the restricted distance correlation, which is closely related to the L2{L}_{2 ...
Zhang Qingyang
doaj   +1 more source

Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility

open access: yesModern Stochastics: Theory and Applications, 2016
We consider a stochastic differential equation of the form \[ dX_{t}=\theta a(t,X_{t})\hspace{0.1667em}dt+\sigma _{1}(t,X_{t})\sigma _{2}(t,Y_{t})\hspace{0.1667em}dW_{t}\] with multiplicative stochastic volatility, where Y is some adapted stochastic ...
Meriem Bel Hadj Khlifa   +3 more
doaj   +1 more source

Research on Strong Cache Consistency Under Generic Cache Replacement Strategy [PDF]

open access: yesJisuanji gongcheng, 2022
Establishing an accurate cache analysis model helps to predict the cache behavior better, which is vital for network performance analysis and planning.However, existing analysis models for cache consistency studies are based on the Least Recently Used ...
YANG Tao, ZHENG Quan, XU Zhenghuan, SHI Qianbao, PENG Siwei
doaj   +1 more source

Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation

open access: yesModern Stochastics: Theory and Applications, 2020
The paper deals with a stochastic heat equation driven by an additive fractional Brownian space-only noise. We prove that a solution to this equation is a stationary and ergodic Gaussian process. These results enable us to construct a strongly consistent
Diana Avetisian, Kostiantyn Ralchenko
doaj   +1 more source

Adequacy analysis the model of strong replicas agreement in NoSQL databases [PDF]

open access: yesКомпьютерные исследования и моделирование, 2016
In this article the model of strong replicas agreement was analyzed. The process of preparing and conducting the nature experiment in the cloud in order to proof the model adequacy was described.
Evgeny Vasilievich Tsviashchenko
doaj   +1 more source

Strong local consistency algorithms for table constraints [PDF]

open access: yesConstraints, 2015
Table constraints are important in constraint programming as they are present in many real problems from areas such as configuration and databases. As a result, numerous specialized algorithms that achieve generalized arc consistency (GAC) on table constraints have been proposed.
Paparrizou, Anastasia, Stergiou, Kostas
openaire   +3 more sources

Parameter estimation for partially observed stochastic differential equations driven by fractional Brownian motion

open access: yesAIMS Mathematics, 2022
This paper is concerned with parameter estimation for partially observed stochastic differential equations driven by fractional Brownian motion. Firstly, the state estimation equation is given and the parameter estimator is derived.
Chao Wei
doaj   +1 more source

Home - About - Disclaimer - Privacy