搜索结果: 1-15 共查到“统计学 p-variation”相关记录15条 . 查询时间(0.208 秒)
Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
convergence rate coupling Gibbs sampler iterated random functions local
2011/3/24
We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a Markov chain on a general state space, with respect to both total variation and Wasserstein distance...
Joint and Individual Variation Explained (JIVE) for Integrated Analysis of Multiple Datatypes
Vertical integration Multi-block data Principal Component
2011/3/24
Research in a number of fields now requires the analysis of "multi-block" data, in which multiple high-dimensional, and fundamentally disparate, datatypes are available for a common set of objects. In...
Joint and Individual Variation Explained (JIVE) for Integrated Analysis of Multiple Datatypes
Vertical integration Multi-block data Principal Component Analysis
2011/3/23
Research in a number of fields now requires the analysis of "multi-block" data, in which multiple high-dimensional, and fundamentally disparate, datatypes are available for a common set of objects. In...
On the Regular Variation of Ratios of Jointly Frechet Random Variables
Regular variation multivariate Frechet distribution spectral
2011/3/18
We provide a necessary and sufficient condition for the ratio of two jointly alpha-Frechet random variables to be regularly varying. This condition is based on the spectral representation of the joint...
Coarse-grained modeling of multiscale diffusions：the p-variation estimates
parameter estimation multiscale diffusions p-variation Ornstein-Uhlenbeck
2010/3/10
We study the problem of estimating parameters of the limiting equation
of a multiscale diffusion in the case of averaging and homogenization, given
data from the corresponding multiscale system. Fir...
Hidden Regular Variation:Detection and Estimation
Regular variation vague convergence weak convergence spectral measure risk sets
2010/3/9
Hidden regular variation defines a subfamily of distributions satisfying multivariate
regular variation on E = [0,1]d\{(0, 0, · · · , 0)} and models another regular variation on the sub-cone E(2) = E...
On the almost sure convergence of the square variation of the Brownian motion
the almost sure convergence the square variation the Brownian motion
2009/9/24
On the almost sure convergence of the square variation of the Brownian motion。
A representation theorem for continuous additive functionals of zero quadratic variation
A representation theorem continuous additive functionals zero quadratic variation
2009/9/22
We study continuous additive functionals of zero
quadratic variation of strong Markov continuous local martingales by
means of stochastic calculus. We show that they admit a representation
as a sto...
A central limit theorem for strictly stationary sequences in terms of slow variation in the limit
A central limit theorem strictly stationary sequences terms of slow variation
2009/9/22
For strictly stationary random sequences satisfying the
"minimal" dependence condition, necessary and sufficient conditions
for the weak convergence to the normal law in terms of slow variation
in ...
CONVERGENCE IN VARIATION OF THE JOINT LAWS OF MULTIPLE STABLE STOCHASTIC INTEGRALS
Convergence in variation multiple stochastic integrals stable process LePage representation
2009/9/18
In this note, we are interested in the regularity in the sense
of total variation of the joint laws of multiple stable stochastic integrals.
Namely, we show that the convergence
L
Id1 ...
Functional data analysis of nonlinear modes of variation
Functional data analysis nonlinear modes of variation analysis of variance Fréchet mean Fréchet variance variation in manifolds
2009/9/16
A set of curves or images of similar shape is an increasingly common functional data set collected in the sciences. Principal Component Analysis (PCA) is the most widely used technique to decompose va...
A recent theorem by M. Manstavicius (2004) provided a link between a certain function of transition probabilities of a strong Markov process and the boundedness of the p-variation of its trajectories....
A Non-Markovian Process with Unbounded p-Variation
theorem Non-Markovian Process p-Variation
2009/4/7
A recent theorem by M. Manstavicius (2004) provided a link between a certain function of transition probabilities of a strong Markov process and the boundedness of the p-variation of its trajectories....
A Lower Bound on Arbitrary f--Divergences in Terms of the Total Variation
Lower Bound Arbitrary f--Divergences Total Variation
2010/3/19
An important tool to quantify the likeness of two probability measures
are f–divergences, which have seen widespread application in statistics
and information theory. An example is the total variati...
Multivariate regular variation of heavy-tailed Markov chains
autoregressive conditional heteroskedasticity extremevalue distribution Markov chain multivariate regular variation
2010/4/26
The upper extremes of a Markov chain with regulary varying stationary
marginal distribution are known to exhibit under general conditions
a multiplicative random walk structure called the tail chain...