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The Optimal Hard Threshold for Singular Values is 4/sqrt(3)
Optimal Hard Threshold Singular Values 4/sqrt(3)
2013/6/14
We consider recovery of low-rank matrices from noisy data by hard thresholding of singular values, where singular values below a prescribed threshold \lambda are set to 0. We study the asymptotic MSE ...
The Identification of Thresholds and Time Delay in Self-Exciting Threshold a Model by Wavelet
threshold autoregressive model threshold time delay wavelet
2013/5/2
In this paper we studied about the wavelet identification of the thresholds and time delay for more general case without the constraint that the time delay is smaller than the order of the model. Here...
Dependence Structure of Spatial Extremes Using Threshold Approach
Dependence Structure Spatial Extremes Threshold Approach
2012/11/23
The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable...
On non-stationary threshold autoregressive models
explosive TAR(1) model least-squares estimator unit root TAR(1) model
2011/7/19
In this paper we study the limiting distributions of the least-squares estimators for the non-stationary first-order threshold autoregressive (TAR(1)) model. It is proved that the limiting behaviors o...
Threshold estimation based on a p-value framework in dose-response and regression settings
estimation based p-value framework dose-response regression settings
2011/7/5
We use p-values to identify the threshold level at which a regression function takes off from its baseline value, a problem motivated by applications in toxicological and pharmacological dose-response...
A Threshold Regularization Method for Inverse Problems
Inverse problems regularization oracle inequalities hard thresholding
2011/6/16
A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally res...
Multiple change-point Poisson model for threshold exceedances of air pollution concentrations
Applications (stat.AP)
2010/12/17
A Bayesian multiple change-point model is proposed to analyse violations of air quality standards by pollutants such as nitrogen oxides (NO2 and NO) and carbon monoxide (CO). The model is built on the...
Model misspecification in peaks over threshold analysis
Cluster extremal index extreme value theory likelihood
2010/10/19
Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions ...
Threshold rules in two-class discrimination problems
Threshold rules two-class discrimination problems
2009/9/24
Threshold rules in two-class discrimination problems。
Moments of the Discounted Dividends in a Threshold-Type Markovian Risk Process
Discounted Dividends Threshold-Type Markovian Risk Process
2009/9/17
Moments of the Discounted Dividends in a Threshold-Type Markovian Risk Process。
Modeling threshold exceedance probabilities of spatially correlated time series
threshold exceedance probability PM10 smoothing spatial interpolation spatial time series visualization
2009/9/16
The Commission of the European Union, as well the United States Environmental Protection Agency, have set limit values for some pollutants in the ambient air that have been shown to have adverse effec...
Threshold phenomena on product spaces：BKKKL revisited（once more）
Threshold phenomena product spaces
2009/3/19
We revisit the work of Bourgain et al. (1992) -- referred to as ``BKKKL'' in the title -- about influences on Boolean functions in order to give a precise statement of threshold phenomenon on the prod...
On the Threshold Method for Marked Spatial Point Processes
linear prediction mixing condition non-ergodicity
2009/3/10
The threshold method in the framework of marked spatial point processes on a continuous space is discussed. The threshold method is a linear prediction of the total sum of marks using only the number ...
Prediction of the Sample Variance of Marks for a Marked Spatial Point Process by the Threshold Method
marked spatial point process mean square error mixing condition non-ergodicity threshold method
2009/3/6
We discuss the prediction of the sample variance of marks of a marked spatial point process on a continuous space by the threshold method. The threshold method is a statistical prediction using only t...
PEAKS OVER RANDOM THRESHOLD METHODOLOGY FOR TAIL INDEX AND HIGH QUANTILE ESTIMATION
heavy tails high quantiles semi-parametric estimation linear property sample of excesses
2009/2/25
In this paper we present a class of semi-parametric high quantile estimators which
enjoy a desirable property in the presence of linear transformations of the data. Such
a feature is in accordance w...