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Direct Regression Modelling of High-order Moments in Big Data
Big data Higher-order moment U-statistics Estimating equation Divide-and-conquer
2016/1/20
Big data problems present great challenges to statisti-cal analyses, especially from the computational side. In this paper, we consider regression estimation of high-order mo-ments in big data problem...
Bootstrapping data arrays of arbitrary order
Bayesian pigeonhole bootstrap online bagging online bootstrap
2015/8/21
In this paper we study a bootstrap strategy for estimating the variance of a mean taken over large multifactor crossed random e ects data
sets. We apply bootstrap reweighting independently to the lev...
Second-order continuous-time non-stationary Gaussian autoregression
Lyapunov Exponent Maximum Likelihood Estimation Asymptotic Mixed Normality Non-Normal Limit Distribution Rate of Convergence
2012/6/27
The objective of the paper is to identify and investigate all possible types of asymptotic behavior for the maximum likelihood estimators of the unknown parameters in the second-order linear stochasti...
Integrable Origins of Higher Order Painleve Equations
Exactly Solvable and Integrable Systems (nlin.SI) Mathematical Physics (math-ph)
2010/11/10
Higher order Painleve equations invariant under extended affine Weyl groups $A^{(1)}_n$ are obtained through self-similarity limit of a class of pseudo-differential Lax hierarchies with symmetry inher...
Symmetry classification of third-order nonlinear evolution equations. Part I: Semi-simple algebras
Exactly Solvable and Integrable Systems(nlin.SI) Mathematical Physics(math-ph)
2010/11/10
We give a complete point-symmetry classification of all third-order evolution equations of the form $u_t=F(t,x,u,u_x, u_{xx})u_{xxx}+G(t,x,u,u_x, u_{xx})$ which admit semi-simple symmetry algebras and...
A remark on the subleading order in the asymptotics of the nonequilibrium emptiness formation probability
Nonequilibrium steady state emptiness formation probability Toeplitz theory
2010/12/1
We study the asymptotic behavior of the emptiness formation probability for large spin
strings in a translation invariant quasifree nonequilibrium steady state of the isotropic
XY chain. Besides the...
Higher order statistics in the annulus square billiard: transport and polyspectra
Higher order statistics annulus square billiard: transport polyspectra
2010/12/15
Classical transport in a doubly connected polygonal billiard, i.e. the annulus square billiard, is considered. Dynamical properties of the billiard flow with a fixed initial direction are analyzed by ...
We find a general solution to the unique 7th order ODE admitting ten dimensional group of contact symmetries. The integral curves of this ODE are rational contact curves in $\PP^3$ which give rise to ...