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Causal band-limited approximation and forecasting for discrete time processes
band-limited processes discrete time processes causal filters sampling low-pass filters forecasting.
2012/9/18
We study causal dynamic approximation of non-bandlimited discretetime processes by band-limited discrete time processes such that a part of the historical path of the underlying process is approximate...
Mixing Coefficients Between Discrete and Real Random Variables: Computation and Properties
Mixing Coefficients Between Discrete Real Random Variables Computation Properties
2012/9/17
In this paper we study the problem of estimating the mixing coefficients between two random vari-ables. Three different mixing coefficients are studied,namely alpha-mixing, beta-mixing and phi-mixing ...
The use of systems of stochastic PDEs as priors for multivariate models with discrete structures
Gaussian distribution multivariate stochastic PDEs discrete structures
2012/9/17
A challenge in multivariate problems with discrete structures is the inclusion of prior information that may di er in each separate structure. A particular example of this is seismic amplitude versus ...
Nonparametric estimation of a renewal reward process from discrete data
Renewal reward process Continuous time random walk Com-pound Poisson process Discretely observed random process Wavelet density estimation.
2012/9/19
We study the nonparametric estimation of the jump density of a re-newal reward process from one discretely observed sample path over [0;T].We consider the regime when the sampling rate = T !0 asT!1...
On the geometry of discrete exponential families with application to exponential random graph models
Exponential families normal cone maximum likelihood estimates exponential random graphs
2009/9/16
There has been an explosion of interest in statistical models for analyzing network data, and considerable interest in the class of exponential random graph (ERG) models, especially in connection with...
A Bernstein-Von Mises Theorem for discrete probability distributions
Bernstein-Von Mises Theorem Entropy estimation non-parametric Bayesian statistics Discrete models Concentration inequalities
2009/9/16
We investigate the asymptotic normality of the posterior distribution in the discrete setting, when model dimension increases with sample size. We consider a probability mass function $theta_0$ on $ma...