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High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data
Generalized empirical likelihood High dimensionality Penalized likelihood
2016/1/20
This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly dependent data when the di...
Tests for High Dimensional Generalized Linear Models
Generalized Linear Model Gene-Sets High Dimensional Covariate Nuisance Parameter U-statistics
2016/1/20
We consider testing regression coefficients in high dimensional generalized linear mod-els. By modifying a test statistic proposed by Goeman et al. (2011) for large but fixed dimensional settings, we ...
Generalized Chebyshev Bounds via Semidefinite Programming
semidefi nite programming convex optimization duality theory Chebyshev inequalities
2015/7/10
A sharp lower bound on the probability of a set defined by quadratic inequalities, given the first two moments of the distribution, can be efficiently computed using convex optimization. This result g...
Combinatorial Hopf Algebra and Generalized Dehn-Sommerville Relations
Combination of hopf algebra hopf algebra linear function generating function combination
2014/12/29
A combinatorial Hopf algebra is a graded connected Hopf algebra over a field k equipped with a character (multiplicative linear functional) : H → k. We show that the terminal object in the category ...
On the Galois Group of generalized Laguerre polynomials
Newton polygon Galois group of big generalized laguerre polynomials
2014/12/25
Using the theory of Newton Polygons, we formulate a simple criterion for the Galois group of a polynomial to be “large.” For a fixed α∈ℚ-ℤ <0 , Filaseta and Lam have shown that the nth deg...
The generalized canonical ensemble and its universal equivalence with the microcanonical ensemble
Statistical mechanics model the equivalent subset energy generalized canonical
2014/12/25
This paper shows for a general class of statistical mechanical models that when the microcanonical and canonical ensembles are nonequivalent on a subset of values of the energy, there often exists a g...
Metastability within the generalized canonical ensemble
The generalized canonical ensemble microcanonical ensemble metastable
2014/12/25
We discuss a property of our recently introduced generalized canonical ensemble [M. Costeniuc, R.S. Ellis, H. Touchette, B. Turkington, The generalized canonical ensemble and its universal equivalence...
Generalized canonical ensembles and ensemble equivalence
Boltzmann continuous function generalized canonical ensemble and physics
2014/12/25
This paper is a companion piece to our previous work [J. Stat. Phys. 119, 1283 (2005)], which introduced a generalized canonical ensemble obtained by multiplying the usual Boltzmann weight factor e...
Nonconcave entropies from generalized canonical ensembles
Microcanonical ensemble entropy the curies - Weiss - Potts spin model model
2014/12/25
It is well known that the entropy of the microcanonical ensemble cannot be calculated as the Legendre transform of the canonical free energy when the entropy is nonconcave. To circumvent this problem,...
High-speed kinks in a generalized discrete phi(4) model
The generalized discrete model moving kink
2014/12/25
We consider a generalized discrete ϕ4 model and demonstrate that it can support exact moving kink solutions in the form of tanh with an arbitrarily large velocity. The constructed exact moving so...
Generalized neighbor-interaction models induced by nonlinear lattices
Nonlinear schrodinger equation the space nonlinear coefficient complex nonlinear lattice
2014/12/24
It is shown that the tight-binding approximation of the nonlinear Schrödinger equation with a periodic linear potential and periodic in space nonlinearity coefficient gives rise to a number of no...
Algebraic Properties of a Family of Generalized Laguerre Polynomials
Generalized laguerre polynomials algebraic properties negative integral value parameter
2014/12/24
We study the algebraic properties of Generalized Laguerre Polynomials for negative integral values of the parameter. For integers r,n≥0 , we conjecture that L(−1−n−r)n(x)=∑nj=0(nW...
On some interrelations of generalized $q$-entropies and a generalized Fisher information, including a Cramér-Rao inequality
Cramér-Rao inequality generalizedq-entropy generalized Gaussians de Bruijn identity
2013/6/17
In this communication, we describe some interrelations between generalized $q$-entropies and a generalized version of Fisher information. In information theory, the de Bruijn identity links the Fisher...
Fast inference in generalized linear models via expected log-likelihoods
Fast inference generalized linear models expected log-likelihoods
2013/6/14
Generalized linear models play an essential role in a wide variety of statistical applications. This paper discusses an approximation of the likelihood in these models that can greatly facilitate comp...
Bayesian Functional Generalized Additive Models with Sparsely Observed Covariates
auction data functional data analysis functional regression linear mixed models measurement error MCMC penalized splines variational inference
2013/6/14
The functional generalized additive model (FGAM) was recently proposed in McLean et al. (2012) as a more flexible alternative to the common functional linear model (FLM) for regressing a scalar on fun...