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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...
The Convex Geometry of Linear Inverse Problems
Optimization and Control (math.OC) Statistics Theory (math.ST)
2010/12/17
In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimensi...
Two switching multiple disorder problems for Brownian motions
Multiple disorder problem optimal switching problem Brownian motion
2010/11/8
The multiple disorder problem seeks to determine a sequence of stopping times which are as close as possible to the unknown times of disorders at which the observation process changes its probability ...
Non-additive disorder problems for some diffusion processes
parabolic-type free-boundary problem a change-of-variable formula with local time on surfaces
2010/10/19
We study the Bayesian problem of detecting a change in the drift rate of an observable diffusion process with certain non-additive detection delay penalty criterions. We express the Bayesian risk func...
Identification and well-posedness in a class of nonparametric problems
Identification well-posedness nonparametric problems
2010/10/19
This is a companion note to Zinde-Walsh (2010), arXiv:1009.4217v1[MATH.ST], to clarify and extend results on identification in a number of problems that lead to a system of convolution equations. Exam...
Asymptotic optimality of the cross-entropy method for Markov chain problems
Asymptotic optimality cross-entropy method Markov chain problems
2010/3/11
The correspondence between the cross-entropymethod and the zero-variance
approximation to simulate a rare event problem in Markov chains is shown. This
leads to a sufficient condition that the cross...
Intrinsic Bounds and False Discovery Rate Control in Multiple Testing Problems
Multiple testing False Discovery Rate Benjamini Hochberg’s procedure power criticality proportion of true null hypotheses
2010/3/11
When testing a large number of independent hypotheses, three different questions are of
interest: are some hypotheses true alternatives? How many of them? Which of them?
These questions give rise to...
The Three Doors Problems
Three Doors Problems Monty Hall Problem elementary probability theory
2010/3/10
The Three Doors Problem, or Monty Hall Problem, is familiar to statisticians
as a paradox in elementary probability theory often found in elementary
probability texts (especially in their exercises ...
On some problems in the article “Efficient Likelihood Estimation in State Space Models” by Cheng-Der Fuh
problems Efficient Likelihood Estimation State Space Models
2010/3/11
Upon reading the paper Efficient Likelihood Estimation
in State Space Models by Cheng-Der Fuh I found a number of problems in the
formulations and a number of mathematical errors. Together, these fi...
Bayesian predictive densities for linear regression models under alpha-divergence loss：some results and open problems
shrinkage prior Bayesian predictive density alpha-divergence Stein effect
2010/3/10
This paper considers estimation of the predictive density for
a normal linear model with unknown variance under -divergence loss for
−1 1. We first give a general canonical form for the...
Empirical risk minimization in inverse problems
Deconvolution empirical risk minimization multivariate density estimation nonparametric function estimation Radon transform tomography
2010/3/9
We study estimation of a multivariate function f :Rd
!R when
the observations are available from the function Af, where A is a
known linear operator. Both the Gaussian white noise model and
densit...
Minimax Signal Detection in Ill-Posed Inverse Problems
Minimax Signal Detection Ill-Posed Inverse Problems
2010/3/9
We consider the signal detection problem for mildly, severely and extremely
ill-posed inverse problems with Sobolev, analytic and generalized analytic classes
of functions under the Gaussian white n...
Product development process management practices and problems in companies of brazilian food industry
product development process management food industry product development management practices
2009/12/1
This article shows and analyzes the results of a data collecting survey in Brazilian food industry companies, on management practices and problems in the product development process (PDP). The general...
The above-mentioned courses were designed and organized by ILO “Safe work” and held in Turin. The objective was to develop the participants’ capacity in integrating psychosocial issues, such as stress...
Returning to Virtue Theory: Some Problems and Challenges
Virtue Theory Problems and Challenges
2009/9/30
Recent illicit activity among professionals, politicians, and specifically among members of the business community has made scholars skeptical of the viability of traditional consequential and deontol...