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Robust estimation of mixing measures in finite mixture models

Nhat Ho, XuanLong Nguyen, Ya’acov Ritov.

Source: Bernoulli, Volume 26, Number 2, 828--857.

Abstract:
In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we empirically believe our data are generated from and use these kernels to fit our models. Nevertheless, as long as the chosen kernel and the true kernel are different, statistical inference of mixing measure under this setting will be highly unstable. To overcome this challenge, we propose flexible and efficient robust estimators of the mixing measure in these models, which are inspired by the idea of minimum Hellinger distance estimator, model selection criteria, and superefficiency phenomenon. We demonstrate that our estimators consistently recover the true number of components and achieve the optimal convergence rates of parameter estimation under both the well- and misspecified kernel settings for any fixed bandwidth. These desirable asymptotic properties are illustrated via careful simulation studies with both synthetic and real data.




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Stochastic differential equations with a fractionally filtered delay: A semimartingale model for long-range dependent processes

Richard A. Davis, Mikkel Slot Nielsen, Victor Rohde.

Source: Bernoulli, Volume 26, Number 2, 799--827.

Abstract:
In this paper, we introduce a model, the stochastic fractional delay differential equation (SFDDE), which is based on the linear stochastic delay differential equation and produces stationary processes with hyperbolically decaying autocovariance functions. The model departs from the usual way of incorporating this type of long-range dependence into a short-memory model as it is obtained by applying a fractional filter to the drift term rather than to the noise term. The advantages of this approach are that the corresponding long-range dependent solutions are semimartingales and the local behavior of the sample paths is unaffected by the degree of long memory. We prove existence and uniqueness of solutions to the SFDDEs and study their spectral densities and autocovariance functions. Moreover, we define a subclass of SFDDEs which we study in detail and relate to the well-known fractionally integrated CARMA processes. Finally, we consider the task of simulating from the defining SFDDEs.




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A Feynman–Kac result via Markov BSDEs with generalised drivers

Elena Issoglio, Francesco Russo.

Source: Bernoulli, Volume 26, Number 1, 728--766.

Abstract:
In this paper, we investigate BSDEs where the driver contains a distributional term (in the sense of generalised functions) and derive general Feynman–Kac formulae related to these BSDEs. We introduce an integral operator to give sense to the equation and then we show the existence of a strong solution employing results on a related PDE. Due to the irregularity of the driver, the $Y$-component of a couple $(Y,Z)$ solving the BSDE is not necessarily a semimartingale but a weak Dirichlet process.




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Consistent semiparametric estimators for recurrent event times models with application to virtual age models

Eric Beutner, Laurent Bordes, Laurent Doyen.

Source: Bernoulli, Volume 26, Number 1, 557--586.

Abstract:
Virtual age models are very useful to analyse recurrent events. Among the strengths of these models is their ability to account for treatment (or intervention) effects after an event occurrence. Despite their flexibility for modeling recurrent events, the number of applications is limited. This seems to be a result of the fact that in the semiparametric setting all the existing results assume the virtual age function that describes the treatment (or intervention) effects to be known. This shortcoming can be overcome by considering semiparametric virtual age models with parametrically specified virtual age functions. Yet, fitting such a model is a difficult task. Indeed, it has recently been shown that for these models the standard profile likelihood method fails to lead to consistent estimators. Here we show that consistent estimators can be constructed by smoothing the profile log-likelihood function appropriately. We show that our general result can be applied to most of the relevant virtual age models of the literature. Our approach shows that empirical process techniques may be a worthwhile alternative to martingale methods for studying asymptotic properties of these inference methods. A simulation study is provided to illustrate our consistency results together with an application to real data.




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High dimensional deformed rectangular matrices with applications in matrix denoising

Xiucai Ding.

Source: Bernoulli, Volume 26, Number 1, 387--417.

Abstract:
We consider the recovery of a low rank $M imes N$ matrix $S$ from its noisy observation $ ilde{S}$ in the high dimensional framework when $M$ is comparable to $N$. We propose two efficient estimators for $S$ under two different regimes. Our analysis relies on the local asymptotics of the eigenstructure of large dimensional rectangular matrices with finite rank perturbation. We derive the convergent limits and rates for the singular values and vectors for such matrices.




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SPDEs with fractional noise in space: Continuity in law with respect to the Hurst index

Luca M. Giordano, Maria Jolis, Lluís Quer-Sardanyons.

Source: Bernoulli, Volume 26, Number 1, 352--386.

Abstract:
In this article, we consider the quasi-linear stochastic wave and heat equations on the real line and with an additive Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index $Hin (0,1)$. The drift term is assumed to be globally Lipschitz. We prove that the solution of each of the above equations is continuous in terms of the index $H$, with respect to the convergence in law in the space of continuous functions.




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Cliques in rank-1 random graphs: The role of inhomogeneity

Kay Bogerd, Rui M. Castro, Remco van der Hofstad.

Source: Bernoulli, Volume 26, Number 1, 253--285.

Abstract:
We study the asymptotic behavior of the clique number in rank-1 inhomogeneous random graphs, where edge probabilities between vertices are roughly proportional to the product of their vertex weights. We show that the clique number is concentrated on at most two consecutive integers, for which we provide an expression. Interestingly, the order of the clique number is primarily determined by the overall edge density, with the inhomogeneity only affecting multiplicative constants or adding at most a $log log (n)$ multiplicative factor. For sparse enough graphs the clique number is always bounded and the effect of inhomogeneity completely vanishes.




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English given names : popularity, spelling variants, diminutives and abbreviations / by Carol Baxter.

Names, Personal -- England.




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High on the hill : the people of St Philip & St James Church, Old Noarlunga / City of Onkaparinga.

St. Philip and St. James Church (Noarlunga, S.A.)




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The Mercer story and Amy's story / by Amy Moore ; with Ray Moore.

Moore, Amy, 1908-2005.




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The Barnes story / by Amy Moore ; with Ray Moore.

Moore, Amy, 1908-2005 -- Family.




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With a bottle of whisky in my hand : the family of James Grant and Isabella Masson / by Carolyn Cowgill.

Grant (Family)




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The Yangya Hicks : tales from the Hicks family of Yangya near Gladstone, South Australia, written from the 12th of May 1998 / by Joyce Coralie Hale (nee Hicks) (28.12.1923-17.12.2003).

Hicks (Family)




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High on the hill : the people of St Philip & St James Church, Old Noarlunga%cCity of Onkaparinga.

St. Philip and St. James Church (Noarlunga, S.A.)




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Gordon of Huntly : heraldic heritage : cadets to South Australia / Robin Gregory Gordon.

South Australia -- Genealogy.




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Discover Protestant nonconformity in England and Wales / Paul Blake.

Dissenters, Religious -- Great Britain.




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Welsh given names : popularity, spelling variants, diminutives and abbreviations / by Carol Baxter.

Names, Personal -- Welsh.




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Scottish given names : popularity, spelling variants, diminutives and abbreviations / by Carol Baxter.

Names, Personal -- Scottish.




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Our Lady of Grace family page of history : a bookweek bicentennial project / edited by Janeen Brian.

Our Lady of Grace School (Glengowrie, S.A.)




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A family history Siglin to Siegele 1530 to 2019 : from Ditzingen, Germany over land and sea / Ian G. Siegele.

Germans -- South Australia.




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Hubbe family history items

Hubbe (Family)




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Living through English history : stories of the Urlwin, Brittridge, Vasper, Partridge and Ellerby families / Janet McLeod.

Urlwin (Family).




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Slow tain to Auschwitz : memoirs of a life in war and peace / Peter Kraus.

Kraus, Peter -- Biography.




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Austin-Area District Looks for Digital/Blended Learning Program; Baltimore Seeks High School Literacy Program

The Round Rock Independent School District in Texas is looking for a digital curriculum and blended learning program. Baltimore is looking for a comprehensive high school literacy program.

The post Austin-Area District Looks for Digital/Blended Learning Program; Baltimore Seeks High School Literacy Program appeared first on Market Brief.



  • Purchasing Alert
  • Curriculum / Digital Curriculum
  • Educational Technology/Ed-Tech
  • Learning Management / Student Information Systems
  • Procurement / Purchasing / RFPs

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What Districts Want From Assessments, as They Grapple With the Coronavirus

EdWeek Market Brief asked district officials in a nationwide survey about their most urgent assessment needs, as they cope with COVID-19 and tentatively plan for reopening schools.

The post What Districts Want From Assessments, as They Grapple With the Coronavirus appeared first on Market Brief.




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Calif. Ed-Tech Consortium Seeks Media Repository Solutions; Saint Paul District Needs Background Check Services

Saint Paul schools are in the market for a vendor to provide background checks, while the Education Technology Joint Powers Authority is seeking media repositories. A Texas district wants quotes on technology for new campuses.

The post Calif. Ed-Tech Consortium Seeks Media Repository Solutions; Saint Paul District Needs Background Check Services appeared first on Market Brief.




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Item 02: William Hilton Saunders WWI diary, 1 January 1917 - 24 October 1917




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Item 04: William Hilton Saunders WWI diary, 18 February 1919 - 8 July 1919




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Item 03: William Hilton Saunders WWI diary, 1 January 1918 - 31 December 1918




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Item 01: William Hilton Saunders WWI diary, February 1916 - 2 January 1917




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Item 05: William Hilton Saunders WWI 1916-1919 address book with poetry




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Item 1: George Hugh Morrison diary, 15 January 1916- 1 January 1917




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Item 2: George Hugh Morrison diary, 1 January 1917-9 October 1917




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Item 04: Notebook of Colonel Alfred Hobart Sturdee, 8 August 1914 to 25 February 1918




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Item 01: Captain Vernon Sturdee diary, 25 April, 1915 to 2 July, 1915




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Item 02: Captain Vernon Sturdee diary, 3 September, 1915- 31 December, 1915




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Item 03: Captain Vernon Sturdee diary, 22 September, 1915- 23 January, 1916




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Item 07: A Journal of ye [the] Proceedings of his Majesty's Sloop Swallow, Captain Phillip [Philip] Carteret Commander, Commencing ye [the] 23 of July 1766 and ended [4 July 1767]




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Item 08: A Logg [Log] Book of the proceedings on Board His Majesty's Ship Swallow, Captain Philip Carteret Commander Commencing from the 20th August 1766 and Ending [21st May 1768]




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Item 10: Log book of the Swallow from 22 August 1767 to 4 June 1768 / by Philip Carteret




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Item 13: Swallow 1767, A journal of the proceedings on Board His Majesty's Sloop Swallow, commencing the 1st of March 1767 and Ended the 7th of July 1767




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Volume 24 Item 04: William Thomas Manners and customs of Aborigines - Miscellaneous scraps, ca. 1858




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Item 01: Notebooks (2) containing hand written copies of 123 letters from Major William Alan Audsley to his parents, ca. 1916-ca. 1919, transcribed by his father. Also includes original letters (2) written by Major Audsley.




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Item 01: Box 1 Views of Brisbane, ca. 1889-1901




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Item 01: Scorebook of the Aboriginal Cricket Tour of England being a copy in Charles Lawrence's hand, 1868




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Item 01: Ellis Ashmead-Bartlett diary, 1915-1917




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Item 01: Ellis Ashmead-Bartlett diary, 1915-1917




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Item 01: Autograph letter signed, from Hume, Appin, to William E. Riley, concerning an account for money owed by Riley, 4 September 1834




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Sydney in 1848 : illustrated by copper-plate engravings of its principal streets, public buildings, churches, chapels, etc. / from drawings by Joseph Fowles.




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Smart research for HSC students: Better searching with online resources

In this online session, we simplify searching for you so that the skills you need in one resource will work wherever you are.