Recursive partition and amalgamation with the exponential family: Theory and applications

The theory of tree-growing (RECPAM approach) is developed for outcome variables which are distributed as the canonical exponential family. The general RECPAM approach (consisting of three steps: recursive partition, pruning and amalgamation), is reviewed. This is seen as constructing a partition with maximal information content about a parameter to be predicted, followed by simplification by the elimination of ‘negligible’ information. The measure of information is defined for an exponential family outcome as a deviance difference, and appropriate modifications of pruning and amalgamation rules are discussed. It is further shown how the proposed approach makes it possible to develop tree-growing for situations usually treated by generalized linear models (GLIM). In particular, Poisson and logistic regression can be tree-structured. Moreover, censored survival data can be treated, as in GLIM, by observing a formal equivalence of the likelihood under random censoring and an appropriate Poisson model. Three examples are given of application to Poisson, binary and censored survival data.     

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A statistical approach to the solution of ill-posed problems in geophysics

The article surveys the main results of the statistical approach to the solution of ill-posed problems of mathematical physics, in application to specific ill-posed inverse problems in geophysics.Invited paper presented at the International Seminar on Mathematical Foundations of the Interpretation of Geophysical Fields, Moscow, May–June 1972.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 79, pp. 67–81, 1978.     

Van der Waerden continuity theorem for semisimple lie groups

As was proved by van der Waerden in 1933, every finite-dimensional locally bounded representation of a semisimple compact Lie group is continuous. This is the famous “van der Waerden continuity theorem,” and it motivated a vast literature. In particular, relationships between the assertion of the theorem (and of the inverse, in a sense, to this theorem) and some properties of the Bohr compactifications of topological groups were established, which led to the introduction and the study of certain classes of the so-called van der Waerden groups and algebras. Until now, after more than 70 years have passed, the van der Waerden theorem appears in monographs and surveys in diverse forms; new proofs were found and then simplified in important special cases. In this paper, we prove that the statement of the van der Waerden theorem remains valid for all (not necessarily compact) real semisimple Lie groups, i.e., any given finite-dimensional representation of a real semisimple Lie group is continuous if and only if this representation is locally bounded. More subtle results are also obtained. The main theorem contains several conditions equivalent to the continuity condition for a finite-dimensional representation. In particular, it is proved that every finite-dimensional representation of a real semisimple Lie group is continuous if and only if the restriction of this representation to the “compact” part, to the Abelian part, or to the nilpotent part of the Iwasawa decomposition is locally bounded, and the original van der Waerden theorem is also somewhat refined. For instance, the following assertion holds: every finite-dimensional representation of a compact semisimple Lie group is continuous if and only if the restriction of this representation to some maximal torus is locally bounded. Dedicated to the memory of George Mackey (1916–2006) Partially supported by the Russian Foundation for Basic Research under grant no. 02-01-00574, by the Program of Supporting the Leading Scientific Schools under grant no. NSh 619.203.1, and by the INTAS grant.     

Logarithmic L 2-Small Ball Asymptotics with Respect to a Self-Similar Measure for Some Gaussian Processes

We find logarithmic small ball asymptotics for the L₂-norm with respect to self-similar measures for a certain class of Gaussian processes including Brownian motion, Ornstein-Uhlenbeck process, and their integrated counterparts. Bibliography: 46 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 190–213.