Nonuniform estimates of the stability of the normal law under random perturbations of the scale parameter and some of their applications

Translated fromProblemy Ustoichivosti Stokhasticheskikh Modelei. Trudy Seminara, 1988, pp. 84–92.     

Boundary-value problem for the nonlinear Schrödinger equation

A mixed boundary-value problem for the nonlinear Schrödinger equation and its generalization is studied by the method used for the inverse scattering problem. A connection is established between conservation laws and boundary conditions in integrable boundary-value problems for higher nonlinear Schrödinger equations. It is shown that the generalized boundary-value problem requires a joint consideration of regular and singular solutions for the nonlinear Schrödinger equation with repulsion.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 169, pp. 151–165, 1988.     

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.     

Principe d'Oka-Grauert dansA ∞

Sans résumé     

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.