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101.
Parameters of Gaussian multivariate models are often estimated using the maximum likelihood approach. In spite of its merits, this methodology is not practical when the sample size is very large, as, for example, in the case of massive georeferenced data sets. In this paper, we study the asymptotic properties of the estimators that minimize three alternatives to the likelihood function, designed to increase the computational efficiency. This is achieved by applying the information sandwich technique to expansions of the pseudo-likelihood functions as quadratic forms of independent normal random variables. Theoretical calculations are given for a first-order autoregressive time series and then extended to a two-dimensional autoregressive process on a lattice. We compare the efficiency of the three estimators to that of the maximum likelihood estimator as well as among themselves, using numerical calculations of the theoretical results and simulations. 相似文献
102.
Yasufumi Hashimoto 《Journal of Number Theory》2007,122(2):324-335
In [P. Sarnak, Class numbers of indefinite binary quadratic forms, J. Number Theory 15 (1982) 229-247], it was proved that the Selberg zeta function for SL2(Z) is expressed in terms of the fundamental units and the class numbers of the primitive indefinite binary quadratic forms. The aim of this paper is to obtain similar arithmetic expressions of the logarithmic derivatives of the Selberg zeta functions for congruence subgroups of SL2(Z). As applications, we study the Brun-Titchmarsh type prime geodesic theorem and the asymptotic formula of the sum of the class number. 相似文献
103.
Summary.
This paper is concerned with a high order convergent
discretization for the semilinear reaction-diffusion problem:
,
for , subject to ,
where .
We assume that on
, which
guarantees uniqueness of a solution to
the problem. Asymptotic properties of
this solution are discussed. We consider a
polynomial-based three-point
difference scheme on a simple piecewise
equidistant mesh of Shishkin type.
Existence and local uniqueness of a solution
to the scheme are analysed. We
prove that the scheme is almost fourth order
accurate in the discrete maximum
norm, uniformly in the perturbation parameter
. We present numerical
results in support of this result.
Received February 25, 1994 相似文献
104.
Clemens Amstler 《Monatshefte für Mathematik》1995,119(3):177-186
In this paper we establish an inequality of Koksma-Hlawka-type for compact groups. We first define a discrepancy for compact groups based on discrepancy operators introduced by W. Fleischer and show the relation to the classicalL
2-discrepancy. Then we prove the inequality for functions in a weightedL
2-space. 相似文献
105.
Sharp upper and lower bounds are obtained for the reliability functions and the expectations of lifetimes of coherent systems based on dependent exchangeable absolutely continuous components with a given marginal distribution function, by use of the concept of Samaniego's signature. We first show that the distribution of any coherent system based on exchangeable components with absolutely continuous joint distribution is a convex combination of distributions of order statistics (equivalent to the k-out-of-n systems) with the weights identical with the values of the Samaniego signature of the system. This extends the Samaniego representation valid for the case of independent and identically distributed components. Combining the representation with optimal bounds on linear combinations of distribution functions of order statistics from dependent identically distributed samples, we derive the corresponding reliability and expectation bounds, dependent on the signature of the system and marginal distribution of dependent components. We also present the sequences of exchangeable absolutely continuous joint distributions of components which attain the bounds in limit. As an application, we obtain the reliability bounds for all the coherent systems with three and four exchangeable components, expressed in terms of the parent marginal reliability function and specify the respective expectation bounds for exchangeable exponential components, comparing them with the lifetime expectations of systems with independent and identically distributed exponential components. 相似文献
106.
Yuk-Kam Lau 《Archiv der Mathematik》2003,81(2):169-174
We establish a mean square estimate on the weight aspect for
symmetric square L-functions at every point
on the critical line.
Received: 15 February 2002 相似文献
107.
108.
Sans résumé
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109.
Takashi Kishimoto 《Journal of Pure and Applied Algebra》2007,208(1):189-204
Let X?(T,D) be a compactification of an affine 3-fold X into a smooth projective 3-fold T such that the (reduced) boundary divisor D is SNC. In this paper, as an affine counterpart to the work due to S. Mori (cf. [S. Mori, Threefolds whose canonical bundles are not numerically effective, Ann. of Math. 116 (1982) 133-176]), we shall classify (K+D)-negative extremal rays on T. In particular, if such an extremal ray R=R+[C] intersects K non-negatively, we shall describe the log flips and divisorial contractions appearing explicitly. 相似文献
110.
O. N. Karpenkov 《Monatshefte für Mathematik》2007,152(3):217-249
In this paper we develop an integer-affine classification of three-dimensional multistory, completely empty convex marked
pyramids. We apply it to obtain the complete lists of compact two-dimensional faces of multidimensional continued fractions
lying in planes at integer distances 2, 3, 4, … to the origin. The faces are considered up to the action of the group of
integer-linear transformations. 相似文献