Estimation of heavy-tailed probability density function with application to Web data

Summary  Common non-parametric estimators of a probability density function (PDF) show bad performance for heavy-tailed PDFs. Using a parametric approximation of the true cumulative distribution function (CDF), the transformation-retransformation of the data is explored here as a useful tool for the reliable PDF prediction. The PDF estimators are compared by their capacity to solve a classification problem. Simulation results and an application to Web data analysis are presented, too.     

Quasilinear elliptic equations on $$\mathbb{R}^N $$with infinitely many solutions

We give verifiable conditions ensuring that second order quasilinear elliptic equations on have infinitely many solutions in the Sobolev space for generic right-hand sides. This amounts to translating in concrete terms the more elusive hypotheses of an abstract theorem. Salient points include the proof that a key denseness property is equivalent to the existence of nontrivial solutions to an auxiliary problem, and an estimate of the size of the set of critical points of nonlinear Schrödinger operators. Conditions for the real-analyticity of Nemytskii operators are also discussed.     

On the nonvanishing of the central value of the Rankin-Selberg -functions

We characterize the nonvanishing of the central value of the Rankin-Selberg -functions in terms of periods of Fourier-Jacobi type. This characterization is based on the Langlands philosophy on functoriality and on applications of invariant theory to automorphic representations. The result is the symplectic analog of the Gross-Prasad conjecture.

     

Density estimation using game theory

In this note we show that the mathematical tools of cooperative game theory allow a successful approach to the statistical problem of estimating a density function. Specifically, any random sample of an absolutely continuous random variable determines a transferable utility game, the Shapley value of which proves to be an estimator of the density function of binned kernel and WARPing types, with good computational and statistical properties.Authors acknowledge the financial support of Spanish Ministry for Science and Technology and FEDER through projects BFM2002-03213 and BEC2002-04102-C02-02 and of Xunta de Galicia through projects PGIDT00PXI20104PR and PGIDT03PXIC20701PN. They also thank the comments of two anonymous referees.     

Iterative Estimation of the Extreme Value Index

Let {X_n, n ≥ 1} be a sequence of independent random variables with common continuous distribution function F having finite and unknown upper endpoint. A new iterative estimation procedure for the extreme value index γ is proposed and one implemented iterative estimator is investigated in detail, which is asymptotically as good as the uniform minimum varianced unbiased estimator in an ideal model. Moreover, the superiority of the iterative estimator over its non iterated counterpart in the non asymptotic case is shown in a simulation study.AMS 2000 Subject Classification: 62G32Supported by Swiss National Science foundation.     

Three solutions of constant sign for a system of discrete equations

We consider the following system of discrete equations

Linear low-rank approximation and nonlinear dimensionality reduction

We present our recent work on both linear and nonlinear data reduction methods and algorithms: for the linear case we discuss results on structure analysis of SVD of column-partitioned matrices and sparse low-rank approximation; for the nonlinear case we investigate methods for nonlinear dimensionality reduction and manifold learning. The problems we address have attracted great deal of interest in data mining and machine learning.     

Positive solutions for three-point boundary value problems with dependence on the first order derivative

A new fixed point theorem in a cone is applied to obtain the existence of at least one positive solution for the second order three-point boundary value problem

     

Existence results for singular three point boundary value problems on time scales

We prove the existence of a positive solution for the three point boundary value problem on time scale given by

     

Curves of positive solutions of boundary value problems on time-scales

Let TR be a time-scale, with a=infT, b=supT. We consider the nonlinear boundary value problem

(2)

(4)

u(a)=u(b)=0,