Zobrazeno 1 - 10
of 91
pro vyhledávání: '"Peng, Qidi"'
Autor:
Peng, Qidi, Rao, Nan
Based on an optimal rate wavelet series representation, we derive a local modulus of continuity result with a refined almost sure upper bound for fractional Brownian motion. \sloppy The obtained upper bound of the small fractional Brownian increments
Externí odkaz:
http://arxiv.org/abs/2207.10247
We introduce the arbitrary rectangle-range generalized elastic net penalty method, abbreviated to ARGEN, for performing constrained variable selection and regularization in high-dimensional sparse linear models. As a natural extension of the nonnegat
Externí odkaz:
http://arxiv.org/abs/2112.07785
We introduce the notion of linear multifractional stable sheets in the broad sense (LMSS) with $\alpha\in(0,2]$, to include both linear multifractional Brownian sheets ($\alpha=2$) and linear multifractional stable sheets ($\alpha<2$). The purpose of
Externí odkaz:
http://arxiv.org/abs/2106.13331
Autor:
Ding, Yujia, Peng, Qidi
Publikováno v:
Communications in Mathematics and Statistics 9 (2021) 203-238
We introduce the notion of symmetric covariation, which is a new measure of dependence between two components of a symmetric $\alpha$-stable random vector, where the stability parameter $\alpha$ measures the heavy-tailedness of its distribution. Unli
Externí odkaz:
http://arxiv.org/abs/1910.00675
Autor:
Peng, Qidi, Rao, Nan
Publikováno v:
In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena December 2023 177
We review some developments on clustering stochastic processes and come with the conclusion that asymptotically consistent clustering algorithms can be obtained when the processes are ergodic and the dissimilarity measure satisfies the triangle inequ
Externí odkaz:
http://arxiv.org/abs/1908.01794
We conduct cluster analysis on a class of locally asymptotically self-similar stochastic processes, which includes multifractional Brownian motion as a representative. When the true number of clusters is supposed to be known, a new covariance-based d
Externí odkaz:
http://arxiv.org/abs/1804.06234
Autor:
Aksoy, Asuman Güven, Peng, Qidi
In this paper, we prove the equivalence of reflexive Banach spaces and those Banach spaces which satisfy the following form of Bernstein's Lethargy Theorem. Let $X$ be an arbitrary infinite-dimensional Banach space, and let the real-valued sequence $
Externí odkaz:
http://arxiv.org/abs/1803.09874
We introduce a new unsupervised learning problem: clustering wide-sense stationary ergodic stochastic processes. A covariance-based dissimilarity measure together with asymptotically consistent algorithms is designed for clustering offline and online
Externí odkaz:
http://arxiv.org/abs/1801.09049
Autor:
Peng, Qidi, Zhao, Ran
We introduce a general class of stochastic processes driven by a multifractional Brownian motion (mBm) and study the estimation problems of their pointwise H\"older exponents (PHE) based on a new localized generalized quadratic variation approach (LG
Externí odkaz:
http://arxiv.org/abs/1708.04217