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Spatial Weights Matrix Selection and Model Averaging for Spatial Autoregressive Models
Model Selection Model Averaging Spatial Econometrics Spatial Autoregressive
2016/1/26
Spatial econometrics relies on spatial weights matrix to specify the cross sectional depen-dence, which might not be unique. This paper proposes a model selection procedure to choose an optimal weight...
Spatial Weights Matrix Selection and Model Averaging for Spatial Autoregressive Models
Model Selection Model Averaging Spatial Econometrics Spatial Autoregressive
2016/1/20
Spatial econometrics relies on spatial weights matrix to specify the cross sectional depen-dence, which might not be unique. This paper proposes a model selection procedure to choose an optimal weight...
An important approach to establishing stochastic behavior of dynamical systems is based on the study of systems expanding a foliation and of measures having smooth densities along
the leaves of this ...
EVOLUTION OF ADIABATIC INVARIANTS IN STOCHASTIC AVERAGING
STOCHASTIC AVERAGING ADIABATIC INVARIANTS
2015/9/29
An averaging problem with Markov fast motion is
considered. The diusive limit is obtained for the evolution of adabatic invariants under the assumption that the averaged motion
is ergodic on almost...
AVERAGING OF HAMILTONIAN FLOWS WITH AN ERGODIC COMPONENT
ERGODIC COMPONENT Unperturbed flow
2015/9/29
We consider a process on T2, which consists of fast motion along the
stream lines of an incompressible periodic vector field perturbed by white
noise. It gives rise to a process on the graph n...
Averaging of incompressible ows on two-dimensional surfaces
two-dimensional surfaces incompressible
2015/9/29
We consider a process on a compact two-dimensional surface which consists
of the fast motion along the stream lines of an incompressible periodic vector eld
perturbed by white noise. It gives rise ...
SPEECH NOISE ESTIMATION USING ENHANCED MINIMA CONTROLLED RECURSIVE AVERAGING
noise power spectrum estimation noise control speech enhancement noise cancellation filter
2015/9/29
Accurate noise power spectrum estimation in a noisy speech signal is a key challenge problem in speech enhancement.One state-of-the-art approach is the minima controlledrecursive averaging (MCRA). Thi...
Averaging of Hamiltonian Flows with an Ergodic Component
Rapid movement white noise the vector field perturbation function
2015/9/28
We consider a process on T 2, which consists of the fast motion along the stream lines of an incompressible periodic vector field perturbed by white noise. It gives rise to a process on the grap...
Averaging principle for quasi-linear parabolic PDE’s and related diffusion processes
Quasi linear disturbance two dimensional flow parabola and small parameter
2015/9/28
Quasi-linear perturbations of a two-dimensional flow with a first integral and the corresponding parabolic PDE’s with a small parameter at the second order derivatives are considered in th...
Averaging of incompressible flows on two-dimensional surfaces
Averaging Markov Process Incompressible Flow Gluing Conditions Diffusion on a Graph
2015/9/25
We consider a process on a compact two-dimensional surface which consists of the fast motion along the stream lines of an incompressible periodic vector field perturbed by white noise. It gives rise t...
Sometimes Average is Best:The Importance of Averaging for Prediction using MCMC Inference in Topic Modeling
Sometimes Average is Best Averaging for Prediction MCMC Inference Topic Modeling
2015/9/2
Markov chain Monte Carlo (MCMC) approximates the posterior distribution of latent variable models bygenerating many samples and averaging over them. In practice, however, itis often more convenient to...
An information theoretic formulation of distributed averaging is presented. We assume a network with m nodes each observing an i.i.d, source; the nodes communicate and perform local processing with th...
An information theoretic form ulation of distributed averaging is presented. We assume a network with m nodes each observing an i.i.d, source; the nodes communicate and perform local processing with t...
Fast linear iterations for distributed averaging
Distributed consensus Linear system Spectral radius Graph Laplacian Semide!nite programming
2015/8/11
We consider the problem of finding a linear iteration that yields distributed averaging consensus over a network, i.e., that asymptotically computes the average of some initial values given at the nod...
SELF-AVERAGING FROM LATERAL DIVERSITY IN THE ITO-SCHRODINGER EQUATION
Random media Parabolic approximation Stochastic partial differential equations
2015/7/14
We consider the random Schrodinger equation as it arises in the paraxial regime for wave propagation in random media. In the white noise limit it becomes the Ito-Schrodinger stochastic partial differe...