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Determinant Maximization with Linear Matrix Inequality Constraints
Determinant Maximization Linear Matrix Inequality Constraints
2015/7/10
The problem of maximizing the determinant of a matrix subject to linear matrix inequalities arises in many fields, including computational geometry, statistics, system identification, experiment desig...
The gamma-entropy is a convex function of matrices that is closely related to the Frobenius and spectral (maximum singular value) norms. It comes up in several applications such as central H-infinity ...
An Ellipsoidal Approximation to the Hadamard Product of Ellipsoids
Ellipsoidal Approximation Hadamard Product Ellipsoids
2015/7/10
This paper introduces a computationally efficient outer approximation to the Hadamard, i.e., element-wise, product of two ellipsoids. This element-wise product corresponds to multiplicative uncertaint...
Log-Det Heuristic for Matrix Rank Minimization with Applications to Hankel and Euclidean Distance Matrices
Log-Det Heuristic Matrix Rank Minimization Applications Hankel Euclidean Distance Matrices
2015/7/10
We present a heuristic for minimizing the rank of a positive semidefinite matrix over a convex set. We use the logarithm of the determinant as a smooth approximation for rank, and locally minimize thi...
Adaptive Importance Sampling via Stochastic Convex Programming
Adaptive Importance Sampling via Stochastic Convex Programming
2015/7/8
We show that the variance of the Monte Carlo estimator that is importance sampled from an exponential family is a convex function of the natural parameter of the distribution. With this insight, we pr...
Likelihood Ratio Gradient Estimation for Stochastic Recursions
Likelihood Ratio Gradient Estimation Stochastic Recursions
2015/7/8
In this paper, we develop mathematical machinery for verifying that a broad class of general state space Markov chains reacts smoothly to certain types of perturbations in the underlying transition st...
Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces
Probability algorithms distribution functions conditional expectation
2015/7/8
We examine different ways of numerically computing the distribution function of conditional expectations where the conditioning element takes values in a finite or countably infinite outcome space. Bo...
Recurrence Properties of Autoregressive Processes with Super-Heavy-Tailed Innovations
Recurrence Properties Autoregressive Processes Super-Heavy-Tailed Innovations
2015/7/6
This paper studies recurrence properties of autoregressive (AR) processes with `super-heavy-tailed' innovations. Specifically, we study the case where the innovations are distributed, roughly speaking...
Wide-sense Regeneration for Harris Recurrent Markov Processes: An Open Problem
Harris recurrence Markov chains Markov processes regeneration renewal theory
2015/7/6
Harris recurrence is a widely used tool in the analysis of queueing systems. For discrete time Harris chains, such systems automatically exhibit wide-sense regenerative structure, so that renewal theo...
On Exponential Limit Laws for Hitting Times of Rare Sets for Harris Chains and Processes
Hitting times regenerative process Harris recurrent Markov chains Harris recurrent Markov processes
2015/7/6
This paper provides a simple proof for the fact that the hitting time to an infrequently visited subset for a one-dependent regenerative process converges weakly to an exponential distribution. Specia...
Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes
Central Limit Theorems Large Deviations Additive Functionals Reflecting Diffusion Processes
2015/7/6
This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting disions in which the functional may include a term associated with t...
Analysis of a Stochastic Approximation Algorithm for Computing Quasi-stationary Distributions
Stochastic approximations quasi-stationary distribution ODE method.
2015/7/6
This paper analyzes the convergence properties of an iterative Monte Carlo procedure proposed in the Physics literature for estimating the quasi-stationary distribution on a transient set of a Markov ...
By dark of night they howl across Delaware Bay, these winds that reach 60 miles per hour. The gales of a nor'easter in May—a winter storm that happens this late in the season only once a century—overt...
Educating for Identity: Problematizing and Deconstructing Our Literacy Pasts
Problematizing Deconstructing
2015/7/3
In order to become effective teachers of language and literacy, it is critical for teacher
candidates to have a sense of who they are as literate beings, how their literacy pasts have been
lived, ...
Novel 1 H low field nuclear magnetic resonance applications for the field of biodiesel
magnetic resonance field nuclear
2015/7/3
Biodiesel production has increased dramatically over the last decade, raising the need for new rapid
and non-destructive analytical tools and technologies. 1
H Low Field Nuclear Magnetic Resonance (...