Robustness of GM-tests in autoregression against outliers
The paper deals with properties of GM-estimators and GM-tests for linear hypotheses in AR(p)-processes when observations contain outliers. In particular, we obtain the marginal distribution of test statistics, which allows us to prove the robustness of these GM-tests. The scheme of data contamination by additive single outliers with the intensity O(n−1/2), where n is the data level, is considered.
We apply the suboptimal sequential nonparametric hypotheses testing approach for effectiveness of a statistical decision by sample space reducing. Numerical examples of the sample space reducing are given when an appropriate reducing makes it possible to construct robust sequential nonparametric hypotheses testing with a smaller mean duration time then one on the total sample space. © 2014 IEEE.
We study the problem of testing composite hypotheses versus composite alternatives when there is a slight deviation between the model and the real distribution. The used approach, which we called sub-optimal testing, implies an extension of the initial model and a modification of a sequential statistically significant test for the new model. The sub-optimal test is proposed and a non-asymptotic border for the loss function is obtained. Also we investigate correlation between the sub-optimal test and the sequential probability ratio test for the initial model.
The collection of materials of the International Conference
In this paper we introduce a generalized learning algorithm for probabilistic topic models (PTM). Many known and new algorithms for PLSA, LDA, and SWB models can be obtained as its special cases by choosing a subset of the following “options”: regularization, sampling, update frequency, sparsing and robustness. We show that a robust topic model, which distinguishes specific, background and topic terms, doesn’t need Dirichlet regularization and provides controllably sparse solution.
Proceedings of the III International Conference in memory of V.I. Zubov "Stability and Control Processes (SCP 2015)".
We have recently introduced an irregularity index λ for daily sunspot numbers ISSN, derived from the well-known Lyapunov exponent, that attempts to reflect irregularities in the chaotic process of solar activity. Like the Lyapunov exponent, the irregularity index is computed from the data for different embedding dimensions m (2-32). When m = 2, λ maxima match ISSN maxima of the Schwabe cycle, whereas when m = 3, λ maxima occur at ISSN minima. The patterns of λ as a function of time remain similar from m = 4 to 16: the dynamics of λ change between 1915 and 1935, separating two regimes, one from 1850 to 1915 and the other from 1935 to 2005, in which λ retains a similar structure. A sharp peak occurs at the time of the ISSN minimum between cycles 23 and 24, possibly a precursor of unusual cycle 24 and maybe a new regime change. λ is significantly smaller during the ascending and descending phases of solar cycles. Differences in values of the irregularity index observed for different cycles reflect differences in correlations in sunspot series at a scale much less than the 4-yr sliding window used in computing them; the lifetime of sunspots provides a source of correlation at that time scale. The burst of short-term irregularity evidenced by the strong l-peak at the minimum of cycle 23-24 would reflect a decrease in correlation at the time scale of several days rather than a change in the shape of the cycle.
We present robustness of the firm as an uninterrupted exchange of resources between the firm and owners of resources - stakeholders. We derive the model on the mutually accepted conditions of exchanges for the major resources and indicate the firm's limits to manipulate the exchange conditions. We also argue that temporary benevolent behavior of the firms towards one or several its stakeholders leads to accumulation of stakeholders' quasi-rent and contributes to the overall robustness of the firm.
A model for organizing cargo transportation between two node stations connected by a railway line which contains a certain number of intermediate stations is considered. The movement of cargo is in one direction. Such a situation may occur, for example, if one of the node stations is located in a region which produce raw material for manufacturing industry located in another region, and there is another node station. The organization of freight traﬃc is performed by means of a number of technologies. These technologies determine the rules for taking on cargo at the initial node station, the rules of interaction between neighboring stations, as well as the rule of distribution of cargo to the ﬁnal node stations. The process of cargo transportation is followed by the set rule of control. For such a model, one must determine possible modes of cargo transportation and describe their properties. This model is described by a ﬁnite-dimensional system of diﬀerential equations with nonlocal linear restrictions. The class of the solution satisfying nonlocal linear restrictions is extremely narrow. It results in the need for the “correct” extension of solutions of a system of diﬀerential equations to a class of quasi-solutions having the distinctive feature of gaps in a countable number of points. It was possible numerically using the Runge–Kutta method of the fourth order to build these quasi-solutions and determine their rate of growth. Let us note that in the technical plan the main complexity consisted in obtaining quasi-solutions satisfying the nonlocal linear restrictions. Furthermore, we investigated the dependence of quasi-solutions and, in particular, sizes of gaps (jumps) of solutions on a number of parameters of the model characterizing a rule of control, technologies for transportation of cargo and intensity of giving of cargo on a node station.
Let k be a field of characteristic zero, let G be a connected reductive algebraic group over k and let g be its Lie algebra. Let k(G), respectively, k(g), be the field of k- rational functions on G, respectively, g. The conjugation action of G on itself induces the adjoint action of G on g. We investigate the question whether or not the field extensions k(G)/k(G)^G and k(g)/k(g)^G are purely transcendental. We show that the answer is the same for k(G)/k(G)^G and k(g)/k(g)^G, and reduce the problem to the case where G is simple. For simple groups we show that the answer is positive if G is split of type A_n or C_n, and negative for groups of other types, except possibly G_2. A key ingredient in the proof of the negative result is a recent formula for the unramified Brauer group of a homogeneous space with connected stabilizers. As a byproduct of our investigation we give an affirmative answer to a question of Grothendieck about the existence of a rational section of the categorical quotient morphism for the conjugating action of G on itself.
Let G be a connected semisimple algebraic group over an algebraically closed field k. In 1965 Steinberg proved that if G is simply connected, then in G there exists a closed irreducible cross-section of the set of closures of regular conjugacy classes. We prove that in arbitrary G such a cross-section exists if and only if the universal covering isogeny Ĝ → G is bijective; this answers Grothendieck's question cited in the epigraph. In particular, for char k = 0, the converse to Steinberg's theorem holds. The existence of a cross-section in G implies, at least for char k = 0, that the algebra k[G]G of class functions on G is generated by rk G elements. We describe, for arbitrary G, a minimal generating set of k[G]G and that of the representation ring of G and answer two Grothendieck's questions on constructing generating sets of k[G]G. We prove the existence of a rational (i.e., local) section of the quotient morphism for arbitrary G and the existence of a rational cross-section in G (for char k = 0, this has been proved earlier); this answers the other question cited in the epigraph. We also prove that the existence of a rational section is equivalent to the existence of a rational W-equivariant map T- - - >G/T where T is a maximal torus of G and W the Weyl group.