We consider the recovery of a common denominator in a finite fractional-power law yi=p(xi1/n0)+εi,p(t)=∑k=0daktk, from observations with positive abscissae. For every candidate denominator n, the vectors generated by 1,x1/n,…,xd/n form a linear model space. Denominator identification is therefore a finite model-selection problem, although the spaces need not be nested and can be nearly coincident. The normalised projection residual admits a finite-sample perturbation bound. If the relative noise is at most δ<1, its change is bounded uniformly by 4δ/(1−δ). A recovery theorem then separates two roles of the ordered penalty λn/N: an upper bound prevents the penalty from overriding a genuine residual gap, whereas a lower bound is needed only when several candidates fit the noiseless sample exactly. Thus, the result is a conditional finite-sample guarantee, not an asymptotic consistency theorem. Because every model contains the constant vector, ordinary smallest principal angles are zero; the appropriate geometric diagnostics are nontrivial Friedrichs angles, condition numbers, and signal-dependent residual gaps. Reproducible experiments compare the criterion with unpenalised selection, cross-validation over the same spaces, a continuous-exponent variable-projection fit, and a fractional-power dictionary of equal dimension. Further experiments vary the assumed degree, grid size, sampling design, sample size, and conditioning. An application to planetary orbital data recovers the denominator n=2 associated with Kepler’s a3/2 law. The results also identify regimes in which no reliable denominator claim should be made.
Covariates missing not at random generally prevent point identification of regression coefficients without untestable restrictions. This paper studies linear regression when every missing covariate is restricted to a prespecified compact interval. The resulting population target is the set of best linear predictor coef...
The Oracle Approximating Shrinkage (OAS) estimator provides a closed-form, data-driven shrinkage intensity for regularizing sample covariance matrices toward a scaled identity target, but its derivation assumes Gaussian data. In practice, financial returns, neural signals, and many other high-dimensional datasets exhib...
This work constructs a proposal that dominates the target by a known constant, generally unavailable for non-Gaussian state space models, yielding independent exact smoothing draws and an unbiased likelihood estimator whose relative variance is at most $1/p-1$ per draw at acceptance probability $p$.
We consider a general model for high-dimensional empirical risk minimization whereby the data xi are d-dimensional Gaussian vectors, the model is parametrized by Θ∈Rd×k and the loss depends on the data via the projection ΘTxi. This setting covers as special cases classical statistics methods (e.g., multinomial regressi...
Kiana Asgari, Andrea Montanari, Basil Saeed· Annals of Statistics· 0 citations
Koopman operator theory provides a popular framework for lifting a nonlinear dynamical system to a linear system in a higher dimensional space using a dictionary of observable functions. When a finite-dimensional dictionary is selected, it is important to determine whether the corresponding observable subspace is invar...
S. R. Jafari, H. Modares, F. Yaghmaie· IEEE Open Journal of Control...· 0 citations
This paper revisits the estimation of the non-smooth functional from a Gaussian observation , and studies the finite-sample and asymptotic behaviour of a minimax-optimal estimator constructed by best polynomial approximation and Hermite-polynomial moment estimation. Building on the sharp minimax framework of Cai and Lo...
Mukhwana Moses Kololi· Iconic research and engineer...· 0 citations
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