Kurt S. Riedel | DeepAI

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Featured Co-authors

Alexander Sidorenko
5 publications
A. Sidorenko
2 publications
Andrew P. Mullhaupt
2 publications
David J. Thomson
2 publications
Kaya Imre
2 publications
Beatrix Schunke
1 publication

∙ 11/13/2019

The Value of the High, Low and Close in the Estimation of Brownian Motion: Extended Version

The conditional density of Brownian motion is considered given the max, ...

0 Kurt S. Riedel, et al. ∙

∙ 11/13/2019

Mean and Variance of Brownian Motion with Given Final Value, Maximum and ArgMax: Extended Version

The conditional expectation and conditional variance of Brownian motion ...

0 Kurt S. Riedel, et al. ∙

∙ 11/12/2019

Combinatorial Models of Cross-Country Dual Meets: What is a Big Victory?

Combinatorial/probabilistic models for cross-country dual-meets are prop...

0 Kurt S. Riedel, et al. ∙

∙ 03/30/2018

Spectral Estimation of Plasma Fluctuations I: Comparison of Methods

The relative root mean squared errors (RMSE) of nonparametric methods fo...

0 Kurt S. Riedel, et al. ∙

∙ 03/28/2018

A Sherman-Morrison-Woodbury Identity for Rank Augmenting Matrices with Application to Centering

Matrices of the form A + (V_1 + W_1)G(V_2 + W_2)^* are considered where ...

0 Kurt S. Riedel, et al. ∙

∙ 03/26/2018

A Hierarchy of Empirical Models of Plasma Profiles and Transport

Two families of statistical models are presented which generalize global...

0 Kaya Imre, et al. ∙

∙ 03/16/2018

Sufficient Conditions for a Linear Estimator to be a Local Polynomial Regression

It is shown that any linear estimator that satisfies the moment conditio...

0 Alexander Sidorenko, et al. ∙

∙ 03/16/2018

Optimal Boundary Kernels and Weightings for Local Polynomial Regression

Kernel smoothers are considered near the boundary of the interval. Kerne...

0 Alexander Sidorenko, et al. ∙

∙ 03/14/2018

Smoothing Spline Growth Curves With Covariates

We adapt the interactive spline model of Wahba to growth curves with cov...

0 Kurt S. Riedel, et al. ∙

∙ 03/14/2018

Block Diagonally Dominant Positive Definite Sub-optimal Filters and Smoothers

We examine stochastic dynamical systems where the transition matrix, Φ, ...

0 Kurt S. Riedel, et al. ∙

∙ 03/12/2018

Minimum bias multiple taper spectral estimation

Two families of orthonormal tapers are proposed for multi-taper spectral...

0 Kurt S. Riedel, et al. ∙

∙ 03/12/2018

Statistical tests for evaluating an earthquake prediction method

The impact of including postcursors in the null hypothesis test is discu...

0 Kurt S. Riedel, et al. ∙

∙ 03/12/2018

Kernel estimation of the instantaneous frequency

We consider kernel estimators of the instantaneous frequency of a slowly...

0 Kurt S. Riedel, et al. ∙

∙ 03/11/2018

Function Estimation Using Data Adaptive Kernel Estimation - How Much Smoothing?

We determine the expected error by smoothing the data locally. Then we o...

0 Kurt S. Riedel, et al. ∙

∙ 03/11/2018

Adaptive Smoothing of the Log-Spectrum with Multiple Tapering

A hybrid estimator of the log-spectral density of a stationary time seri...

0 Kurt S. Riedel, et al. ∙

∙ 03/11/2018

Optimal Estimation of Dynamically Evolving Diffusivities

The augmented, iterated Kalman smoother is applied to system identificat...

0 Kurt S. Riedel, et al. ∙

∙ 03/11/2018

Fast Adaptive Identification of Stable Innovation Filters

The adaptive identification of the impulse response of an innovation fil...

0 Andrew P. Mullhaupt, et al. ∙

∙ 03/11/2018

Adaptive Kernel Estimation of the Spectral Density with Boundary Kernel Analysis

A hybrid estimator of the log-spectral density of a stationary time seri...

0 Alexander Sidorenko, et al. ∙

∙ 03/11/2018

Banded Matrix Fraction Representation of Triangular Input Normal Pairs

An input pair (A,B) is triangular input normal if and only if A is trian...

0 Andrew P. Mullhaupt, et al. ∙

∙ 03/11/2018

Piecewise Convex Function Estimation and Model Selection

Given noisy data, function estimation is considered when the unknown fun...

0 Kurt S. Riedel, et al. ∙

∙ 03/11/2018

Piecewise Convex Function Estimation: Representations, Duality and Model Selection

We consider spline estimates which preserve prescribed piecewise convex ...

0 Kurt S. Riedel, et al. ∙

∙ 03/11/2018

Piecewise Convex Function Estimation: Pilot Estimators

Given noisy data, function estimation is considered when the unknown fun...

0 Kurt S. Riedel, et al. ∙

∙ 03/11/2018

Optimal Data-based Kernel Estimation of Evolutionary Spectra

Complex demodulation of evolutionary spectra is formulated as a two-dime...

0 Kurt S. Riedel, et al. ∙

∙ 03/11/2018

Improved Asymptotics for Zeros of Kernel Estimates via a Reformulation of the Leadbetter-Cryer Integral

The expected number of false inflection points of kernel smoothers is ev...

0 Kurt S. Riedel, et al. ∙

∙ 03/11/2018

Reduction of Restricted Maximum Likelihood for Random Coefficient Models

The restricted maximum likelihood (REML) estimator of the dispersion mat...

0 Kurt S. Riedel, et al. ∙

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