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Lasso and probabilistic inequalities for multivariate point processes
Multivariate counting process Hawkes processes adaptive estimation Lasso procedure Bernstein-type inequalities.
2012/9/17
Due to its low computational cost, Lasso is an attractive regularization method for high-dimensional statistical settings. In this paper, we consider multivariate counting processes depending on an un...
Probabilistic Inequalities and Upper Probabilities in Quantum Mechanical Entanglement
Probabilistic Inequalities Upper Probabilities Quantum Mechanical Entanglement
2010/11/5
In this paper we analyze the existence of joint probabilities for the Bell-type and GHZ entangled states. We then propose the usage of nonmonotonic upper probabilities as a tool to derive consistent j...