We previously proposed a method for the study of the relaxation phenomena in the activation and inactivation gates of ion channels present in the excitable membranes of neurons. In order to study the relaxation phenomena, the assumption is made that the activation and inactivation gate order parameters can be treated as fluxes and forces. In the present paper, we extend the previous model as in...

We propose a new approach to wavelet threshold estimation of spectral densities of stationary time series. Our proposal addresses the problem of heteroscedasticity and non-normality of the (tapered) periodogram. We estimate thresholds for the empirical wavelet coefficients of the periodogram as appropriate linear combinations of the periodogram values similar to empirical scaling coefficients. ...

Farmers can only be market oriented if his/her production plan follows market signals and produce commodities that is more marketable. In other to achieve this, this study provided empirical evidence on the Gender analyses of market orientation in South Eastern, Nigeria. A stratified sampling design was used to select 360 sample respondents in 2017. Market Orientation Index (MOI) and Heckit sel...

Planar photonic integrated circuits based on four-port couplers offer enhanced sophistication and functionality. Each four-port coupler is characterized by sixteen signal coupling coefficients governed by ten energy constraints. The ability to generate the constrained sixteen coupling coefficients is needed in the analysis of the four-port coupler. However, the energy constraint equations are n...

Data warehouses (DWs) can become inconsistent when some dimensional constraints are not satisfied by the dimension instances. In this paper, we present preliminary results about the effects of the violation of partitioning constraints in homogeneous dimension instances over aggregation queries, and in particular over the summarizability property (SUMM) of the DWs. We are interested in finding w...

The purpose of this paper is to discuss empirical risk minimization when the losses are not necessarily bounded and may have a distribution with heavy tails. In such situations usual empirical averages may fail to provide reliable estimates and empirical risk minimization may provide large excess risk. However, some robust mean estimators proposed in the literature may be used to replace empiri...

In this note we study lower bounds on the empirical minimization algorithm. To explain the basic set up of this algorithm, let (Ω, μ) be a probability space and set X to be a random variable taking values in Ω, distributed according to μ. We are interested in the function learning (noiseless) problem, in which one observes n independent random variables X1, . . . , Xn distributed according to μ...

In this paper, we consider sieve instrumental variable quantile regression (IVQR) estimation of functional coefficient models where the coefficients of endogenous regressors are unknown functions of some exogenous covariates. We approximate the unknown functional coefficients by some basis functions and estimate them by the IVQR technique. We establish the uniform consistency and asymptotic nor...