Consider a \black box" having I input channels and J output channels. Each arrival on an input channel gets routed through the black box and appears on an output channel. The system is monitored for a xed time period and a record is made of the number of arrivals on each input channel and the number of departures on each output channel. The OD (origination-destination) matrix estimation problem...

This paper studies a panel data regression setting, where a break occurs at a unknown common date. In this paper, we establish the consistency and rate of convergence of the change point estimator. The break date can be estimated consistently both in …xed time horizon and large panels, which indicates that the structural change can be well detected even in short panels. Furthermore, the limitin...

SUMMARY: Multivariate versions of variable bandwidth kernel density estimators can be used to combat the eeects of the curse of dimensionality. They are also more exible than the xed bandwidth estimator to model complex (multimodal) densities. In this work, two variable bandwidth estimators are discussed: the balloon estimator which varies the smoothing matrix with each estimation point and the...

This paper presents a fast and accurate algorithm for printing oating-point numbers in both free-and xed-format modes. In free-format mode, the algorithm generates the shortest, correctly rounded output string that converts to the same number when read back in, accommodating whatever rounding mode the reader uses. In xed-format mode, the algorithm generates a correctly rounded output string usi...

We present a Gentzen-style sequent calculus for program ver-iication which accomodates both model checking-like veriication based on global state space exploration, and compositional reasoning. To handle the complexities arrising from the presence of xed-point formulas, programs with dynamically evolving architecture, and cut rules we use transition assertions, and introduce xed-point approxima...

We discuss the problem of static chaos in spin glasses. In the case of magnetic eld perturbations, we propose a scaling theory for the spin-glass phase. Using the meaneld approach we argue that some pure states are suppressed by the magnetic eld and their free energy cost is determined by the nite-temperature xed point exponents. In this framework, numerical results suggest that meaneld chaos e...

Several systems of xed-point types (also called retract types or recursive types with explicit isomorphisms) extending system F are considered. The seemingly strongest systems have monotonicity witnesses and use them in the deenition of beta reduction for those types. A more na ve approach leads to non-normalizing terms. All the other systems are strongly normalizing because they embed in a red...

This chapter introduces Chess, a retargetable code generation environment for xed-point DSP processors. Chess addresses a range of commercial as well as application-speciic processors, which are increasingly being used for embedded applications in telecommunications, speech and audio processing. Chess is based on a mixed be-havioural/structural processor representation model, which can account ...

Continuing the work started in 11], in this paper we examine the construction of Gauss-Markov processes with xed reciprocal dynamics. We show how to construct Gauss-Markov processes, de-ned on a nite interval, having xed initial and end-point densities and belonging to a given reciprocal class. The problem of changing the end-point density of a Markov process, while remaining in the same recipr...

This paper presents a Banach space based approach towards a denotational semantics of a probabilistic constraint programming language. This language is based on the concurrent constraint programming paradigm, where randomness is introduced by means of a probabilis-tic choice construct. As a result, we obtain a declarative framework, in which randomised algorithms can be expressed and formalised...