arXivDaily arXiv每日学术速递 周一至周五更新
全部学科分类 1970
专题追踪
2606.12739 2026-06-12 econ.EM 新提交

Estimating Semiparametric and Nonparametric Fixed Effects Panel Data Models with mgcv

使用 mgcv 估计半参数和非参数固定效应面板数据模型

Ivan Korolev

AI总结 本文介绍如何使用 R 包 mgcv 估计半参数和非参数固定效应面板数据模型,重点讨论实现方法、平滑项指定和聚类稳健推断,并通过蒙特卡洛实验验证惩罚样条估计的准确性。

详情
AI中文摘要

本文提供了使用 R 中的 mgcv 包估计半参数和非参数固定效应面板数据模型的实用指南。重点在于实现:使用单位指示变量、一阶差分或惩罚单位效应处理固定效应;指定平滑项;以及进行聚类稳健推断。蒙特卡洛实验比较了 mgcv::bam 估计量与线性固定序列样条估计量。模拟表明,惩罚样条适应未知平滑度,并在本文研究的设计中准确估计函数。惩罚调整的聚类稳健协方差估计量对有限维参数产生接近名义水平的检验,置信带对中心化的未知函数提供准确的覆盖。

英文摘要

This paper provides a practical guide to estimating semiparametric and nonparametric fixed-effects panel data models using the mgcv package in R. The focus is implementation: handling fixed effects with unit indicators, first differencing, or penalized unit effects; specifying smooth terms; and conducting cluster-robust inference. Monte Carlo experiments compare \code{mgcv::bam} estimators with linear and fixed-series spline estimators. Simulations suggest that penalized splines adapt to unknown smoothness and estimate functions accurately in the designs studied here. A penalty-adjusted cluster-robust covariance estimator yields tests with near-nominal size for finite-dimensional parameters, and confidence bands provide accurate coverage for centered unknown functions.

2606.12571 2026-06-12 econ.TH 新提交

Cross-Validation Equilibrium

交叉验证均衡

Ran Spiegler, Stephan Waizmann

AI总结 研究玩家将信念形成委托给预测性机器学习时的策略互动,提出交叉验证均衡概念,分析其性质并应用于陪审团投票、投机性赌博和线性二次支付博弈。

详情
AI中文摘要

我们研究当玩家将信念形成委托给预测性机器学习(ML)时的策略互动。在一个静态贝叶斯博弈中,每个玩家的ML代理预测一个与收益相关的结果变量,作为玩家类型的函数。ML代理的训练样本是内生的:它来自于由玩家ML引导行为产生的结果分布。在交叉验证均衡(CVE)中,每个玩家的ML代理根据其实现的训练样本,选择预测模型以最小化期望的样本外平方误差,并且每个玩家对其ML代理选择的模型所产生的信念做出最优反应。我们分析CVE并将其与其他均衡概念联系起来。我们将CVE应用于陪审团投票、投机性赌博以及具有线性二次支付的博弈。例如,在团队努力博弈中,内生模型选择可能导致多重均衡。

英文摘要

We study strategic interaction when players delegate belief formation to predictive machine learning (ML). In a static Bayesian game, each player's ML agent predicts a payoff-relevant outcome variable as a function of the player's type. The ML agent's training sample is endogenous: it is drawn from the outcome distribution generated by players' ML-guided behavior. In Cross-Validation Equilibrium (CVE), each player's ML agent selects a predictive model to minimize expected out-of-sample squared error, given its realized training sample, and each player best-replies to the belief generated by the model her ML agent selected. We analyze CVE and relate it to other equilibrium concepts. We apply CVE to jury voting, speculative betting, and games with linear-quadratic payoffs. E.g., in a team-effort game, endogenous model selection can give rise to multiple equilibria.

2606.12492 2026-06-12 econ.TH 新提交

Continuity of equilibria in spaces of Bochner and Gel'fand economies

Bochner与Gel'fand经济空间中均衡的连续性

Matías Fuentes

AI总结 本文在商品空间为Banach格的无穷维框架下,证明均衡对应在允许均衡的经济域稠密子集上关于Polish拓扑是连续的,统一处理了多种经济模型,无需可微性假设。

详情
AI中文摘要

我们研究了无穷维环境(商品空间为Banach格)中均衡对应的连续性。经济被建模为特征空间上的Borel概率测度,总禀赋通过Bochner或Gel'fand积分定义。在此框架下,我们证明了均衡对应在允许均衡的经济域稠密子集上(赋予适当的Polish拓扑)是连续的。这些结果通过提供适用于更广泛局部凸空间类的统一分析处理,扩展了经典和近期的连续性定理,并涵盖了无限规划期限、垄断竞争、新古典经济、金融均衡和非对称信息等模型。重要的是,本研究证明了无需施加正则经济中通常需要的可微性假设来研究均衡连续性。

英文摘要

We examine the continuity of equilibrium correspondences in infinite-dimensional settings where the commodity spaces are Banach lattices. Economies are modeled as Borel probability measures on a space of characteristics, with aggregate endowments defined via Bochner or Gel'fand integrals. Within this framework, we prove that the equilibrium correspondence is continuous on a dense subset of the domain of economies admitting equilibria, endowed with a suitable Polish topology. These results extend both classical and recent continuity theorems by providing a unified analytical treatment applicable to a substantially broader class of locally convex spaces and encompass models with infinite planning horizons, monopolistic competition, neoclassical economies, financial equilibria, and asymmetric information. Importantly, this study demonstrates that there is no necessity to impose differentiability assumptions that are typically required in regular economies to study equilibrium continuity.

2606.13417 2026-06-12 eess.SP 新提交

Mitigating SAR-ADC Non-Idealities in Massive MU-MIMO Systems via Affine Models

通过仿射模型缓解大规模MU-MIMO系统中的SAR-ADC非理想性

Jérémy Guichemerre, Christoph Studer

AI总结 针对实际SAR-ADC非理想性被忽视的问题,提出两种仿射模型(基于Bussgang分解和最大化SDR),并设计低复杂度方法缓解其在 massive MU-MIMO 系统中的影响。

Comments Presented at the International Symposium on Wireless Communication Systems (ISWCS) 2024

详情
AI中文摘要

低分辨率数据转换器可以显著降低全数字大规模多用户多输入多输出(MIMO)基站的功耗和硅面积。然而,现有文献几乎只关注理想化的量化模型,忽略了实际模数转换器(ADC)实现中固有的非理想性。为克服这一限制,我们提出了两种仿射模型,一种基于Bussgang分解,另一种最大化信号失真比(SDR),两者都考虑了逐次逼近寄存器(SAR)ADC中最突出的非理想性。随后,我们利用这些模型设计了低复杂度方法,以缓解大规模MU-MIMO无线系统中SAR-ADC的非理想性。

英文摘要

Low-resolution data converters can significantly reduce the power consumption and silicon area of all-digital massive multi-user (MU) multiple-input multiple-output (MIMO) basestations. However, the existing literature almost exclusively focuses on idealistic quantization models, neglecting the inherent non-idealities present in real-world analog-to-digital converter (ADC) implementations. To overcome this limitation, we propose two affine models, one based on Bussgang's decomposition and one that maximizes the signal-to-distortion ratio (SDR), both accounting for the most prominent non-idealities in successive approximation register (SAR) ADCs. Subsequently, we utilize these models to devise low-complexity methods that mitigate SAR-ADC non-idealities in massive MU-MIMO wireless systems.

2606.13416 2026-06-12 eess.SP 新提交

Towards Standardizing Affine Frequency Division Multiplexing (AFDM) for Future Wireless Networks

迈向未来无线网络的标准化仿射频率分复用(AFDM)

Qu Luo, Lixia Xiao, Pei Xiao, Zilong Liu, Yin Xu, Qihao Peng, Zeping Sui, Hee Wook Kim, Hüseyin Arslan

AI总结 本文从标准化角度系统研究AFDM,探讨其与4G/5G多参数集、FMCW雷达和LoRa的向后兼容性,分析多天线、多用户支持及PAPR等关键能力,并评估其在NTN、ISAC、V2X和UWA等场景中的潜力,表明AFDM是未来无线网络及时且引人注目的技术。

详情
AI中文摘要

仿射频率分复用(AFDM)已成为未来无线网络的一种引人注目的波形候选,因为它对双选择性信道具有很强的鲁棒性,并且能够实现通信和传感功能的无缝集成。在此背景下,本文从标准化角度对AFDM进行了系统研究。我们首先介绍AFDM的原理,并讨论波形标准化中涉及的主要考虑因素。然后,我们检查AFDM与4G/5G多参数框架及其预期演进、调频连续波(FMCW)雷达波形和远距离(LoRa)调制的向后兼容性,证明AFDM可以以有限的修改集成到传统处理链中。进一步讨论了关键的标准化关键能力,包括多天线和多用户支持以及峰均功率比(PAPR)。最后,我们研究了AFDM在几种新兴场景中的潜力,包括非地面网络(NTN)、集成感知与通信(ISAC)、车联网(V2X)和水声(UWA)通信,在这些场景中,严重的延迟-多普勒色散对波形的鲁棒性提出了严格要求。通过这些探索,表明AFDM是未来无线网络的一种及时且引人注目的技术。

英文摘要

Affine frequency division multiplexing~(AFDM) has emerged as a compelling waveform candidate for future wireless networks, owing to its strong resilience to doubly selective channels and its ability to enable the seamless integration of communication and sensing functionalities. Against this context, this article provides a systematic study of AFDM from a standardization perspective. We first introduce the principles of AFDM and discuss the major considerations involved in waveform standardization. We then examine the backwards compatibility of AFDM with 4G/5G multi-numerology frameworks and their anticipated evolution, frequency-modulated continuous-wave (FMCW) radar waveforms, and long-range (LoRa) modulation, demonstrating that AFDM can be incorporated into legacy processing chains with limited modification. Key standardization-critical capabilities are further discussed, including multiple-antenna and multi-user support, and peak-to-average power ratio (PAPR). Finally, we investigate the potential of AFDM in several emerging scenarios, including non-terrestrial networks~(NTN), integrated sensing and communications (ISAC), vehicle-to-everything (V2X), and underwater acoustic (UWA) communications, whereby severe delay-Doppler dispersion places stringent demands on waveform robustness. Through these explorations, it is shown that that AFDM represents a timely and compelling technology for future wireless networks.

2606.13378 2026-06-12 eess.SP 新提交

The Influence of Gain and Phase Mismatches on Beam Patterns in Phased Arrays

增益和相位失配对相控阵波束方向图的影响

Jérémy Guichemerre, Christoph Studer

AI总结 针对相控阵中增益、相位失配导致最大旁瓣电平恶化的问题,提出频域框架将波束方向图描述为变形基函数,揭示失配产生理想方向图加权副本,并推导随机失配下最大旁瓣电平分布的近似表达式,实现快速良率导向设计。

Comments Submitted to a journal

详情
AI中文摘要

相控阵的实际实现存在每根天线的增益、相位和延迟失配,这会显著恶化波束方向图的最大旁瓣电平(SLL)。现有文献要么分析特定的结构化失配模式,要么推导随机失配下的每角度边际统计量,但无法表征全局波束方向图指标如最大SLL。为解决这一局限,我们提出一个频域框架,其中波束方向图由一个锥形窗依赖的基函数描述,该基函数沿由阵列架构和信号带宽决定的变形进行评估。该公式实现了失配的频谱分析,揭示单元误差产生理想波束方向图的加权副本,其幅度由失配序列的离散傅里叶变换给出。基于这一见解,我们推导了随机增益和相位失配下最大SLL分布的近似表达式。所得表达式支持良率导向设计和快速设计空间探索,无需依赖计算密集的蒙特卡洛模拟。

英文摘要

Practical implementations of phased arrays suffer from per-antenna gain, phase, and delay mismatches, which can significantly worsen the maximum sidelobe level (SLL) of beampatterns. The existing literature either analyzes specific structured mismatch patterns or derives per-angle marginal statistics under random mismatches, which fail to characterize global beampattern metrics such as the maximum SLL. To address this limitation, we propose a frequency-domain framework in which the beampattern is described by a tapering-window-dependent base function evaluated along a deformation determined by the array architecture and signal bandwidth. This formulation enables a spectral analysis of mismatches, revealing that element-wise errors generate weighted replicas of the ideal beampattern whose amplitudes are given by the discrete Fourier transform of the mismatch sequence. Building on this insight, we derive an approximation of the maximum SLL distribution under random gain and phase mismatches. The resulting expressions enable yield-oriented design and rapid design-space exploration without relying on computationally intensive Monte-Carlo simulations.

2606.13129 2026-06-12 eess.SP 新提交

A High Input Impedance Chopper Stabilized Amplifier Based On Charge Conservation

基于电荷守恒的高输入阻抗斩波稳定放大器

Prabhas K Deshpande, Naveen Kadayinti

AI总结 针对斩波稳定放大器输入阻抗低的问题,提出差分电容翻转技术,使输入阻抗变为纯电容性且与斩波频率无关,在TSMC 65nm工艺下实现21GOhm直流输入阻抗,用于干电极ECG信号采集。

Comments 11 pages, 29 figures

详情
AI中文摘要

斩波稳定放大器广泛用于实现低失调和抑制闪烁噪声的放大器。这些放大器的主要限制之一是开关电容输入网络产生的低输入阻抗(Zin)。这里的Zin由于开关电容作用呈阻性,且与斩波频率(Fch)和输入电容(Ci)的乘积成反比。由于Fch应大于闪烁噪声转角频率,导致Zin较低。当与高传感器输出阻抗(Zo)的传感器接口时,斩波稳定放大器会加载传感器,降低灵敏度。本文提出一种新颖的输入阻抗提升技术——用于基于斩波的电容耦合仪表放大器(CCIA)的差分电容翻转技术,该技术通过重新配置电容位置,在保持斩波操作的同时防止每个周期中Ci的放电和再充电。这理想地导致纯电容性Zin,与Fch无关。所提出的架构用于演示使用具有几兆欧量级Zo的干电极进行心电图(ECG)信号采集。该电路采用TSMC 65 nm CMOS工艺节点实现,在直流下具有21 GOhm的Zin。电路功耗为2.6E(-6)W(包括时钟生成电路为2.8E(-6)W),总积分输入参考噪声为7.2E(-6)Vrms(1 Hz-150 Hz)。

英文摘要

Chopper stabilized amplifiers are popularly used for realizing amplifiers with low offset and for rejecting flicker noise. One of the main limitations of these amplifiers is the low Input Impedance (Zin) produced by the switch capacitor input network. Zin here is resistive due to the switch capacitor action and is inversely proportional to the product of Chopping frequency (Fch) and Input Capacitance (Ci). Since Fch should be greater than the flicker noise corner frequency, this results in a low Zin. When interfacing sensors with high Sensor Output Impedance (Zo), chopper stabilized amplifiers load the sensors resulting in reduced sensitivity. This paper presents a novel input impedance boosting technique - Differential capacitor flipping technique for chopper based Capacitively Coupled Instrumentation Amplifier (CCIA), which prevents discharge and recharge of Ci's in every cycle by reconfiguring the capacitor positions while preserving the chopping operation. This ideally results in a purely capacitive Zin which is independent of Fch. The proposed architecture is used to demonstrate Electrocardiogram (ECG) signal acquisition with dry electrodes that have Zo in the order of a few Mega Ohms. This circuit implemented in TSMC 65 nm CMOS technology node features Zin of 21 GOhms at DC. The circuit has a power consumption of 2.6E(-6)W (2.8E(-6)W including clock generation circuits), with 7.2E(-6)Vrms (1 Hz-150 Hz) of total integrated input referred noise. ~

2606.13110 2026-06-12 eess.IV 新提交

JOMP: Jointly-Optimized Mixed-Precision Quantization Across Neural Video Coding Frameworks and Buffering Strategies

JOMP:跨神经视频编码框架和缓冲策略的联合优化混合精度量化

Yu-Hsiang Lin, Ruhan Conceição, Chun-Hung Wu, Huu-Tai Phung, Tzu-Hsiang Chou, Marcelo Porto, Luciano Volcan Agostini, Wen-Hsiao Peng

AI总结 提出JOMP框架,将量化参数和位宽作为可学习变量,实现神经视频编码器的混合精度量化,在率失真性能接近DCVC-FM的同时减少87.6%的比特操作。

详情
AI中文摘要

基于变分自编码器的神经视频编码已展现出令人印象深刻的率失真性能。然而,其在实际应用中的采用仍受到挑战的阻碍,例如过高的计算复杂度和有限的跨平台互操作性。这些问题常常被忽视,因为大多数神经视频编解码器依赖浮点运算来充分探索其率失真潜力。然而,实际部署需要基于整数的实现。将浮点实现转换为基于整数的网络并非易事,因为它涉及量化相互依赖的编码组件,这些组件对精度的敏感性可能因编解码器设计而异。本文介绍了一种联合优化混合精度(JOMP)框架,其中量化参数和位宽在训练期间都被视为可学习变量。这使得不同的编解码器模块能够以不同的精度水平运行,从而联合优化率失真-复杂度权衡。据我们所知,JOMP是首个针对神经视频编解码器的混合精度量化框架。其有效性通过对不同编码框架和时域缓冲策略的量化系统研究得到验证。我们的研究首次尝试统一理解现代编码框架和时域缓冲策略的联合效应,旨在从实用性的角度为未来神经视频编解码器的发展提供信息。此外,我们开发了一个完整的整数化流水线以实现确定性解码。总体而言,当应用于我们性能最佳的模型时,JOMP实现了整数神经视频编解码器的端到端混合精度学习,其率失真性能与最先进的DCVC-FM相当,同时减少了87.6%的比特操作。

英文摘要

Variational autoencoder-based neural video coding has demonstrated impressive rate-distortion performance. However, its adoption in real-world applications remains hindered by challenges, such as prohibitively high computational complexity and limited cross-platform interoperability. These issues are often overlooked, as most neural video codecs rely on floating-point arithmetic to fully explore their rate-distortion potential. Practical deployment, however, requires integer-based implementations. Converting floating-point implementations into integer-based networks is non-trivial, since it involves quantizing inter-dependent coding components, whose sensitivity to precision may vary across codec designs. This paper introduces a Jointly-Optimized Mixed-Precision (JOMP) framework, in which both quantization parameters and bit widths are treated as learnable variables during training. This enables different codec modules to operate at varying precision levels, thereby jointly optimizing the rate-distortion-complexity trade-off. To the best of our knowledge, JOMP is the first mixed-precision quantization framework for neural video codecs. Its effectiveness is validated through a systematic investigation of quantization across different coding frameworks and temporal buffering strategies. Our study marks the first attempt to a unified understanding of the combined effects of modern coding frameworks and temporal buffering strategies, with the aim of informing future development of neural video codecs from a practicality perspective. In addition, we develop a complete integerization pipeline to achieve deterministic decoding. Overall, when applied to our best-performing model, JOMP enables end-to-end mixed-precision learning for integer neural video codecs, achieving rate-distortion performance comparable to that of the state-of-the-art DCVC-FM while reducing bit operations by 87.6%.

2606.13091 2026-06-12 eess.SP 新提交

Inverse Learning assisted V2I Communication for Intent Based 6G ISAC Vehicular Networks

基于逆学习的意图驱动6G ISAC车联网V2I通信

Anoop C, Anup Aprem

AI总结 针对6G车联网中集成感知与通信的RSU自主决策,提出逆学习方法推断其意图函数,实现V2I通信自适应波束分配等应用。

详情
AI中文摘要

6G有望在车联网能力方面带来前所未有的进步。然而,6G的出现也将引入车载通信基础设施(如路侧单元RSU)操作的变化,包括采用自主意图驱动的网络范式和集成感知与通信(ISAC)能力。虽然ISAC能够在单个6G网络节点内实现感知和通信,但意图驱动的网络设计范式确保RSU等网络节点作为自主认知代理,以实现其各自通信服务提供商的目标。这种范式转变需要开发V2I通信策略,该策略学习并适应感知辅助通信和RSU的自主决策策略。我们将RSU建模为约束效用最大化器,其中效用函数表征RSU意图,并制定逆学习(IL)问题,以从观察到的ISAC RSU动作中推断潜在效用函数,例如响应于车辆微云(VMC)内车辆运动状态的自适应波束宽度分配。本文的主要贡献是:(i)ATIL,一种基于Afriat定理的非参数方法,用于固定效用学习;(ii)FICNNIL,一种使用全输入凹神经网络的参数化方法,用于结构化固定效用学习;(iii)PICNNIL,一种基于部分输入凹神经网络的参数化方法,用于状态依赖效用的逆学习;(iv)联邦逆学习算法FedFICNNIL和FedPICNNIL,分别用于固定和状态依赖效用。我们展示了所提出的基于IL的框架在VMC中的两个V2I通信应用,即协作数据下载的预测调度和动态簇头选择。

英文摘要

6G is expected to bring unprecedented advancements in the capabilities of vehicular networks. However, the advent of 6G will also introduce changes in the operation of vehicular communication infrastructures such as roadside units (RSUs), including the incorporation of autonomous intent-based network paradigm and integrated sensing and communication (ISAC) capabilities. While ISAC enables sensing and communication within a single 6G network node, intent-based network design paradigm ensures that network nodes such as RSUs, act as autonomous cognitive agents to fulfill the objectives of their respective communication service providers. This paradigm shift necessitates the development of V2I communication strategies that learns and adapts to the sensing-assisted communication and the autonomous decision-making strategies of RSUs. We model the RSU as a constrained utility maximizer, where the utility function characterizes the RSU intent, and formulate an inverse learning (IL) problem to infer the underlying utility function from observed ISAC RSU actions, for example the adaptive beamwidth allocation in response to the kinematic states of vehicles within a vehicular micro-cloud (VMC). The main contributions of this paper are: (i) ATIL, a nonparametric method based on Afriat theorem for fixed utility learning; (ii) FICNNIL, a parametric approach using fully input-concave neural networks, for structured fixed utility learning; and (iii) PICNNIL, a parametric approach based on partially input-concave neural networks, for inverse learning of state-dependent utilities. (iv) Federated inverse learning algorithms FedFICNNIL and FedPICNNIL for fixed and state dependent utility, respectively. We demonstrate the proposed IL-based framework for two V2I communication applications in VMCs, namely predictive scheduling for cooperative data downloading and dynamic cluster-head selection.

2606.13046 2026-06-12 eess.SP 新提交

Thermal characterisation by Scanning Photothermal Radiometry using a random undersampled measurement scheme

使用随机欠采样测量方案的光热辐射扫描热表征

Florian Crouau, Alejandro Mateos-Canseco, Jérémie Maire, Jean-Luc Battaglia, Stéphane Chevalier

AI总结 针对光热辐射扫描技术测量耗时问题,提出随机欠采样方案,在碳纤维铝基复合材料上实现6倍测量量减少,采用稀疏信号非规则采样和加权随机技术。

详情
AI中文摘要

光热辐射扫描(SPR)是一种主动热技术,同时具有非破坏性、非接触性,且时间分辨率可达纳秒级,空间分辨率可达亚微米级及不同深度。这种扫描方法可能耗时,因此本工作表明,在使用SPR对由铝基体中的碳纤维组成的样品进行测量时,可以将测量量减少6倍。它采用稀疏信号的非规则采样,并利用加权随机技术进一步减少所需样本量。

英文摘要

Scanning Photothermal Radiometry (SPR) is an active thermal technique that is simultaneously non-destructive, contactless, and allows for temporal resolutions on the order of nanoseconds, spatial resolutions down to the sub-micrometre scale and at different depths. This scanning method can be time consuming thus this work shows that it is possible to reduce the amount of measurements taken by 6 when using SPR on a sample consisting of carbon fibres in an aluminium matrix. It uses irregular sampling on sparse signals, and a weighted random technique to further decrease the amount of samples needed.

2606.12967 2026-06-12 eess.SP 新提交

Simulating Torsional Vibrations of Faulty Bevel Gears Using the Polygonal Contact Method

使用多边形接触方法模拟故障锥齿轮的扭转振动

Milla Vehviläinen, Aleksanteri Hämäläinen, Pekka Rahkola, Mikko Savolainen, Janne Keränen, Jari Halme, Jenni Pippuri-Mäkeläinen, Kari Tammi, Anouar Belahcen

AI总结 提出基于多边形接触方法的多体仿真,模拟实验方位推进器试验台的扭转振动,能够处理任意故障几何形状,仿真信号在时域和频域与测量结果高度一致。

详情
AI中文摘要

齿轮是机电应用中的关键部件,但准确的状态监测方法(包括数据驱动的预测性维护)强烈依赖于高质量数据,尤其是来自故障部件的数据。为了解决数据稀缺问题,我们提出了一种使用先进多边形接触方法的多体仿真,以复制实验方位推进器试验台的扭转振动。关键创新在于能够模拟具有任意故障几何形状的健康和故障齿轮。仿真信号在时域和频域上与测量结果高度匹配。在时域中,平均扭矩水平和周期性波动吻合良好,尽管测量信号表现出更高的峰峰值幅度和更大的噪声,特别是在较低转速的健康条件下。在频域中,仿真准确再现了预期的故障频率和相应的边带,较大的故障产生更高的幅度。虽然仿真倾向于高估峰值幅度并低估外部噪声,但结果与测量高度可比,且符合物理预期。这些发现为增强数据驱动的状态监测方法(特别是那些使用机器学习或深度学习的方法)提供了坚实的基础。

英文摘要

Gears are an integral component of electromechanical applications, but accurate condition monitoring methods, including data-driven predictive maintenance, are strongly dependent on high-quality data, especially from faulty components. To address the scarcity of data, we proposed a multibody simulation using an advanced polygonal contact method to replicate torsional vibrations from an experimental azimuth thruster test rig. The key novelty is the ability to simulate both healthy and faulty gears with arbitrary fault geometries. The simulated signals closely matched the measurements in both time and frequency domains. In the time domain, average torque levels and periodic fluctuations aligned well, although measured signals exhibited higher peak-to-peak amplitudes and greater noise, particularly in healthy conditions at lower rotational speeds. In the frequency domain, the simulations accurately reproduced expected fault frequencies and corresponding sidebands, with larger faults producing higher amplitudes. While the simulations tended to overestimate peak amplitudes and underestimate external noise, the results were highly comparable to measurements and consistent with the physical expectations. These findings provide a robust foundation for enhancing data-driven condition monitoring methods, particularly those employing machine learning or deep learning.

2606.12870 2026-06-12 eess.SP 新提交

Rotatable Antenna-Enabled Near-Field Integrated Sensing and Communication

可旋转天线使能的近场通感一体化

Zequan Wang, Liang Yin, Yitong Liu, Hongwen Yang

AI总结 本文提出利用可旋转天线(RA)的单元级旋转提供方向域空间自由度,增强近场通信与感知性能;通过联合优化波束成形与天线指向,提出交替优化算法,并推导了闭式根克拉美-罗界(RCRB),仿真表明RA可补偿射频链路限制并提升近场感知精度。

详情
AI中文摘要

本文提出利用可旋转天线(RA)通过单元级天线旋转提供的新方向域空间自由度(DoF)来增强近场通信与感知。具体地,我们研究了一个具有子连接混合波束成形的RA使能近场通感一体化(ISAC)系统,其中每个发射RA可以在实际旋转约束下独立调整其指向方向。建立了考虑方向相关天线增益的球面波信道模型,以表征存在杂波时的多用户通信和目标感知。基于该模型,通过联合优化接收波束成形器、数字波束成形器、模拟波束成形器和RA指向方向,构建了一个加权通信-感知效用最大化问题。为解决由此产生的非凸问题,开发了一种结合分数规划、黎曼优化和基于球冠Frank-Wolfe的指向更新的交替优化算法。为了进一步理解RA旋转对近场感知的影响,推导了闭式根克拉美-罗界(RCRB)表达式。仿真结果证明了所提算法的收敛性和有效性。结果表明,RA使能的混合设计在某些情况下可以匹配甚至超越全数字FPA基准,表明单元级旋转引入的方向域自由度可以补偿有限的射频链路。RCRB和波束图结果进一步表明,RA旋转提高了近场中偏离视轴方向的感知精度,增强了距离域聚焦,并抑制了同角度杂波。

英文摘要

In this paper, we propose leveraging rotatable antennas (RAs) to enhance near-field communication and sensing by exploiting a new orientation-domain spatial degree-of-freedom (DoF) provided by element-wise antenna rotation. Specifically, we investigate an RA-enabled near-field integrated sensing and communication (ISAC) system with sub-connected hybrid beamforming, where each transmit RA can independently adjust its boresight direction under a practical rotation constraint. A spherical-wave channel model incorporating orientation-dependent antenna gains is established to characterize multi-user communication and target sensing in the presence of clutters. Based on this model, a weighted communication-sensing utility maximization problem is formulated by jointly optimizing the receive beamformer, digital beamformer, analog beamformer, and RA boresight directions. To solve the resulting non-convex problem, an alternating optimization algorithm is developed by combining fractional programming, Riemannian optimization, and a spherical-cap Frank--Wolfe-based boresight update. To further understand the impact of RA rotation on near-field sensing, we derive a closed-form root Cramer--Rao bound (RCRB) expression. Simulation results demonstrate the convergence and effectiveness of the proposed algorithm. It is shown that the RA-enabled hybrid design can match or even outperform the fully-digital FPA benchmark in some regimes, indicating that the orientation-domain DoF introduced by element-wise rotation can compensate for limited RF chains. The RCRB and beampattern results further show that RA rotation improves off-broadside sensing accuracy, enhances range-domain focusing, and suppresses same-angle clutters in the near field.

2606.12844 2026-06-12 eess.SP 新提交

Active Perception for Radio Map Reconstruction in Uncharted 3D Air-Ground Environments

未知三维空地环境中无线电地图重建的主动感知

Wenlihan Lu, Miaowen Wen, Shijian Gao

AI总结 提出3D-URAM主动感知框架,通过贝叶斯UNet恢复地图并利用动态概率路图与Transformer策略优化路径,实现稀疏测量下重建误差降低50%以上。

详情
AI中文摘要

无线电地图为低空网络系统提供了必要的基础。与通常通过路测测量生成的地面无线电地图不同,绘制空-地环境需要部署无人机(UAV)。这一转变在未知3D场景中带来了两个严峻挑战。首先,稀疏的无线电测量和不完整的几何观测阻碍了准确重建。其次,大的3D动作空间和高频谱扫描仪能耗带来的严格功率约束使得信息性探索变得困难。为解决这些问题,本文提出3D不确定性感知无线电主动映射(3D-URAM),一种闭环主动感知框架,将映射过程解耦为两个离线训练阶段。在第一阶段,开发了贝叶斯UNet,从稀疏测量和部分几何中恢复无线电地图,同时提供校准的预测不确定性。在第二阶段,通过近端策略优化训练的基于动态概率路图和Transformer的航点选择策略,在旅行预算下最大化长程不确定性降低。实验结果表明,与代表性基线相比,3D-URAM将重建误差降低了50%以上。在300mx200mx100m空间内的实际现场测试也验证了主动无线电地图重建的潜力。

英文摘要

Radio maps provide the essential foundation for low altitude networking systems. Unlike terrestrial radio maps that are typically generated via drive test measurements, mapping the air-ground environment requires the deployment of unmanned aerial vehicles (UAVs). This shift introduces two formidable challenges in uncharted 3D scenarios. First, sparse radio measurements and incomplete geometric observations hinder accurate reconstruction. Second, the large 3D action space and strict power constraints from high spectrum scanner energy consumption make informative exploration difficult. To address these issues, this paper proposes 3D uncertainty aware radio active mapping (3D-URAM), a closed loop active perception framework that decouples the mapping process into two offline trained stages. In Stage I, a Bayesian UNet is developed to recover radio maps from sparse measurements and partial geometry while providing calibrated predictive uncertainty. In Stage II, a dynamic probabilistic roadmap and a transformer based waypoint selection policy trained via proximal policy optimization maximize long horizon uncertainty reduction under travel budgets. Experimental results demonstrate that 3D-URAM reduces reconstruction error by over 50% compared to representative baselines. Real-world field tests within a 300mx200mx100m space also validate the potential of active radio map reconstruction.

2606.12831 2026-06-12 eess.SP 新提交

Sub-array Selection Optimization for Joint Self-Interference and Multi-User Interference Suppression in FD mMIMO

全双工大规模MIMO中联合自干扰与多用户干扰抑制的子阵列选择优化

Yuanzhe Gong, Yuanxing Zhang, Tho Le-Ngoc

AI总结 提出一种联合天线子阵列选择与角度扰动归零的波束成形优化方案,用于全双工大规模MIMO系统,同时抑制自干扰和多用户干扰。基于实测信道,子阵列选择使残余波束级自干扰抑制提升29.2 dB以上,平均隔离度达85.2 dB。

详情
AI中文摘要

本文针对全双工大规模多输入多输出系统,提出一种联合天线子阵列选择与角度扰动归零的波束成形优化方案,以同时抑制自干扰和多用户干扰。利用8x8Tx-8x8Rx全双工阵列原型进行的全面空中自干扰信道测量活动揭示了不同空间位置子阵列间的显著差异,以及在不同收发子阵列配置下自干扰信道的可重构特性。为利用选择性自干扰信道,开发了一种基于粒子群优化的算法,联合确定最优子阵列索引和扰动导向角,从而有效消除潜在干扰。选择固有自干扰信道较低的子阵列显著增强了波束级隔离度,而在可比较的自干扰信道间增加的选择灵活性确保了在不同下行/上行位置更均匀的自干扰抑制,并显著改善了最坏情况隔离度。基于实测自干扰信道的实验评估表明,所提出的子阵列选择技术对于示例1x2和1x4子阵列分别实现了29.2 dB和26.6 dB的残余收发波束级自干扰抑制提升,最坏情况改善超过30.7 dB。总体而言,联合子阵列选择与角度扰动归零优化方案在1x2和1x4子阵列下分别实现了85.2 dB和83.3 dB的平均波束级隔离度。应用基带预编码器后,所有测试的子阵列配置均实现了优于-181.3 dB的平均多用户干扰抑制。这些结果证实了所提出的优化算法能够成功将干扰降低至噪声基底,从而保证可靠的全双工大规模MIMO运行。

英文摘要

This paper proposes a beamforming optimization scheme with joint antenna sub-array selection (SAS) and angular perturbation-based nulling (APN) for full-duplex (FD) massive multiple-input multiple-output (mMIMO) systems, to simultaneously suppress self-interference (SI) and multi-user interference (MUI). A comprehensive over-the-air SI channel measurement campaign, conducted with an 8x8Tx-8x8Rx FD array prototype, reveals significant variations across sub-arrays at different spatial locations, as well as reconfigurable characteristics of the SI channel under diverse Tx and Rx sub-array configurations. To exploit the selective SI channels, a particle swarm optimization (PSO)-based algorithm is developed to jointly determine optimal sub-array indices and perturbed steering angles, thereby effectively nullifying potential interference. Selecting sub-arrays with inherently lower SI channels notably enhances the beam-level isolation, while the added selection flexibility among comparable SI channels ensures more uniform SI suppression across diverse DL/UL locations and significantly improves worst-case isolation. Experimental evaluation based on the measured SI channel demonstrates that the proposed SAS technique achieves residual Tx-Rx beam-level SI suppression improvements of 29.2 dB and 26.6 dB for the sample 1x2 and 1x4 sub-arrays, respectively. A worst-case improvement greater than 30.7 dB is observed. Overall, the joint SAS and APN optimization scheme achieves average beam-level isolation of 85.2 dB and 83.3 dB with the 1x2 and 1x4 sub-arrays, respectively. With the application of a baseband precoder, all tested sub-array configurations achieve average MUI suppression better than -181.3 dB. These results confirm the potential of the proposed optimization algorithm to successfully reduce interference to the noise floor, thereby guaranteeing reliable FD mMIMO operation.

2606.12823 2026-06-12 eess.SP 新提交

Chirp Parameter Optimization and Distributed Detection for Cooperative RSMA-AFDM Systems

协作RSMA-AFDM系统的啁啾参数优化与分布式检测

Qingyu Li, Guanghui Liu, Yusha Liu, Fuchen Xu, Chengxiang Liu, Hongjun Liu, Liaoyuan Zeng

AI总结 针对AFDM系统信号色散难以直接采用传统多址方案的问题,引入协作速率分割多址接入(RSMA),通过优化啁啾参数降低用户间信道相关性,并设计两种基于期望传播的分布式检测方案以充分利用分集增益。

Comments This work has been submitted to the IEEE for possible publication

详情
AI中文摘要

仿射频分复用(AFDM)表现出优异的Doppler鲁棒性和表征双选择性信道的能力。然而,其信号色散特性使得直接采用传统时频多址方案具有挑战性。为解决此问题,我们为AFDM系统引入了协作速率分割多址接入(RSMA)。AFDM啁啾参数的灵活配置可以降低用户间等效信道的相关性,从而减少RSMA私有流的干扰。我们对协作RSMA-AFDM系统进行了理论分析,并证明最小化用户间信道列空间的重叠可以有效提升系统性能。在此分析指导下,我们设计了一种啁啾参数优化方案,以减少多用户干扰并最大化分集增益。为充分利用所提啁啾参数优化带来的分集增益,提出了两种基于期望传播(EP)的分布式协作检测方案。首先,开发了一种基于决策融合的方法,其中通过最大比合并融合本地信息和协作信息,实现对公共流的全局一致估计。其次,我们开发了一种基于信念共识的EP检测方案。在每次迭代中,用户节点交换并融合公共流的一阶和二阶统计量,所得信念逐渐收敛到一致的全局决策,从而显著提高整体可靠性。

英文摘要

Affine frequency division multiplexing (AFDM) exhibits excellent Doppler robustness and the ability to characterize doubly selective channels. However, its signal dispersion characteristics make it challenging to directly adopt traditional time-frequency multiple access schemes. To address this issue, we introduce cooperative rate splitting multiple access (RSMA) for AFDM systems. The flexible configuration of AFDM chirp parameters can reduce the correlation between users' equivalent channels, which decreases the interference from RSMA private streams. We conduct a theoretical analysis of the cooperative RSMA-AFDM system and demonstrate that minimizing the overlap in the channel column spaces among users can effectively enhance the system performance. Guided by this analysis, we design a chirp parameter optimization scheme that reduces multi-user interference and maximizes diversity gain. To fully exploit the diversity gain brought by the proposed chirp parameter optimization, two expectation propagation (EP)-based distributed cooperative detection schemes are proposed. First, a decision-fusion-based method is developed, where local information and cooperative information are fused by maximum ratio combining, achieving a globally consistent estimate of the common stream. Second, we develop a belief-consensus EP-based detection scheme. In each iteration, user nodes exchange and fuse the first- and second-order statistics of the common stream, and the resulting beliefs gradually converge to a consistent global decision, which significantly improves the overall reliability.

2606.13593 2026-06-12 stat.ME 新提交

Smoothed Rank-Based Regression Estimation Using Wilcoxon Score Functions

基于Wilcoxon得分函数的平滑秩回归估计

Feridun Tasdan

AI总结 提出用平滑秩代替整数秩的Wilcoxon秩回归估计,通过核分布函数近似指示函数,在保持稳健性的同时提高重尾误差下的效率并处理结数据,推导了Wald检验并证明渐近正态性。

Comments 17 pages

详情
AI中文摘要

本文提出了一种改进的基于秩的回归估计量,通过用从平滑经验累积分布函数导出的平滑秩替换Wilcoxon秩得分回归过程中的普通整数秩。平滑秩通过连续、非递减的核分布函数H计算,该函数为标准秩回归中使用的经典指示函数提供了可微近似。将这些平滑秩代入Wilcoxon得分函数,得到简单和多元线性回归模型中斜率参数的新估计量。我们证明,所提出的估计量继承了经典秩回归的稳健性,同时在重尾误差分布下提高了效率,并更好地处理了结观测值。推导了回归系数的Wald型假设检验,并建立了其渐近正态性。蒙特卡洛模拟研究将新估计量与普通最小二乘估计量、经典Wilcoxon秩回归估计量以及Theil和Sen估计量在几种误差分布(包括正态、拉普拉斯、柯西和污染正态)下进行了比较。所提出的估计量在所有考虑的场景中均匀地达到或超过经典秩回归的相对效率,在存在异常值和重尾误差时尤其显著。

英文摘要

This article proposes an improved rank based regression estimator obtained by replacing the ordinary integer ranks in the Wilcoxon rank-score regression procedure with smoothed ranks derived from a smoothed empirical cumulative distribution function. The smoothed ranks are computed via a continuous, nondecreasing kernel distribution function H that provides a differentiable approximation to the classical indicator function used in standard rank regression. Substituting these smoothed ranks into the Wilcoxon score function yields a new estimator for the slope parameter(s) of the simple and multiple linear regression model. We show that the proposed estimator inherits the robustness properties of classical rank regression while providing improved efficiency under heavy tailed error distributions and better handling of tied observations. A Wald type hypothesis test for the regression coefficients is derived and its asymptotic normality is established. A Monte Carlo simulation study compares new estimator with the ordinary least-squares (OLS) estimator, the classical Wilcoxon rank regression estimator, and the Theil and Sen estimator under several error distributions including the normal, Laplace, Cauchy, and contaminated normal. The proposed estimator achieves relative efficiencies at or above those of classical rank regression uniformly across all scenarios considered, with notable gains in the presence of outliers and heavy-tailed errors.

2606.13531 2026-06-12 stat.ME 新提交

When Representative Samples Produce Worse Outcomes: Scale-up Decisions and Testing in Small-Budget RCTs

当代表性样本产生更差结果:小预算随机对照试验中的规模决策与测试

Hannah Li, Hongseok Namkoong, Isaac Scheinfeld

AI总结 本文研究小预算随机对照试验中,基于统计显著性检验决定是否扩大干预时,试点样本组成如何影响预期结果,发现小预算下最优设计是仅从单一同质子群体抽样。

详情
AI中文摘要

小型随机对照试验通常用于在开展更大规模后续研究之前筛选干预措施。这是实验的关键阶段,因为错过有效干预或扩大有害干预可能代价高昂。为减少这些错误,一个常见建议是招募对目标人群具有代表性的样本,但在资源有限的试点中这往往具有挑战性。我们挑战了代表性样本总是更优的观点,证明当统计显著性检验决定干预措施是否获得进一步研究时,最大化下游预期结果改善的试点试验组成关键取决于其预算规模。在大预算极限下,最优试点设计收敛于对目标人群具有代表性的样本。然而,在小预算区间,试点设计者通过仅从单一同质子群体抽样来最大化预期影响,子群体的选择取决于抽样成本以及设计者对异质性处理效应的先验信念。我们对小预算结果的证明更普遍地适用于当随机对照试验和显著性检验用于决定是否获得任何非自适应下游收益的情况,这一结果可能适用于其他实验预算受限的场景。

英文摘要

Small randomized controlled trials are often used to screen interventions before running larger follow-up studies. This is a critical phase of experimentation, as missing effective interventions or scaling up harmful ones can be very costly. A common proposal to mitigate these errors is to recruit samples that are representative of the target population, but this is often challenging in resource-constrained pilots. We challenge the narrative that representative samples are always superior by showing that when statistical significance testing determines whether interventions receive further study, the pilot trial composition that maximizes the downstream expected improvement in outcomes depends critically on its budget size. In the large-budget limit, the optimal pilot design converges to a sample that is representative of the target population. However, in the small-budget regime, the pilot designer maximizes expected impact by sampling only from a single homogeneous sub-population, chosen in a manner that depends on sampling costs and the designer's prior beliefs about heterogeneous treatment effects. Our proof of the small-budget result applies more generally when an RCT and significance test are used to decide whether to receive any non-adaptive downstream payoff, a result that may be applicable to other settings with constrained experimentation budgets.

2606.13523 2026-06-12 stat.CO 新提交

HNPclassifier: An R Package for Hierarchical Neyman-Pearson Classification

HNPclassifier:用于分层Neyman-Pearson分类的R包

Lujia Yang, Che Shen, Shunan Yao, Lijia Wang

AI总结 提出HNPclassifier R包,实现分层Neyman-Pearson框架,通过内置或用户提供的评分函数控制有序多类分类中的欠分类错误。

详情
AI中文摘要

在多类分类问题中,类别通常具有自然的优先级顺序(例如,癌症分期、COVID-19严重程度等级或空气质量类别)。在这种情况下,优先正确识别更严重的类别并控制欠分类错误(即当来自高优先级类别的观测被错误分类到低优先级类别时)非常重要。Wang等人(2024)的分层Neyman-Pearson(H-NP)框架针对有序多类设置开发,以优先控制欠分类错误;其H-NP伞算法在用户指定水平上以高概率控制欠分类错误。本文介绍了R包HNPclassifier,该包实现了H-NP伞算法,使用内置学习器(如逻辑回归、随机森林和支持向量机)以及用户提供的评分函数构建H-NP分类器,从而实现对有序多类分类任务的有效错误控制。

英文摘要

In multi-class classification problems, classes often have a natural priority ordering (e.g., cancer stages, COVID-19 severity levels, or air-quality categories). In such settings, it is important to prioritize correct identification of more severe classes and to control under-classification errors, which occur when an observation from a higher-priority class is misclassified into a lower-priority one. The Hierarchical Neyman-Pearson (H-NP) framework of Wang et al. (2024) was developed for ordered multi-class settings to prioritize under-classification error control; its H-NP umbrella algorithm provides high-probability control of under-classification errors at user-specified levels. This paper introduces the R package HNPclassifier, which implements H-NP umbrella algorithms to construct H-NP classifiers using built-in learners such as logistic regression, random forests, and support vector machines, as well as user-supplied scoring functions, thereby enabling effective error control for ordered multi-class classification tasks.

2606.13433 2026-06-12 stat.ME 新提交

Smoothed-KL Reweighting: A Principled Account and Matching Rule for SNR-Based Diffusion Training

平滑KL重加权:基于信噪比的扩散训练的原则性解释与匹配规则

Lei Li

AI总结 提出平滑KL重加权方法,从扩散散度推导出闭式权重,建立与Min-SNR家族的匹配规则,在CIFAR-10和CelebA-64上验证,最终FID相当但迭代效率因数据集而异。

详情
AI中文摘要

我们对Crowson等人(2024)的Soft-Min-SNR权重进行了原则性推导。Zhang等人(2018)的扩散散度在计算KL散度之前,先对两个比较分布进行高斯核卷积;将其应用于每个时间步的逐样本局部匹配高斯代理,得到闭式权重w(t,lambda) = sigma^2 / (sigma^2 + lambda)。由此产生三个结果。第一,对于方差保持调度,w(t,lambda)等于Soft-Min-SNR的常数倍,其中gamma' = (1+lambda)/lambda,从而推导出一个经过验证的启发式方法,而非引入新权重。第二,在gamma约等于1/lambda的主导阶下,相同权重匹配Min-SNR-gamma,从而在软硬重加权家族之间建立交叉路径。第三,局部几何分析在高SNR时间步将SGD难度代理按w^3缩放。与Kingma & Gao(2023)的目标级解释(将单调对数SNR加权统一为噪声增强数据的ELBO)互补,我们的方法平滑了两个比较分布,而不仅仅是数据侧。实验上,匹配规则在CIFAR-10(线性和余弦)和CelebA-64(余弦)上成立,并在跨数据集截面上得到轨迹级确认:在seed-42 CelebA-64轨迹的七个中间检查点上,|我们的方法 - Min-SNR|的平均FID为0.45,大约是任一重加权器与DDPM之间差距的3倍。局部几何预测部分得到证实:在CIFAR-10的线性调度上,我们的方法在训练中期FID阈值处比DDPM收敛早约21%,此时高SNR阻尼空间最大,但这种迭代效率优势并未转移到余弦或CelebA-64上,这三种方法在这些数据集上达到相似的最终FID。总体而言:最终FID相当,但迭代效率因数据集而异,并且在Min-SNR家族中具有原则性的匹配规则。

英文摘要

We give a principled derivation of the Soft-Min-SNR weight of Crowson et al. (2024). The spread divergence of Zhang et al. (2018) convolves both compared distributions with a Gaussian kernel before taking the Kullback-Leibler (KL) divergence; applied to the per-sample local matched-Gaussian surrogate at each timestep, it yields the closed-form weight w(t,lambda) = sigma^2 / (sigma^2 + lambda). Three consequences follow. First, for variance-preserving schedules, w(t,lambda) equals a constant multiple of Soft-Min-SNR with gamma' = (1+lambda)/lambda, deriving a validated heuristic rather than introducing a new weight. Second, the same weight matches Min-SNR-gamma at leading order under gamma approximately 1/lambda, giving a cross-walk between the soft and hard reweighting families. Third, a local-geometry analysis scales an SGD-difficulty proxy by w^3 at high-SNR timesteps. Complementary to the objective-level account of Kingma & Gao (2023), who unified monotonic-in-log-SNR weightings as ELBOs of noise-augmented data, ours smooths both compared distributions rather than only the data side. Empirically, the matching rule holds on CIFAR-10 (linear and cosine) and CelebA-64 (cosine), with trajectory-wide confirmation on the cross-dataset cut: |Ours - Min-SNR| averages 0.45 FID across seven intermediate checkpoints on the seed-42 CelebA-64 trajectory, roughly 3x tighter than either reweighter's gap to DDPM. The local-geometry prediction is partially borne out: Ours converges about 21% earlier than DDPM at mid-training FID thresholds on CIFAR-10's linear schedule, where high-SNR damping headroom is largest, but this iteration-efficiency advantage does not transfer to cosine or CelebA-64, where all three methods reach similar final FIDs. Overall: final-FID parity with dataset-dependent iteration efficiency, plus a principled matching rule across the Min-SNR family.

2606.13401 2026-06-12 stat.AP 新提交

Scaling Demand-Side Flexibility Through Dynamic Tariffs

通过动态电价扩展需求侧灵活性

Lucas Brylle, Niels Andersen, Henrik Madsen

AI总结 本文论证动态电价激励的隐性需求侧灵活性是应对配电网挑战的最可扩展且经济有效的方法,可节省每座受限变电站1300-4800万丹麦克朗。

详情
AI中文摘要

丹麦配电网中持续的电气化和可再生能源整合带来了重大运营挑战,包括储备容量不足、过载导致的组件退化、电压不稳定以及不断增加的基础设施投资需求。本文论证,通过动态电价激励的隐性需求侧灵活性(DSF)是应对现代配电网这些挑战的最可扩展且经济有效的方法。我们证明,虽然显式灵活性机制提供了运营确定性,但它们无法扩展到解决异构客户群中的系统范围拥堵。基于显示强烈价格响应行为的经验消费数据、因监管框架(如丹麦市场模型3.0和电价模型3.0)而变化的价格以及经济分析,我们展示了通过延迟或避免加固,每座受限变电站可节省1300-4800万丹麦克朗的电网成本。我们认为,隐性DSF机制代表了收入中性的可扩展灵活性解决方案的必要路径,可以在保持系统可靠性的同时延迟昂贵的电网加固。除了直接的电网节省外,额外的价值流包括避免峰值发电成本、减少连接延迟和降低停电风险,进一步增强了经济性。关键是,动态电价提供了将实时电网约束传达给消费者的机制,使价格信号能够准确反映配电网在任何给定时间和地点的实际容量状态。

英文摘要

The ongoing electrification and integration of renewable energy sources in Denmark's distribution grids pose significant operational challenges, including insufficient reserve capacity, component degradation due to overload, voltage instability, and increasing infrastructure investment requirements. This article argues that implicit demand-side flexibility (DSF) incentivized through dynamic tariffs offers the most scalable and cost-effective approach to address these challenges in a modern distribution network. We demonstrate that while explicit flexibility mechanisms provide operational certainty, they cannot scale to address system-wide congestion across heterogeneous customer bases. Drawing on empirical consumption data showing strong price-responsive behavior, varying prices due to, e.g., regulatory frameworks including the Danish Market Model 3.0 and Tariff Model 3.0, and economic analysis, we demonstrate potential grid savings of 13--48 million DKK per constrained substation through deferred or avoided reinforcement. We argue that implicit DSF mechanisms represent the necessary pathway for revenue-neutral scalable flexibility solutions that can defer costly grid reinforcements while maintaining system reliability. Beyond direct grid savings, additional value streams include avoided peak generation costs, reduced connection delays, and lower outage risk, further strengthening the economic case. Critically, dynamic tariffs offer the mechanism through which real-time grid constraints can be communicated to consumers, enabling price signals that accurately reflect the actual state of the capacity of the distribution network at any given point in time and space.

2606.13327 2026-06-12 stat.ME stat.OT 新提交

Disclosure risk in a geo-spatial setting

地理空间环境中的披露风险

Peter-Paul de Wolf

AI总结 针对主题地图发布统计信息时披露风险与效用的平衡问题,提出一种不受可修改面积单元问题影响的新风险度量,该度量与目标人口局部密度相关并考虑多单元连接,通过企业位置示例数据集展示其行为。

详情
AI中文摘要

使用主题地图发布统计信息已成为一种流行的可视化方式。与所有统计出版物一样,主题地图也必须处理披露风险与效用之间的平衡。然而,大多数风险和效用度量并未考虑地图的空间特征。一些提出的空间风险度量存在可修改面积单元问题(MAUP):略微改变区域分类可能会影响风险。实际上,即使是网格的微小平移也可能影响该风险。我们提出了一种新的风险度量,它不受MAUP的影响。此外,我们的风险直接与(目标)人口的局部密度相关,并考虑到多个单元可能连接到单个位置的情况。我们使用一个虚构但真实的企业位置示例数据集展示了风险度量的行为。我们的风险度量可以进行调整,以考虑放大或缩小对(感知)风险的影响以及所用分辨率的影响。

英文摘要

Using thematic maps to publish statistical information has become a popular visualization. As is the case with all statistical publications, thematic maps also have to deal with the balance between disclosure risk and utility. However, most risk and utility measures do not take into account the spatial character of a map. Some of the proposed spatial risk measures suffer from the Modifiable Areal Unit Problem (MAUP): slightly changing regional classifications may influence the risk. Indeed, even a small translation of for example a grid may influence that risk. We propose a new risk measure that does not suffer from MAUP. Moreover, our risk is directly related to the local density of the (target) population and takes into account that often multiple units may be connected to a single location. We show the behavior of our risk measure using an example dataset of fake but realistic locations of enterprises. Our risk measure can be adapted to take into account the effect on the (perceived) risk of zooming in or out and the effect of the used resolution.

2606.13305 2026-06-12 stat.ME stat.AP stat.CO 新提交

Semiparametric Bayesian inference for causal mediation in cluster randomized trials

整群随机试验中因果中介的半参数贝叶斯推断

Woojung Bae, Michael Daniels, Joseph Hogan, Rajesh Vedanthan, Stavroula Chrysanthopoulou

AI总结 针对整群随机试验中群组数量少、中介变量在群组层面测量时的因果中介分析难题,提出一种结合参数贝叶斯模型和相似性加权贝叶斯自助法的稳健推断框架,准确估计自然直接和间接效应。

详情
AI中文摘要

整群随机试验(CRTs)常用于评估干预措施,但在此类设置中进行因果中介分析仍然具有挑战性,特别是当中介变量在群组层面测量且群组数量较少时。标准推断方法通常依赖于渐近假设,这些假设在有限样本设置中失效,导致方差估计有偏和置信区间无效。在本文中,我们为CRT中的因果中介分析提出一个稳健的推断框架。我们利用结果和中介的参数贝叶斯模型以确保计算效率和可解释性。关键的是,为了量化不确定性,我们指定了一种新颖的相似性加权贝叶斯自助法(SWBB),其中包含群组之间的“距离”度量;这避免了对限制性参数假设的需求,并允许模型从“更近”的群组中借用更多信息。通过将观测数据模型与因果假设相结合,我们的方法即使在群组有限的情况下也能准确估计自然直接和间接效应。模拟研究表明,我们的方法在各种场景下实现了名义覆盖概率。我们通过评估肯尼亚一项CRT中的中介作用来展示我们方法的实际效用。

英文摘要

Cluster randomized trials (CRTs) are frequently used to evaluate interventions, yet conducting causal mediation analysis in these settings remains challenging, particularly when the mediator is measured at the cluster level and the number of clusters is small. Standard inference methods often rely on asymptotic assumptions that fail in finite-sample settings, leading to biased variance estimation and invalid confidence intervals. In this paper, we propose a robust inference framework for causal mediation analysis in CRTs. We utilize parametric Bayesian models for the outcome and mediator to ensure computational efficiency and interpretability. Crucially, to quantify uncertainty, we specify a novel similarity-weighted Bayesian bootstrap (SWBB) with a `distance' metric between clusters; this avoids the need for restrictive parametric assumptions and allows the model to borrow more information from `closer' clusters. By combining observed data models with causal assumptions, our approach accurately estimates natural direct and indirect effects even with limited clusters. Simulation studies demonstrate that our method achieves nominal coverage probability across diverse scenarios. We illustrate the practical utility of our approach by assessing mediation in a CRT in Kenya.

2606.13281 2026-06-12 stat.ME 新提交

Causal invariance in graphical models with latent variables

含潜变量图模型中的因果不变性

Marco Borriero, Monia Lupparelli, Giovanni M. Marchetti, Veronica Vinciotti

AI总结 本文研究含潜变量时因果不变性原理的适用条件,刻画了观测变量诱导图的结构,并给出了多变量高斯目标下检验不变性的充要条件。

详情
AI中文摘要

因果发现旨在从观测或干预数据中识别变量间的因果关系,通常用有向无环图(DAG)表示。因果不变性原理通过利用因果效应在不同实验设置下的稳定性,能够识别目标变量的因果父节点。然而,当某些父节点未被观测到时,观测变量上的诱导图可能不再是DAG,且可能不唯一,这使因果推断复杂化。针对潜父节点的相关配置,我们刻画了诱导图,并形式化了因果不变性得以保持以识别观测父节点的条件。对于多变量高斯目标,正式建立了检验此类不变性的必要和充分条件。

英文摘要

Causal discovery aims to identify causal relationships among variables from observational or interventional data, typically represented by a directed acyclic graph (DAG). The causal invariance principle enables the identification of the causal parents of target variables by exploiting the stability of causal effects across different experimental settings. When some parents are unobserved, however, the induced graph over the observed variables may no longer be a DAG, and it may not be unique, complicating causal inference. For relevant configurations of latent parents, we characterize the induced graph and formalize the conditions under which causal invariance is preserved for the identification of the observed parents. Necessary and sufficient conditions for testing such invariance are formally established for a multivariate Gaussian target.

2606.13242 2026-06-12 stat.ME stat.CO 新提交

Least Absolute Deviations Estimation for Sinusoidal Models

正弦模型的最小绝对偏差估计

Zehaan Naik, Debasis Kundu

AI总结 提出基于最小绝对偏差的正弦回归模型鲁棒参数估计方法,采用坐标下降算法(加权中位数更新振幅、周期图网格搜索优化频率),证明估计量的强一致性和渐近正态性,在合成数据和真实时间序列中展示对非高斯噪声的鲁棒性。

Comments 34 pages, 5 figures

详情
AI中文摘要

我们研究在最小绝对偏差(LAD)框架下正弦回归模型中的鲁棒参数估计。虽然经典方法主要依赖于最小二乘公式,但已知它们对重尾噪声和异常值敏感。我们将估计问题表述为直接最小化LAD目标,并提出一种简单、模块化的坐标下降算法,该算法利用目标的部分凸性:振幅参数通过加权中位数计算更新,从而比传统的单纯形优化方法带来实质性的计算改进,而频率参数则通过基于周期图的网格搜索和局部细化进行估计。我们在温和的正则条件下建立了所提估计量的强一致性和渐近正态性。实验上,我们在合成数据集和真实世界时间序列(包括莫纳罗亚大气CO2数据、航空旅客数据和英国驾驶员死亡数据)上展示了该方法的有效性,其中对非高斯噪声的鲁棒性至关重要。所提出的方法为正弦信号估计提供了一种简单、可解释且鲁棒的替代最小二乘方法的方案。

英文摘要

We study robust parameter estimation in sinusoidal regression models within a least absolute deviations (LAD) framework. While classical approaches rely predominantly on least-squares formulations, they are known to be sensitive to heavy-tailed noise and outliers. We formulate the estimation problem as direct minimization of the LAD objective and propose a simple, modular coordinate descent algorithm that exploits the partial convexity of the objective: amplitude parameters are updated via weighted median computations, leading to substantial computational improvements over traditional simplex-based optimization methods, while frequency parameters are estimated via a periodogram-inspired grid search with local refinement. We establish strong consistency and asymptotic normality of the proposed estimator under mild regularity conditions. Empirically, we demonstrate the method's effectiveness on both synthetic datasets and real-world time series, including the Mauna Loa atmospheric CO2 data, air passenger data, and UK drivers' deaths data, where robustness to non-Gaussian noise is essential. The proposed approach provides a simple, interpretable, and robust alternative to least-squares-based methods for sinusoidal signal estimation.

2606.13213 2026-06-12 stat.ME stat.ML 新提交

Calibrating simplified vine copulas with a noise contrastive estimation approach

使用噪声对比估计方法校准简化藤蔓连接函数

Michael Denis Kraus, David Huk, Claudia Czado

AI总结 针对简化藤蔓连接函数在条件依赖变化显著时可能误设的问题,提出基于观测特定校正因子的校准策略,利用噪声对比估计(NCE)进行局部调整,提高模型准确性。

Comments Preprint

详情
AI中文摘要

藤蔓连接函数提供了一个灵活的框架,仅使用二元构建块对复杂的多元依赖结构进行建模。它们的实际成功在很大程度上依赖于简化假设,该假设限制条件对连接函数独立于特定的条件值。虽然这一假设极大地促进了估计,但在条件依赖变化显著的应用中可能导致模型误设。我们提出了一种基于观测特定校正因子的简化藤蔓连接函数模型的新校准策略。这些因子使用噪声对比估计(NCE)推导,这是一种用于密度估计的监督学习技术,将问题重新定义为二元分类任务,并具有易于采样的噪声分布。将拟合的简化藤蔓连接函数视为噪声模型,NCE方法为单个观测提供校正的对数似然估计,从而局部地将简化藤蔓向底层数据生成依赖结构调整。模拟研究表明,所提出的校准提供了合理有效的调整,在简化假设被违反时提高了模型准确性,而在简化模型充分时保持中性。两个实际数据应用进一步说明了该方法的实际益处。结果凸显了基于NCE的校准作为增强简化藤蔓连接函数模型而不放弃其计算可处理性的有前途工具。

英文摘要

Vine copulas provide a flexible framework for modeling complex multivariate dependence structures using only bivariate building blocks. Their practical success relies heavily on the simplifying assumption, which restricts conditional pair copulas to be independent of the specific conditioning values. While this assumption greatly facilitates estimation, it may lead to model misspecification in applications with pronounced varying conditional dependence. We propose a novel calibration strategy for simplified vine copula models based on observation-specific correction factors. These factors are derived using noise contrastive estimation (NCE), a supervised learning technique for density estimation that reframes the problem as a binary classification task with an easily sampled noise distribution. Treating the fitted simplified vine copula as the noise model, the NCE approach yields corrected log-likelihood estimates for individual observations, thereby locally adjusting the simplified vine toward the underlying data-generating dependence structure. Simulation studies demonstrate that the proposed calibration provides sensible and effective adjustments, improving model accuracy when the simplifying assumption is violated while remaining neutral when the simplified model is adequate. Two real-data applications further illustrate the practical benefits of the method. The results highlight NCE-based calibration as a promising tool to enhance simplified vine copula models without abandoning their computational tractability.

2606.13094 2026-06-12 stat.AP 新提交

Efficient Estimation of A-basis and B-Basis Value under Epistemic Uncertainty using Importance Sampling and Control Variates

基于重要性采样和控制变量的认知不确定性下A基准和B基准值的高效估计

Elton Donfack-Siewe, Jérôme Morio, Sylvain Dubreuil, Jean-Philippe Navarro, Christian Fagiano

AI总结 针对航空航天认证中的保守分位数估计问题,提出一种利用重要性采样和控制变量在混合不确定性下高效估计A基准和B基准的方法,确保无偏一致估计并量化认知不确定性来源。

详情
AI中文摘要

在航空航天认证和其他安全关键领域,保守分位数估计(如A基准和B基准值)对于保证可靠性至关重要。虽然这些指标传统上来自实验活动,但本文关注使用经过验证的确定性数值模型进行估计。该问题在混合偶然-认知不确定性下提出,考虑了有限材料数据、有限采样效应和代理模型误差。我们提出了一种在混合不确定性下具有统计保证的保守设计分位数估计方法。所提出的方法利用重要性采样和控制变量,在固定计算预算内实现准确高效的估计。一个关键点是代理模型仅作为方差缩减工具,这保证了无偏且一致的分位数估计。通过明确整合所有不确定性来源,所提出的框架为估计A基准和B基准提供了一种数值替代方案。此外,Sobol敏感性指数无需额外成本即可获得,从而洞察主要的认知不确定性来源。结构模型上的数值实验证明了该方法的可靠性和计算效率。特别是,将其应用于大规模工业模拟证实了其适用于航空航天认证工作流程,并突显了其在实际工程环境中的相关性。

英文摘要

In aerospace certification and other safety-critical domains, conservative quantile estimation such as A- and B-basis values is essential to guarantee reliability. While these metrics are traditionally derived from experimental campaigns, this work focuses on their estimation using a validated deterministic numerical model. The problem is formulated under mixed aleatory-epistemic uncertainty, accounting for limited material data, finite sampling effects, and surrogate modeling errors. We propose a methodology for estimating conservative design quantiles with statistical guarantees under mixed uncertainties. The proposed method leverages importance sampling and control variates to achieve accurate and efficient estimates within a fixed computational budget. One key point is the surrogate model's role solely as a variance reduction device, which guarantees unbiased and consistent quantile estimation. By explicitly integrating all sources of uncertainty, the proposed framework provides a numerical alternative to estimate A-basis and B-Basis. Furthermore, Sobol-based sensitivity indices are obtained at no additional cost, offering insight into the dominant epistemic sources. Numerical experiments on structural models demonstrate the method's reliability and computational efficiency. In particular, the application to large-scale industrial simulations confirms its suitability for aerospace certification workflows and highlights its relevance for real world engineering environments.

2606.13025 2026-06-12 stat.ME 新提交

Diagnostics-guided variance-inflated Fay-Herriot estimation from non-probability samples

诊断引导的方差膨胀Fay-Herriot估计:基于非概率样本

Andrius Čiginas

AI总结 针对非概率样本的小域估计,提出诊断引导的方差膨胀Fay-Herriot估计,通过域诊断指标调整方差膨胀,在弱覆盖域中加强平滑,显著降低估计误差。

Comments 17 pages, 2 figures

详情
AI中文摘要

非概率数据源在小域估计中日益受到关注,但逆概率加权(IPW)给出模型依赖的域估计量,其可靠性在不同域间可能差异显著。标准Fay-Herriot(FH)平滑跨域借用强度,但它使用提供的区域级方差估计,仿佛它们完全描述了输入估计量的不确定性。当某些域覆盖弱、权重不稳定或辅助平衡差时,这可能产生误导,因为这些特征可能表明选择偏差风险,而仅凭估计方差无法捕捉。我们提出一种诊断引导的方差膨胀FH估计量,用于有限总体域总量。该方法从校准的IPW域估计量出发,通过一组域诊断总结其可靠性,并在FH观测方程中引入混合方差膨胀成分。诊断表明IPW信息较弱的域因此被更强烈地平滑到区域级回归均值。基于立陶宛商业企业的伪真实总体验证表明,与校准IPW相比,估计误差大幅降低。

英文摘要

Non-probability data sources are increasingly considered in small area estimation, but inverse probability weighting (IPW) gives model-dependent domain estimators whose reliability may vary substantially across domains. Standard Fay-Herriot (FH) smoothing borrows strength across domains, yet it uses the supplied area-level variance estimates as if they fully described the uncertainty of the input estimators. This can be misleading when some domains have weak coverage, unstable weights, or poor auxiliary balance, since these features may indicate selection-bias risk not captured by the estimated variance alone. We propose a diagnostics-guided variance-inflated FH estimator for finite-population domain totals. The method starts from calibrated IPW domain estimators, summarizes their reliability through a small set of domain diagnostics, and introduces a mixture variance-inflation component in the FH observation equation. Domains whose diagnostics indicate weaker IPW information are thereby smoothed more strongly toward the area-level regression mean. A truth-known validation based on a pseudo-real population of Lithuanian business enterprises shows a substantial reduction in estimation error relative to calibrated IPW.

2606.13019 2026-06-12 stat.AP 新提交

Stochastic Modeling of Composite Interfaces: Sensitivity to Spatial Correlation and Bayesian Identification from Standard Fracture Tests

复合材料界面的随机建模:对空间相关性的敏感性及基于标准断裂试验的贝叶斯识别

Elton Donfack-Siewe, Sylvain Dubreuil, Christian Fagiano, Jérôme Morio, Jean-Philippe Navarro

AI总结 提出随机有限元框架,通过空间相关随机场表征界面变异性,从标准断裂试验中利用近似贝叶斯计算提取关键参数,提升航空复合材料可靠性评估。

详情
AI中文摘要

为了在数值上处理复合材料结构中的不确定性,本文提出了一个随机有限元框架,旨在提高航空航天复合材料的可靠性评估,特别关注加强筋脱粘。通过用空间相关的随机场表示层压部件之间的界面变异性,该方法旨在考虑更高尺度的模拟和测试中的散射效应。对标准化模式I和模式II断裂试验进行的参数研究表明,相关长度是观察到的变异性的主要驱动因素,而协方差核的正则性只有边际影响。为了保证工业相关性,我们证明可以使用近似贝叶斯计算方法从实验断裂数据中提取这一关键参数。因此,所提出的方法为高保真虚拟测试以及在耐损伤复合材料机身设计中不确定性的预测管理提供了一条稳健的途径。

英文摘要

To enable a numerical handling of uncertainties in composite structures, this work presents a stochastic finite-element framework aimed at improving the reliability assessment of aerospace composites, with particular attention to stiffener debonding. By representing interface variability between laminate parts with spatially correlated random fields, the method aims at considering scattering effect at a higher scale of simulation and testing. A parametric study carried out on standardized Mode I and Mode II fracture tests reveals that the correlation length is the primary driver of observed variability, while the regularity of the covariance kernel has only a marginal impact. To guarantee industrial relevance, we demonstrate that this key parameter can be extracted from experimental fracture data using an Approximate Bayesian Computation approach. The proposed methodology therefore offers a robust route to high-fidelity virtual testing and to the predictive management of uncertainties in the design of damage-tolerant composite airframes.

2606.12889 2026-06-12 stat.AP 新提交

The Persistent Non-Response Bias in a Sample-Matched Poll for the 2024 U.S. Presidential Election

2024年美国总统选举中样本匹配民调的持续无应答偏差

Jay Chooi

AI总结 针对2024年美国总统选举民调偏差,利用数据缺陷相关性框架分析6万受访者数据,发现特朗普选民的无应答偏差持续存在,并提出基于历史数据缺陷相关性和投票率的预选举偏差校正估计器。

Comments Submitted to Journal of Survey Statistics and Methodology

详情
AI中文摘要

唐纳德·特朗普赢得了2024年美国总统选举,尽管民调预测民主党领先,这呼应了2016年的民调失误。利用数据缺陷相关性框架,我们重新审视了6万受访者的合作选举研究,发现即使在针对美国成年人口进行样本匹配后,特朗普选民的无应答偏差仍然存在,且量级相同(ρ=-0.0030,而2016年为-0.0045)。我们还发现,在调整投票率后,哈里斯选民存在正向应答偏差。与2016年的发现一致,民调误差随州人口规模扩大而增加,更大的样本导致与常规置信区间的更大偏离,最大州的样本有效规模减少超过99%。我们提出了一种基于历史数据缺陷相关性和投票率的预选举偏差校正估计器,仅使用先前选举数据即可将均方根误差从0.13降至0.05,与选举后加权(均方根误差0.09)相当。

英文摘要

Donald Trump won the 2024 US Presidential Election despite polls predicting a Democratic lead, echoing the polling miss in 2016. Using the data defect correlation framework, we revisit the 60,000-respondent Cooperative Election Study and find that non-response bias for Trump voters persists on the same order of magnitude ($ρ=-0.0030$ vs $-0.0045$ in 2016) even under sample-matching to the US adult population. We additionally find evidence of positive response bias for Harris voters after adjusting for turnout. Consistent with findings in 2016, polling errors scale with state population size, and larger samples produce greater departures from conventional confidence intervals, with reductions of effective sample size exceeding 99% in the largest states. We propose a pre-election bias correction estimator informed by historical data defect correlations and turnout rates that decreases RMSE from 0.13 to 0.05 using only prior election data, comparable to post-election weighting (RMSE 0.09).

2606.12884 2026-06-12 stat.ME eess.SP 新提交

Volterra--Wiener--Kunchenko Orthogonalization: From Wiener--Hermite to Distribution-Matched Volterra Bases

Volterra--Wiener--Kunchenko正交化:从Wiener--Hermite到分布匹配的Volterra基

Serhii Zabolotnii

AI总结 针对非高斯输入下Volterra辨识的病态问题,通过定向Gram-Schmidt正交化构造分布匹配的VWK基,并证明方差匹配高斯基下的自归一化对角估计器风险受偏度系数控制,实验表明VWK基条件数优于幂基。

Comments 20 pages, 1 figure; companion reproducibility archive with code, frozen results, and Lean 4 files

详情
AI中文摘要

有限记忆Volterra辨识的单项式参数化在非高斯输入下是病态的,而Wiener--Hermite展开仅对高斯白噪声输入消除病态。我们通过在$L^2(P)$中对单项式进行定向Gram--Schmidt正交化,构造了分布匹配的Volterra--Wiener--Kunchenko (VWK)基,并将其作为任意多项式混沌坐标系,用于从数据中进行有限记忆Volterra辨识,遵循Xiu和Karniadakis (2002)的广义多项式混沌以及Oladyshkin和Nowak (2012)的数据驱动任意多项式混沌。该基本身是经典的;贡献在于Volterra估计的解读。首先,一个二阶误指定惩罚定理表明,在方差匹配高斯基中,自归一化对角估计器的超额$L^2(P)$风险由偏度系数$\delta=\mu_3/\sigma^2$控制,对于对称输入恰好消失。其次,条件实验将总体匹配Gram是单位矩阵这一构造性事实与有限样本设计Gram区分开来:在$n=2000$时,中心指数经验VWK Gram的条件数远优于幂Gram,尽管它随阶数增加而退化。第三,一个机器检查的Lean 4证明建立了任意$N$的二项式$(N,p)$ Krawtchouk行。固定跨度上的全最小二乘是基不变的,因此VWK稳定了对角互相关和正则化坐标拟合,而非声称通用预测优越性。该分析基于矩、有限记忆,并限制为乘积输入分布。

英文摘要

The monomial parameterization of finite-memory Volterra identification is ill-conditioned under non-Gaussian input, and the Wiener--Hermite expansion removes this ill-conditioning only for Gaussian white-noise input. We construct the distribution-matched Volterra--Wiener--Kunchenko (VWK) basis by oriented Gram--Schmidt orthogonalization of monomials in $L^2(P)$ and use it as an arbitrary-polynomial-chaos coordinate system for finite-memory Volterra identification from data, following the generalized polynomial chaos of Xiu and Karniadakis (2002) and the data-driven arbitrary polynomial chaos of Oladyshkin and Nowak (2012). The basis itself is classical; the contribution is the Volterra-estimation reading. First, an order-2 misspecification-penalty theorem shows that a self-normalized diagonal estimator in the variance-matched Gaussian basis incurs an excess $L^2(P)$ risk governed by the skew coefficient $δ=μ_3/σ^2$, vanishing exactly for symmetric inputs. Second, conditioning experiments separate the constructional fact that the population matched Gram is the identity from the finite-sample design Gram: at $n=2000$, the centered-exponential empirical VWK Gram remains far better conditioned than the power Gram, although it degrades with degree. Third, a machine-checked Lean 4 proof establishes the Binomial$(N,p)$ Krawtchouk row for arbitrary $N$. Full least squares over a fixed span is basis-invariant, so VWK stabilizes diagonal cross-correlation and regularized coordinate fits rather than claiming universal prediction superiority. The analysis is moment-based, finite-memory, and restricted to product input laws.