The Markov moment problem is to characterize sequences s0, s1, s2, . . . admitting the representation sn = ∫ 1 0 x f (x) dx, where f (x) is a probability density on [0, 1] and 0 ≤ f (x) ≤ c for almost all x. There are well-known characterizations through complex systems of non-linear inequalities on {sn}. Necessary and sufficient linear conditions are the following: s0 = 1, and 0 ≤ (−1)n−j ( n ...

We show how to compute lower bounds for the maximum possible Bayes error if the class-conditional distributions must satisfy moment constraints. Our approach makes use of Curto and Fialkow’s solutions for the truncated moment problem. We also give an upper bound that follows from related work by Lanckreit et al., Bertsimas and Popescu, and Marshall and Olkin. Index Terms Bayes error, maximum en...

In this chapter we study GMM estimation of linear panel data models. Several different types of models are considered, including the linear regression model with strictly or weakly exogenous regressors, the simultaneous regression model, and a dynamic linear model containing a lagged dependent variable as a regressor. In each case, different assumptions about the exogeneity of the explanatory v...

We consider the problem of finding the unconstrained global minimum of a realvalued polynomial p(x) : Rn → R, as well as the global minimum of p(x), in a compact set K defined by polynomial inequalities. It is shown that this problem reduces to solving an (often finite) sequence of convex linear matrix inequality (LMI) problems. A notion of Karush–Kuhn–Tucker polynomials is introduced in a glob...

The discrete moment problem DMP has been formulated as a methodology to nd the minimum and or maximum of a linear functional acting on an unknown probability distribution the support of which is a known discrete usually nite set where some of the moments are known The moments may be binomial power or of more general type The multivariate discrete moment problem MDMP has been initiated by the se...

In this study we tried to consider effect of vertical component of  near zone earthquake (10 to 15 km far from fault) such as Kobe 1995, Northridge 1994, Loma prieta 1989 and Chichi 1999 on a concrete cable bridge by a 320m span in the middle which was built on different type of soils. The SAP software (version14) was selected because I should have done linear and non-linear time history anal...

We consider the problem of identifying unknown inclusions inside an elastic body by means of traction–displacement relations measured on the boundary. Based on the asymptotic formula of Ammari et al (2003 J. Elast. at press), we propose an algorithm to reconstruct unknown inclusions. The algorithm of this paper detects the location and the elastic moment tensors (elastic Pólya–Szegö tensors) of...

We introduce a new method, moment reconstruction, of correcting for measurement error in covariates in regression models. The central idea is similar to regression calibration in that the values of the covariates that are measured with error are replaced by "adjusted" values. In regression calibration the adjusted value is the expectation of the true value conditional on the measured value. In ...

Muscle series elasticity and its contribution to eccentric moment generation was examined in humans. While subjects [male, n = 30; age 26.3 +/- 4.8 (SD) yr; body mass 78.8 +/- 13.1 kg] performed an isometric contraction of the knee extensors at 60 degrees of knee flexion, a quick stretch was imposed with a 12 degrees -step displacement at 100 degrees /s. The test was performed at 10 isometric a...

Given a Markov process we are interested in the numerical computation of the moments of the exit time from a bounded domain. We use a moment approach which, together with appropriate semidefinite positivity moment conditions, yields a sequence of semidefinite programs (or SDP relaxations), depending on the number of moments considered, that provide a sequence of nonincreasing (resp. nondecreasi...