Frequentist and likelihood based methods of inference encounter several difficulties with the multivariate skew-normal model. In spite of the popularity of this class of densities, there are no broadly satisfactory solutions for estimation and testing problems. In this paper we propose a general population Monte Carlo algorithm which exploits the stochastic representation of the skew-normal ran...

The filtering problem, or dynamic data assimilation problem, is studied for linear and nonlinear systems with continuous state space and over discrete time steps. The paper presents filtering approaches based on the conjugate closed skew normal probability density. This distribution allows additional flexibility over the usual Gaussian approximations. With linear dynamic systems, the filtering ...

This paper is a case study of a general method for designing generators of repeatable non-Poisson sequences of pseudorandom pulses. A class of normal distributions and some classes of skew distributions are derived. Block diagrams and design guides are given. The study is based both on analytical and simulation approaches. Applications of the proposed system may be found in the field of hardwar...

Let $S(G^{sigma})$ be the skew-adjacency matrix of the oriented graph $G^{sigma}$, which is obtained from a simple undirected graph $G$ by assigning an orientation $sigma$ to each of its edges. The skew energy of an oriented graph $G^{sigma}$ is defined as the sum of absolute values of all eigenvalues of $S(G^{sigma})$. Two oriented graphs are said to be skew equienergetic iftheir skew energies...

We offer a systematic study of Krylov subspace methods for solving skew-symmetric linear systems. For the method of conjugate gradients we derive a backward stable block decomposition of skew-symmetric tridiagonal matrices and set search directions that satisfy a special relationship, which we call skew-A-conjugacy. Imposing Galerkin conditions, the resulting scheme is equivalent to the CGNE al...

This paper formulates tracer stirring arising from the Gent–McWilliams (GM) eddy-induced transport in terms of a skew-diffusive flux. A skew-diffusive tracer flux is directed normal to the tracer gradient, which is in contrast to a diffusive tracer flux directed down the tracer gradient. Analysis of the GM skew flux provides an understanding of the physical mechanisms prescribed by GM stirring,...