Results 161 to 170 of about 15,169 (314)

Cauchy’s Functional Equation [PDF]

, 2001
openaire   +1 more source

On the probabilistic Cauchy theory of the cubic nonlinear Schrödinger equation on $\mathbb R^d$, $d \geq 3$ [PDF]

, 2014
Árpád Bényi, Tadahiro Oh, Oana Pocovnicu   +2 more
openalex   +1 more source

A Tutorial on Conducting and Interpreting a Bayesian Independent T‐Test Using Open‐Source Software

Journal of Advanced Nursing, EarlyView.
ABSTRACT Aim To demonstrate a worked‐out example of a Bayesian independent t‐test using open‐source software, simulated data, a hypothetical nurse education intervention and a randomised controlled study design. This tutorial explains relevant Bayesian concepts and highlights literature that provides statistically principled justifications for ...
Helen Evelyn Malone, Imelda Coyne
wiley   +1 more source

Learning image derived PDE-phenotypes from fMRI data. [PDF]

Brain Inform
Bica I, Trang R, Hu R, Su W, Zhai Z, Zhang Q.   +5 more
europepmc   +1 more source

Vekua's Method for Solving the Equation ... and a Cauchy Problem for an Ultrahyperbolic Equation

, 1974
ÇELEBİ A. Okay
openalex   +2 more sources

Instability and non-uniqueness in the Cauchy problem for the Euler equations of an ideal incompressible fluid. Part I [PDF]

, 2018
Misha Vishik
openalex   +1 more source

A Mixture Transition Distribution Modeling for Higher‐Order Circular Markov Processes

Journal of Time Series Analysis, EarlyView.
ABSTRACT This study considers the stationary higher‐order Markov process for circular data by employing the mixture transition distribution modeling. The underlying circular transition distribution is based on Wehrly and Johnson's bivariate joint circular models.
Hiroaki Ogata, Takayuki Shiohama
wiley   +1 more source

A bound for relative magnetic helicity in terms of free magnetic energy. [PDF]

Discov Space
MacTaggart D.
europepmc   +1 more source

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

Tensor Changepoint Detection and Eigenbootstrap

Journal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta, Barbora Peštová, Martin Romaňák   +2 more
wiley   +1 more source