Results 81 to 90 of about 9,177 (234)

A Bayes factor framework for unified parameter estimation and hypothesis testing

open access: yesBritish Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract The Bayes factor, the data‐based updating factor of the prior to posterior odds of two hypotheses, is a natural measure of statistical evidence for one hypothesis over the other. We show how Bayes factors can also be used for parameter estimation.
Samuel Pawel
wiley   +1 more source

Existence and Uniqueness of Solutions to Abstract Discrete-Time Cauchy Problems in Vector-Valued Weighted Spaces

open access: yesAxioms
This article studies the abstract discrete-time Cauchy problem involving the Riemann–Liouville type difference operator. Sufficient conditions for the existence of unique solution to the semilinear Cauchy problem in Lebesgue and weighted Lebesgue vector ...
Jagan Mohan Jonnalagadda, Carlos Lizama
doaj   +1 more source

On the Cauchy problem for a degenerate parabolic differential equation

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 1998
The aim of this work is to prove the existence and the uniqueness of the solution of a degenerate parabolic equation. This is done using H. Tanabe and P.E. Sobolevsldi theory.
Ahmed El-Fiky
doaj   +1 more source

From tetrachoric to kappa: How to assess reliability on binary scales

open access: yesBritish Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract Reliability is crucial in psychometrics, reflecting the extent to which a measurement instrument can discriminate between individuals or items. While classical test theory and intraclass correlation coefficients are well‐established for quantitative scales, estimating reliability for binary outcomes presents unique challenges due to their ...
Sophie Vanbelle
wiley   +1 more source

Latent Poisson count models for action count data from technology‐enhanced assessments

open access: yesBritish Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract Recent advances in computerized assessments have enabled the use of innovative item formats (e.g., drag‐and‐drop, scenario‐based), necessitating a flexible model that can capture systematic influence of item types on action counts. In this study, we present a refinement scheme that can explicitly model common features of items and allows ...
Gregory Arbet, Hyeon‐Ah Kang
wiley   +1 more source

Real‐Time Conformal Maps and Parameterizations

open access: yesComputer Graphics Forum, EarlyView.
Abstract We present a simple algorithm to conformally map between two simple and bounded planar domains based on the concept of harmonic measure, which is a conformal invariant. With suitable preprocessing, the algorithm is fast enough to compute all possible conformal maps (having three real degrees of freedom) between the two domains in real time in
Q. Chang, C. Gotsman, K. Hormann
wiley   +1 more source

Wave Tracing: Generalizing The Path Integral To Wave Optics

open access: yesComputer Graphics Forum, EarlyView.
Abstract Modeling the wave nature of light and the propagation and diffraction of electromagnetic fields is crucial for the accurate simulation of many phenomena, yet wave simulations are significantly more computationally complex than classical ray‐based models.
Shlomi Steinberg, Matt Pharr
wiley   +1 more source

Fast Injective Mesh Parameterization via Beltrami Coefficient Prolongation

open access: yesComputer Graphics Forum, EarlyView.
Abstract We present a highly efficient and robust method for free boundary injective parameterization of disk‐like triangle meshes with low isometric distortion. Harmonic function–based approaches, grounded in a strong mathematical framework, are widely employed.
G. Fargion, O. Weber
wiley   +1 more source

Closed‐Form Optimal Investment Under Generalized GARCH Models

open access: yesEuropean Financial Management, EarlyView.
ABSTRACT This paper introduces a new class of stochastic volatility models for asset prices, the generalized Heston Nandi GARCH (GHN‐GARCH), with the primary objective of optimal dynamic asset allocation under expected utility theory for constant relative risk aversion investors. We study some of its theoretical properties, and demonstrate that the GHN‐
Marcos Escobar‐Anel   +2 more
wiley   +1 more source

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