Results 51 to 60 of about 11,536 (152)
An extension of Chebyshev's inequality and its connection with Jensen's inequality
The aim of this paper is to show that Jensen's Inequality and an extension of Chebyshev's Inequality complement one another, so that they both can be formulated in a pairing form, including a second inequality, that provides an estimate for the ...
Niculescu Constantinp P
doaj
Confidence Intervals for Price Discovery
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen +2 more
wiley +1 more source
Abstract This paper presents a two‐stage model for planning a renewable energy portfolio by balancing economic, social and environmental sustainability goals. The first stage addresses a multi‐objective problem where conflictive impacts generated by the energy portfolios should be optimised according to the corresponding economic, social or ...
Amelia Bilbao‐Terol +2 more
wiley +1 more source
Fourier Mass Lower Bounds for Batchelor‐Regime Passive Scalars
ABSTRACT Batchelor predicted that a passive scalar ψν$\psi ^\nu$ with diffusivity ν$\nu$, advected by a smooth fluid velocity, should typically have Fourier mass distributed as |ψ̂ν|2(k)≈|k|−d$|\widehat{\psi }^\nu |^2(k) \approx |k|^{-d}$ for |k|≪ν−1/2$|k| \ll \nu ^{-1/2}$.
William Cooperman, Keefer Rowan
wiley +1 more source
Stochastic Model Predictive Control with Discounted Probabilistic Constraints
This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint.
chow +5 more
core +1 more source
Personalized Differential Privacy for Ridge Regression Under Output Perturbation
ABSTRACT The increased application of machine learning (ML) in sensitive domains requires protecting the training data through privacy frameworks, such as differential privacy (DP). Traditional DP enforces a uniform privacy level ε$$ \varepsilon $$, which bounds the maximum privacy loss that each data point in the dataset is allowed to incur.
Krishna Acharya +3 more
wiley +1 more source
ABSTRACT Binary search trees (BSTs) are fundamental data structures whose performance is largely governed by tree height. We introduce a block model for constructing BSTs by embedding internal BSTs into the nodes of an external BST—a structure motivated by parallel data architectures—corresponding to composite permutations formed via Kronecker or ...
John Peca‐Medlin, Chenyang Zhong
wiley +1 more source
The Multivariate Covering Lemma and its Converse [PDF]
The multivariate covering lemma states that given a collection of $k$ codebooks, each of sufficiently large cardinality and independently generated according to one of the marginals of a joint distribution, one can always choose one codeword from each ...
Effros, Michelle +2 more
core +1 more source
On the equivalence of Clauser-Horne and Eberhard inequality based tests
Recently, the results of the first experimental test for entangled photons closing the detection loophole (also referred to as the fair sampling loophole) were published (Vienna, 2013).
Basieva, Irina +5 more
core +1 more source
Toward Genuine Efficiency and Cluster Robustness of Preconditioned CG‐Like Eigensolvers
ABSTRACT The locally optimal block preconditioned conjugate gradient (LOBPCG) method is a popular solver for large and sparse Hermitian eigenvalue problems. However, recently proposed alternatives for its single‐vector version LOPCG indicate certain problematic cases with less accurate preconditioners and clustered target eigenvalues.
Ming Zhou, Klaus Neymeyr
wiley +1 more source

