Results 71 to 80 of about 25,191 (172)
Hierarchical Optimization of the As‐Rigid‐As‐Possible Energy
Abstract The As‐Rigid‐As‐Possible (ARAP) energy [SA07] has become a versatile ingredient in various geometry processing and machine learning methods. The classic method for its minimization is a block coordinate descent, alternating between local rotation estimation and a global linear solve, which converges slowly for large problem instances.
Hendrik Meyer, Bernd Bickel, Marc Alexa
wiley +1 more source
Abstract We introduce mixed super‐circles, a position‐curvature formulation of the original dynamic 2D super‐helix model. Compared to the latter, purely curvature‐based model – the so‐called chained formulation –, the mixed formulation that we propose here drastically reduces the algorithmic complexity of the solving scheme – from quadratic to quasi ...
Emile Hohnadel +2 more
wiley +1 more source
Abstract Eaton, Kortum, and Kramarz (2011) (EKK) discovered empirical patterns from French manufacturing firms that a baseline firm heterogeneity model could not explain. The authors proposed and estimated a model that closely matches the patterns observed in French data.
Jiatong Zhong
wiley +1 more source
Discharge‐Targeted Hydraulic Tomography to Quantify and Locate Aquifer Discharge
Abstract Quantifying and localizing groundwater discharge is inherently difficult. It requires knowledge about hydraulic conductivity and the hydraulic gradient on the scale of interest. Conventional hydraulic testing, such as pumping tests, may fail in the presence of heterogeneity and complex structural boundaries.
Konstantin Drach +2 more
wiley +1 more source
Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler +3 more
wiley +1 more source
ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar +4 more
wiley +1 more source
Robust Bernoulli Mixture Models for Credit Portfolio Risk
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
A geophysical investigation of the Roter Kamm impact crater, Namibia
Abstract The Roter Kamm impact crater is located in the southern Namib Desert. The crater has a diameter of 2.5 km and belongs to the category of simple, bowl‐shaped impact craters, with an elevated rim of fractured target rock. The crater's interior is completely buried beneath sediments, preventing extensive surface investigations of the bedrock ...
Hannah Nienhaus +6 more
wiley +1 more source
Repelled Point Processes With Application to Numerical Integration
ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat +3 more
wiley +1 more source

