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A New Efficient Expression for the Conditional Expectation of the Blind Adaptive Deconvolution Problem Valid for the Entire Range ofSignal-to-Noise Ratio [PDF]
Entropy, 2019 In the literature, we can find several blind adaptive deconvolution algorithms based on closed-form approximated expressions for the conditional expectation (the expectation of the source input given the equalized or deconvolutional output), involving ...
Monika Pinchas
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On the worst conditional expectation
Journal of Mathematical Analysis and Applications, 2003 The paper deals with the characterization of coherent risk measures, framing the analysis within a unitary system for defined risks. In this order of ideas, continuous coherent risk measures on \(L^p\) are studied, in particular the law invariant ones. Special attention is paid to the worst conditional expectations, since, under opportune hypotheses on
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On Independence Neutrosophic Random Variables [PDF]
Neutrosophic Sets and Systems, 2021 In this article we study independence neutrosophic random variables and conditioned expectation, we prove that conditional variance is equal to neutrosophic conditional variance.
Carlos Granados, Jose Sanabria
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Dimension reduction with expectation of conditional difference measure
Statistical Theory and Related Fields, 2023 In this article, we introduce a flexible model-free approach to sufficient dimension reduction analysis using the expectation of conditional difference measure.
Wenhui Sheng, Qingcong Yuan
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Operational meanings of a generalized conditional expectation in quantum metrology [PDF]
Quantum, 2023 A unifying formalism of generalized conditional expectations (GCEs) for quantum mechanics has recently emerged, but its physical implications regarding the retrodiction of a quantum observable remain controversial.
Mankei Tsang
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Conditional Tail Expectation and Premium Calculation under Asymmetric Loss
Axioms, 2023 In this paper, we calculate premiums that are based on the Conditional Tail Expectation (CTE) and asymmetric loss functions to account for the risk of both underestimation and overestimation losses.
Enrique Calderín-Ojeda +2 more
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A simple closed-form formula for the conditional moments of the Ornstein-Uhlenbeck process [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2020 This paper derives a simple closed-form formula for the n th conditional moment of the Ornstein-Uhlenbeck (O-U) process, for any positive integer n. The system of recursive ordinary differential equations (ODEs) associated with the n th conditional ...
Kittisak Chumpong +2 more
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Further characterization based on conditional expectations: new and extended findings
Journal of Taibah University for Science, 2023 On the basis of conditional expectation of a random variable function, we present few characterization findings in this study. For a given function g, [Formula: see text], we present necessary and sufficient conditions for characterization results in ...
Ali. A. Al-Shomrani
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Computation of Conditional Expectations with Guarantees
Journal of Scientific Computing, 2023 AbstractTheoretically, the conditional expectation of a square-integrable random variable Y given a d-dimensional random vector X can be obtained by minimizing the mean squared distance between Y and f(X) over all Borel measurable functions $$f :\mathbb {R}^d \rightarrow \mathbb {R}$$ f :
Patrick Cheridito, Balint Gersey
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Mathematics, 2020 We jointly model amount of expenditure for outpatient visits and number of outpatient visits by considering both dependence and simultaneity by proposing a bivariate structural model that describes both variables, specified in terms of their conditional ...
Emilio Gómez-Déniz +1 more
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