Results 131 to 140 of about 2,017,563 (356)
Average variance bounds for integer points on the sphere [PDF]
arXivConsider the integer points lying on the sphere of fixed radius projected onto the unit sphere. Duke showed that, on congruence conditions for the radius squared, these points equidistribute. To further this study of equidistribution, we consider the variance of the number of points in a spherical cap.
arxiv
Understanding the Curse of Horizon in Off-Policy Evaluation via Conditional Importance Sampling [PDF]
arXiv, 2019 Off-policy policy estimators that use importance sampling (IS) can suffer from high variance in long-horizon domains, and there has been particular excitement over new IS methods that leverage the structure of Markov decision processes. We analyze the variance of the most popular approaches through the viewpoint of conditional Monte Carlo. Surprisingly,
arxiv
Semi-Parametric Modelling of Correlation Dynamics [PDF]
In this paper we develop a new semi-parametric model for conditionalcorrelations, which combines parametric univariate GARCH-type specificationsfor the individual conditional volatilities with nonparametric kernelregression for the conditional ...
Dijk, D.J.C. van +2 more
core +1 more source
The genetic variance for multiple linked quantitative trait loci conditional on marker information in a crossed population [PDF]
, 2002 Hisashi Matsuda, Hiroaki Iwaisaki
openalex +1 more source
Advanced Science, EarlyView.Takeda G protein‐coupled receptor 5 (TGR5) serves as a central regulator in the metabolic dysfunction‐associated steatotic liver disease (MASLD)/metabolic dysfunction‐associated steatohepatitis (MASH) transition via conjugated lithocholic acid (LCA). Mechanistically, TGR5 orchestrates lipotoxicity‐induced cell death through its interaction with CD36 ...
Senlin Lian +10 more
wiley +1 more source
The Dynamics of the Short-Term Interest Rate in the UK [PDF]
We estimate and test different continuous-time short-rate models for the UK. The preferred model encompasses both the “level effect” of Chan, Karolyi, Longstaff and Sanders (1992a) and the conditional heteroskedasticity effect of GARCH type models.
Alejandro Bernales +2 more
core
, 2014 The discrete-time mean-variance portfolio selection formulation, a representative of general dynamic mean-risk portfolio selection problems, does not satisfy time consistency in efficiency (TCIE) in general, i.e., a truncated pre-committed efficient ...
Cui, Xiangyu, Li, Duan, Li, Xun
core +1 more source
Selecting From Amongst Non–Nested Conditional Variance Models: Information Criteria and Portfolio Determination [PDF]
, 2002 Chris Brooks, Simon P. Burke
openalex +1 more source
Advanced Science, EarlyView.MetaTF is a new computational framework that uses single‐cell RNA sequencing (scRNA‐seq) data to infer transcription factor activity with the aim to help in deciphering cells identity starting from a heterogeneous population, and apply it to characterize mouse hematopoietic stem cells and breast cancer epithelial cells, thus identifying a novel subset ...
Yongfei Hu +15 more
wiley +1 more source
A conservation law for posterior predictive variance [PDF]
arXivWe use the law of total variance to generate multiple expressions for the posterior predictive variance in Bayesian hierarchical models. These expressions are sums of terms involving conditional expectations and conditional variances. Since the posterior predictive variance is fixed given the hierarchical model, it represents a constant quantity that ...
arxiv