Results 41 to 50 of about 1,445 (171)
A probabilistic diagnostic for Laplace approximations: Introduction and experimentation
Canadian Journal of Statistics, Volume 53, Issue 4, December 2025.Abstract Many models require integrals of high‐dimensional functions: for instance, to obtain marginal likelihoods. Such integrals may be intractable, or too expensive to compute numerically. Instead, we can use the Laplace approximation (LA). The LA is exact if the function is proportional to a normal density; its effectiveness therefore depends on ...
Shaun McDonald, Dave Campbell
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Cubature formulae and orthogonal polynomials
Journal of Computational and Applied Mathematics, 2001 The authors investigate questions regarding the connections between orthogonal polynomials and cubature formulae raised by \textit{J. Radon} in [Monatsh. Math. 52, 286-300 (1948; Zbl 0031.31504)]. They formulate their results in terms of modern notations with particular attention to the multivariable case.
Cools, R. +2 more
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Energy Science &Engineering, Volume 13, Issue 9, Page 4371-4386, September 2025.Develops a joint SOH‐RUL estimation model suitable for LIBs. This method leverages the PatchTST model and novel dynamic weighted kernel MSE (DWKMSE) loss function, employing transfer learning techniques to estimate SOH and RUL across different batteries. ABSTRACT This study proposes a transfer learning estimation method based on dynamic weighted kernel
Kaiyi Zhang, Xingzhu Wang
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Putatively Optimal Projective Spherical Designs With Little Apparent Symmetry
Journal of Combinatorial Designs, Volume 33, Issue 6, Page 222-234, June 2025.ABSTRACT We give some new explicit examples of putatively optimal projective spherical designs, that is, ones for which there is numerical evidence that they are of minimal size. These form continuous families, and so have little apparent symmetry in general, which requires the introduction of new techniques for their construction.
Alex Elzenaar, Shayne Waldron
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Calculating the Greeks by cubature formulae
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2005 We provide cubature formulae for the calculation of derivatives of expected values in the spirit of Terry Lyons and Nicolas Victoir. In financial mathematics derivatives of option prices with respect to initial values, so called Greeks, are of particular importance as hedging parameters.
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Bivariate Lagrange interpolation at the Padua points: the ideal theory approach
, 2006 Padua points is a family of points on the square $[-1,1]^2$ given by explicit formulas that admits unique Lagrange interpolation by bivariate polynomials.
Bos, Len +3 more
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Applied Stochastic Models in Business and Industry, Volume 41, Issue 3, May/June 2025.ABSTRACT Numerical models are essential for comprehending intricate physical phenomena in different domains. To handle their complexity, sensitivity analysis, particularly screening is crucial for identifying influential input parameters. Kernel‐based methods, such as the Hilbert‐Schmidt Independence Criterion (HSIC), are valuable for analyzing ...
Guerlain Lambert +2 more
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Maximal point‐polyserial correlation for non‐normal random distributions
British Journal of Mathematical and Statistical Psychology, Volume 78, Issue 1, Page 341-377, February 2025.Abstract We consider the problem of determining the maximum value of the point‐polyserial correlation between a random variable with an assigned continuous distribution and an ordinal random variable with k$$ k $$ categories, which are assigned the first k$$ k $$ natural values 1,2,…,k$$ 1,2,\dots, k $$, and arbitrary probabilities pi$$ {p}_i $$.
Alessandro Barbiero
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Cubature formulae for the Gaussian weight. Some old and new rules. [PDF]
, 2020 R. Orive +2 more
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l1‐ATSXKF‐based state and bias estimation for non‐linear systems with non‐Gaussian process noise
IET Control Theory &Applications, Volume 19, Issue 1, January/December 2025.To solve the problem of state and bias estimation for the nonlinear system with non‐Gaussian noise terms, combining the l1 norm and adaptive factors, a series of exogenous Kalman filters (XKF) based state and bias estimation algorithms are proposed. The simulation results show that the proposed algorithms can reduce the influence of the non‐Gaussian ...
Boyu Yang, Xueqin Chen, Fan Wu, Ming Liu
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