Results 51 to 60 of about 134,664 (159)

A Novel Weighted Unscented Kalman Filter for Dynamic Load Identification

Structural Control and Health Monitoring, Volume 2026, Issue 1, 2026.
To address the limitations of traditional unscented Kalman filter (UKF)‐based algorithms—which typically require either additional displacement measurements or iterative optimization for load identification—this study proposes a fast and convenient load excitation identification algorithm.
Yanzhe Zhang, Bowen Zheng, Xiaoming Sun, Lina Guo, Yoshiki Ikeda   +4 more
wiley   +1 more source

Cubature on Wiener space in infinite dimension

, 2008
We prove a stochastic Taylor expansion for SPDEs and apply this result to obtain cubature methods, i. e. high order weak approximation schemes for SPDEs, in the spirit of T. Lyons and N. Victoir.
Cont R, Da Prato G, Kloeden P.E, Peszat S   +3 more
core   +1 more source

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
wiley   +1 more source

Digital net properties of a polynomial analogue of Frolov's construction

, 2018
Frolov's cubature formula on the unit hypercube has been considered important since it attains an optimal rate of convergence for various function spaces.
Dick, Josef, Pillichshammer, Friedrich, Suzuki, Kosuke, Ullrich, Mario, Yoshiki, Takehito   +4 more
core   +1 more source

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.
openaire   +2 more sources

Joint Estimation of Lithium‐Ion Battery Health Status and Remaining Service Life by Transfer Learning Based on PatchTST and Dynamic Weighted MSE Loss Function

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
wiley   +1 more source

The role of Frolov's cubature formula for functions with bounded mixed derivative

, 2016
We prove upper bounds on the order of convergence of Frolov's cubature formula for numerical integration in function spaces of dominating mixed smoothness on the unit cube with homogeneous boundary condition.
Ullrich, Mario, Ullrich, Tino
core   +1 more source

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
wiley   +1 more source

Quantization‐Based Latin Hypercube Sampling for Dependent Inputs With an Application to Sensitivity Analysis of Environmental Models

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, Céline Helbert, Claire Lauvernet   +2 more
wiley   +1 more source

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
wiley   +1 more source