Results 71 to 80 of about 4,846 (159)

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

Multi-Material Droplet-Based Hydrogel Threads for Extrusion 3D Printing. [PDF]

Small Methods
This study introduces a novel approach to produce multi‐material threads for 3D printing by precisely arranging hydrogel droplets separated by lipid bilayers. By merging the precision of inkjet printing with the scalability of extrusion printing, this method prevents cross‐contamination, maintains material control, and enables intricate designs ...
Tillinger D, Armendarez NX, Najem JS.
europepmc   +2 more sources

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Perpetual Futures Pricing

Mathematical Finance, EarlyView.
ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer, Julien Hugonnier, Urban Jermann   +2 more
wiley   +1 more source

Capital in Motion: Synthesizing the Circulation and Reproduction in a Multi‐Sector Growth Model

Metroeconomica, EarlyView.
ABSTRACT This paper analyzes Capital in Motion (CIM) in a capitalist economy, based on Karl Marx's Capital, Volume 2. It examines the circuit of capital, distinguishing between stock and flow variables, and integrates a multi‐sector growth model that combines the circuit and turnover of capital with the reproduction scheme.
Takashi Satoh
wiley   +1 more source

Informed Dictionary‐Guided Monte Carlo Inversion for Robust and Reproducible Multidimensional MRI

Magnetic Resonance in Medicine, Volume 95, Issue 5, Page 2947-2962, May 2026.
ABSTRACT Purpose To develop a robust and efficient multidimensional MRI (MD‐MRI) data processing framework for accurately estimating joint frequency‐dependent diffusion‐relaxation distributions, while overcoming computational limitations and noise instability inherent to Monte Carlo (MC) inversion.
Joon Sik Park, Eppu Manninen, Yihong Yang, Dan Benjamini   +3 more
wiley   +1 more source

Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs

Communications on Pure and Applied Mathematics, Volume 79, Issue 4, Page 1012-1072, April 2026.
Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
wiley   +1 more source

What If Each Voxel Were Measured With a Different Diffusion Protocol?

Magnetic Resonance in Medicine, Volume 95, Issue 4, Page 2277-2290, April 2026.
ABSTRACT Purpose Expansion of diffusion MRI (dMRI) both into the realm of strong gradients and into accessible imaging with portable low‐field devices brings about the challenge of gradient nonlinearities. Spatial variations of the diffusion gradients make diffusion weightings and directions non‐uniform across the field of view, and deform perfect ...
Santiago Coelho, Gregory Lemberskiy, Ante Zhu, Hong‐Hsi Lee, Nastaren Abad, Thomas K. F. Foo, Els Fieremans, Dmitry S. Novikov   +7 more
wiley   +1 more source

Testing Hypotheses of Covariate Effects on Topics of Discourse

Statistical Analysis and Data Mining: An ASA Data Science Journal, Volume 19, Issue 2, April 2026.
ABSTRACT We introduce an approach to topic modeling with document‐level covariates that remains tractable in the face of large text corpora. This is achieved by de‐emphasizing the role of parameter estimation in an underlying probabilistic model, assuming instead that the data come from a fixed but unknown distribution whose statistical functionals are
Gabriel Phelan, David A. Campbell
wiley   +1 more source