Results 51 to 60 of about 15,280 (155)
ABSTRACT We consider the problem of sequential (online) estimation of a single change point in a piecewise linear regression model under a Gaussian setup. We demonstrate that certain CUSUM‐type statistics attain the minimax optimal rates for localizing the change point.
Annika Hüselitz, Housen Li, Axel Munk
wiley +1 more source
Path-dependent Hamilton-Jacobi equations in infinite dimensions
We propose notions of minimax and viscosity solutions for a class of fully nonlinear path-dependent PDEs with nonlinear, monotone, and coercive operators on Hilbert space.
Bayraktar, Erhan, Keller, Christian
core
Worst-case estimation and asymptotic theory for models with unobservables [PDF]
This paper proposes a worst-case approach for estimating econometric models containing unobservable variables. Worst-case estimators are robust against the adverse effects of unobservables.
Esteban-Bravo, Mercedes +1 more
core +1 more source
Penalized Estimation in Finite Mixtures of Multivariate Regression Models via the EM‐PGM Algorithm
ABSTRACT In many areas of medical and life sciences research, multiple diagnostic criteria and phenotypic outcomes are assessed simultaneously to characterize diseases and biological traits. These multivariate outcomes are often associated with high‐dimensional covariates and subject to underlying population heterogeneity, presenting challenges for ...
Heeyeon Kang, Sunyoung Shin
wiley +1 more source
ABSTRACT This paper proposes a game‐theoretic optimisation framework for designing attack and defence strategies in hybrid AC/DC cyber‐physical power systems (CPPS). The proposed framework employs a three‐layer planning hierarchy. The upper layer introduces a novel target importance index combining complex network theory and power flow entropy.
Kaishun Xiahou +5 more
wiley +1 more source
Financial Time Series Uncertainty: A Review of Probabilistic AI Applications
ABSTRACT Probabilistic machine learning models offer a distinct advantage over traditional deterministic approaches by quantifying both epistemic uncertainty (stemming from limited data or model knowledge) and aleatoric uncertainty (due to inherent randomness in the data), along with full distributional forecasts.
Sivert Eggen +4 more
wiley +1 more source
Generative Models for Crystalline Materials
Generative machine learning models are increasingly used in crystalline materials design. This review outlines major generative approaches and assesses their strengths and limitations. It also examines how generative models can be adapted to practical applications, discusses key experimental considerations for evaluating generated structures, and ...
Houssam Metni +15 more
wiley +1 more source
Some continuation properties via minimax arguments
This note is devotes to some remarks regarding the use of variational methods, of minimax type, to establish continuity type ...
Jeanjean, Louis
core +3 more sources
Complete contingency planners [PDF]
A framework is proposed for the investigation of planning systems that must deal with bounded uncertainty. A definition of this new class of contingency planners is given. A general, complete contingency planning algorithm is described.
Kibler, Dennis, Schwamb, Karl
core +1 more source
Ground state solution of a nonlocal boundary-value problem
In this paper, we apply the method of the Nehari manifold to study the Kirchhoff type equation \begin{equation*} -\Big(a+b\int_\Omega|\nabla u|^2dx\Big)\Delta u=f(x,u) \end{equation*} submitted to Dirichlet boundary conditions.
Batkam, Cyril Joel
core +1 more source

