Results 241 to 250 of about 416,861 (348)

Model Bias Identification for Bayesian Calibration of Stochastic Digital Twins of Bridges

Applied Stochastic Models in Business and Industry, EarlyView.
ABSTRACT Simulation‐based digital twins must provide accurate, robust, and reliable digital representations of their physical counterparts. Therefore, quantifying the uncertainty in their predictions plays a key role in making better‐informed decisions that impact the actual system.
Daniel Andrés Arcones, Martin Weiser, Phaedon‐Stelios Koutsourelakis, Jörg F. Unger   +3 more
wiley   +1 more source

Deep neural networks and stochastic methods for cognitive modeling of rat behavioral dynamics in T -mazes. [PDF]

Cogn Neurodyn
Turab A, Nescolarde-Selva JA, Ullah F, Montoyo A, Alfiniyah C, Sintunavarat W, Rizk D, Zaidi SA.   +7 more
europepmc   +1 more source

Fixed point theorems for nonexpansive mappings [PDF]

, 1972
Kok Keong Tan
openalex   +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, EarlyView.
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

On Isolated Singularities and Generic Regularity of Min-Max CMC Hypersurfaces. [PDF]

J Geom Anal
Bellettini C, Marshall-Stevens K.
europepmc   +1 more source

Fixed Point Theorems for Mappings with a Contractive Iterate at a Point [PDF]

, 1977
Janusz Matkowski
openalex   +1 more source

Simulated Exact Confidence Intervals: With Applications to Censored Exponential Reliability Data

Applied Stochastic Models in Business and Industry, EarlyView.
ABSTRACT A method for constructing exact simulated confidence intervals is presented, valid for situations with both discrete and continuous observations. The idea of the method is to invert a data generating function, which needs not be monotone, and where special attention is taken when the data generating function contains jumps.
Bo Henry Lindqvist, Gunnar Taraldsen
wiley   +1 more source

A Generalization of Cardy's and Schramm's Formulae. [PDF]

Commun Math Phys
Khristoforov M, Skopenkov M, Smirnov S.
europepmc   +1 more source

A fixed point theorem for plane continua [PDF]

, 1971
Charles L. Hagopian
openalex   +1 more source

Is (Independent) Subordination Relevant in Equity Derivatives?

Applied Stochastic Models in Business and Industry, EarlyView.
ABSTRACT Monroe (1978) demonstrates that any local semimartingale can be represented as a time‐changed Brownian Motion (BM). A natural question arises: does this representation theorem hold when the BM and the time‐change are independent? We prove that a local semimartingale is not equivalent to a BM with a time‐change that is independent from the BM ...
Michele Azzone, Roberto Baviera
wiley   +1 more source