Results 81 to 90 of about 12,779 (166)
Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source
Postquantum Br\`{e}gman relative entropies and nonlinear resource theories
, 2019 We introduce the family of postquantum Br\`{e}gman relative entropies, based on nonlinear embeddings into reflexive Banach spaces (with examples given by reflexive noncommutative Orlicz spaces over semi-finite W*-algebras, nonassociative L$_p$ spaces ...
Kostecki, Ryszard Paweł
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Nonparametric Cure Models Through Extreme‐Value Tail Estimation
Scandinavian Journal of Statistics, EarlyView.ABSTRACT In survival analysis, the estimation of the proportion of subjects who will never experience the event of interest, termed the cure rate, has received considerable attention recently. Its estimation can be a particularly difficult task when follow‐up is not sufficient, that is, when the censoring mechanism has a smaller support than the ...
Jan Beirlant +2 more
wiley +1 more source
On MAP Estimates and Source Conditions for Drift Identification in SDEs
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.ABSTRACT We consider the inverse problem of identifying the drift in an stochastic differential equation (SDE) from n$n$ observations of its solution at M+1$M+1$ distinct time points. We derive a corresponding maximum a posteriori (MAP) estimate, we prove differentiability properties as well as a so‐called tangential cone condition for the forward ...
Daniel Tenbrinck +3 more
wiley +1 more source
Water Resources Research, Volume 62, Issue 5, May 2026.Abstract Drought indices represent essential tools for monitoring and evaluating drought conditions and evolution. Univariate indices employ the Probability Integral Transform to map data onto the standard Gaussian domain. Extending such a Gaussian normalization procedure to multivariate settings requires the usage of the Kendall distribution function ...
Carlo De Michele +3 more
wiley +1 more source
Persisting Disadvantages: A Study of the Dynamics of Cumulative Deprivation
Review of Income and Wealth, Volume 72, Issue 2, May 2026.ABSTRACT Identifying populations at risk of deprivation is crucial for effective policy design. Yet, much existing research focuses on single aspects, such as income or material deprivation, and often abstracts from deprivation dynamics. This study addresses this gap by analyzing the dynamics and socio‐economic gradient of cumulative deprivation using ...
Santiago Budría +1 more
wiley +1 more source
Omnibus goodness‐of‐fit tests for univariate continuous distributions based on trigonometric moments
Statistica Neerlandica, Volume 80, Issue 2, May 2026.ABSTRACT We propose a new omnibus goodness‐of‐fit test based on trigonometric moments of probability‐integral‐transformed data. The test builds on the framework of the LK test introduced by Langholz and Kronmal [J. Amer. Statist. Assoc. 86 (1991), 1077–1084], but fully exploits the covariance structure of the associated trigonometric statistics.
Alain Desgagné, Frédéric Ouimet
wiley +1 more source
Visual Object Networks: Image Generation with Disentangled 3D Representation
, 2018 Recent progress in deep generative models has led to tremendous breakthroughs in image generation. However, while existing models can synthesize photorealistic images, they lack an understanding of our underlying 3D world.
Freeman, William T. +6 more
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Self‐Affine Scaling of Earth's Islands
Geophysical Research Letters, Volume 53, Issue 8, 28 April 2026.Abstract Earth's relief is approximately self‐affine, meaning a zoom‐in on a small region looks statistically similar to a large region upon rescaling. Fractional Brownian surfaces give an idealized self‐affine model of Earth's relief with one parameter, the Hurst exponent H $H$, characterizing the roughness of the surface.
Matthew Oline +4 more
wiley +1 more source
Modular curvature for toric noncommutative manifolds
, 2015 A general question behind this paper is to explore a good notion for intrinsic curvature in the framework of noncommutative geometry started by Alain Connes in the 80s.
Liu, Yang
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