Results 91 to 100 of about 1,101,519 (253)
On some properties of k-circulant matrices with the generalized Pell-Padovan numbers
Journal of Innovative Applied Mathematics and Computational SciencesIn this paper, we investigate the properties of the $k$-circulant matrix generated by the generalized Pell--Padovan numbers. We derive explicit formulas for the sum of entries, the maximum column sum norm ($\Vert \cdot \Vert _{1}$), the maximum row sum ...
Yüksel Soykan, Erkan Taşdemir
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STABILITY, COHOMOLOGY VANISHING, AND NONAPPROXIMABLE GROUPS
Forum of Mathematics, Sigma, 2020 Several well-known open questions (such as: are all groups sofic/hyperlinear?) have a common form: can all groups be approximated by asymptotic homomorphisms into the symmetric groups $\text{Sym}(n)$ (in the sofic case) or the finite-dimensional unitary ...
MARCUS DE CHIFFRE +3 more
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On Metric Choice in Dimension Reduction for Fréchet Regression
International Statistical Review, EarlyView.Summary Fréchet regression is becoming a mainstay in modern data analysis for analysing non‐traditional data types belonging to general metric spaces. This novel regression method is especially useful in the analysis of complex health data such as continuous monitoring and imaging data.
Abdul‐Nasah Soale +3 more
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Norms and Spread of the Fibonacci and Lucas RSFMLR Circulant Matrices
Abstract and Applied Analysis, 2015 Circulant type matrices have played an important role in networks engineering. In this paper, firstly, some bounds for the norms and spread of Fibonacci row skew first-minus-last right (RSFMLR) circulant matrices and Lucas row skew first-minus-last right
Wenai Xu, Zhaolin Jiang
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A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Unconditional Variance Estimation Under Complex Surveys
International Statistical Review, EarlyView.Summary The unconditional framework treats the samples and the variables of interest as random variables. This is particularly suitable with analytic inference, when modelling survey data. We show that variance estimation does not involve finite population corrections and joint‐inclusion probabilities, even with large sampling fractions and under ...
Yves G. Berger
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On Weighted Low-Rank Approximation [PDF]
, 2013 Our main interest is the low-rank approximation of a matrix in R^m.n under a weighted Frobenius norm. This norm associates a weight to each of the (m x n) matrix entries. We conjecture that the number of approximations is at most min(m, n).
Rey, William
core
A spectral analysis extension to DEMATEL for strategic leverage points identification
International Transactions in Operational Research, EarlyView.Abstract Efforts to intervene in complex systems often emphasize influential factors, yet system behavior is equally shaped by the relationships among them. Methods such as Decision‐Making Trial and Evaluation Laboratory (DEMATEL) map causal structures but remain descriptive and do not identify which relationships provide the greatest leverage for ...
Pavlos Delias, Kerasia Kalkitsa
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Journal of Microscopy, EarlyView.Abstract Grain identification in polycrystalline nanoparticles, for example, determining which crystal phases are present at each spatial location, is fundamental to materials characterisation. This is particularly challenging when grains overlap extensively, as commonly occurs in four‐dimensional scanning transmission electron microscopy (4D‐STEM ...
Wei Liu +5 more
wiley +1 more source
On Selection of Cross‐Section Averages in Non‐Stationary Environments
Journal of Time Series Analysis, EarlyView.ABSTRACT Information criteria (ICs) have been widely used in factor models to estimate an unknown number of latent factors. It has recently been shown that ICs perform well in Common Correlated Effects (CCE) and related settings when selecting a set of cross‐section averages (CAs) sufficient for the factor space under stationary factors.
Jan Ditzen, Ovidijus Stauskas
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