Results 41 to 50 of about 10,711,710 (246)
Skellam shrinkage: Wavelet-based intensity estimation for inhomogeneous Poisson data
, 2009 The ubiquity of integrating detectors in imaging and other applications implies that a variety of real-world data are well modeled as Poisson random variables whose means are in turn proportional to an underlying vector-valued signal of interest. In this
Hirakawa, Keigo, Wolfe, Patrick J.
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The special atom space and Haar wavelets in higher dimensions
Demonstratio Mathematica, 2020 In this note, we will revisit the special atom space introduced in the early 1980s by Geraldo De Souza and Richard O’Neil. In their introductory work and in later additions, the space was mostly studied on the real line.
Kwessi Eddy +3 more
doaj +1 more source
Symbolic integration with respect to the Haar measure on the unitary group
, 2017 We present IntU package for Mathematica computer algebra system. The presented package performs a symbolic integration of polynomial functions over the unitary group with respect to unique normalized Haar measure.
Bernstein +10 more
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Haar multipliers meet Bellman functions
Revista Matemática Iberoamericana, 2009 Using Bellman function techniques, we obtain the optimal dependence of the operator norms in L^2(\mathbb{R}) of the Haar multipliers T_w^t on the corresponding
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Arthritis &Rheumatology, Accepted Article.Objective To evaluate the prognostic utility of circulating Interleukin‐18 (IL‐18) levels in predicting disease activity, macrophage activation syndrome (MAS), and disease course in Still's disease (SD) patients receiving first‐line IL‐1 inhibitors (IL‐1i).
Matteo Trevisan +8 more
wiley +1 more source
Autocorrelation of Random Matrix Polynomials
, 2003 We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N).
Conrey, J. B. +4 more
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Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
Journal of Forecasting, EarlyView.ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley +1 more source
Hua type integrals over unitary groups and over projective limits of unitary groups
, 2001 We discuss some natural maps from a unitary group U(n) to a smaller group U(n-m) (these maps are versions of the Livshic characteristic function). We calculate explicitly the direct images of the Haar measure under some maps.
Neretin, Yurii A.
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Navigating AI Convergence in Human–Artificial Intelligence Teams: A Signaling Theory Approach
Journal of Organizational Behavior, EarlyView.ABSTRACT Teams that combine human intelligence with artificial intelligence (AI) have become indispensable for solving complex tasks in various decision‐making contexts in modern organizations. However, the factors that contribute to AI convergence, where human team members align their decisions with those of their AI counterparts, still remain unclear.
Andria Smith +3 more
wiley +1 more source
General discrepancy estimates II: the Haar function system [PDF]
Acta Arithmetica, 1994 H. Niederreiter has developed a powerful technique to estimate the (extreme) discrepancy \[ D_ N ({\mathcal P}) : \sup_{J \in {\mathcal J}} \left | {A(J,N) \over N} - \lambda_ s (J) \right | \] of finite rational point sets \({\mathcal P} = (x_ n)^{N-1}_{n=0}\) in the \(s\)- dimensional unit cube \([0,1[^ s\). Here \({\mathcal J}\) denotes the class of
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