Results 91 to 100 of about 3,765 (220)

Inequalities of Furuta and Mond–Pečarić on the Hadamard product

Journal of Inequalities and Applications, 2000
As a continuation of (J. Mičić, Y. Seo, S.-E. Takahasi and M. Tominaga, Inequalities of Furuta and Mond–Pečarić, Math. Ineq. Appl., 2 (1999), 83–111), we shall discuss complementary results to Jensen's type inequalities ...
Takahasi Sin-El, Mićić Jadranka, Pečarić Josip, Seo Yuki   +3 more
doaj  

AlignPCA‐2D: PCA‐reduced Euclidean vector alignment for 2D classification in cryo‐EM

Acta Crystallographica Section D, EarlyView.
We introduce AlignPCA‐2D, a PCA‐space Euclidean alignment method for rapid and interpretable 2D classification of cryo‐EM particle images. The approach preserves essential structural variability while greatly reducing computational cost, offering a lightweight alternative to existing large‐scale cryo‐EM classification pipelines.Cryogenic electron ...
E. Ramírez-Aportela, O. L. Zarrabeitia, Y. C. Fonseca, T. Ceska, S. Subramaniam, J. M. Carazo, C. O. S. Sorzano   +6 more
wiley   +1 more source

Quantum Circuits for Amplitude Reweighting

IEEE Access
We propose an amplitude reweighting framework that amplifies candidate states in proportion to the Hamming weight of their feature encodings, so that candidates satisfying more constraints receive proportionally larger amplitudes.
Jihyeok Kim, Deok-Kyu Jang, Whan-Hyuk Choi   +2 more
doaj   +1 more source

Classes of Meromorphic Functions Defined by the Hadamard Product

International Journal of Mathematics and Mathematical Sciences, 2010
The object of the present paper is to introduce new classes of meromorphic functions with varying argument of coefficients defined by means of the Hadamard product (or convolution).
J. Dziok
doaj   +1 more source

Bayesian inference for dynamic Q matrices and attribute trajectories in hidden Markov diagnostic classification models

British Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract Hidden Markov diagnostic classification models capture how students' cognitive attributes evolve over time. This paper introduces a Bayesian Markov chain Monte Carlo algorithm for diagnostic classification models that jointly estimates time‐varying Q matrices, latent attributes, item parameters, attribute class proportions and transition ...
Chen‐Wei Liu
wiley   +1 more source

PSHead: 3D Head Reconstruction from a Single Image with Diffusion Prior and Self‐Enhancement

Computer Graphics Forum, EarlyView.
We introduce PSHead, a coarse‐to‐fine framework guided by both object and face priors, to produce a Gaussian‐based 3D avatar for a single frontal‐view reference image. In the coarse stage, we create an initial 3D representation by applying diffusion models trained for general object generation, using Score Distillation Sampling losses over novel views.
Jing Yang, Tianhan Wu, Kyle Fogarty, Fangcheng Zhong, Cengiz Oztireli   +4 more
wiley   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

Multiple Chains Markov Switching Vector Autoregression

Journal of Time Series Analysis, EarlyView.
ABSTRACT Both the U.S. stock and bond returns exhibit distinct Markovian regimes. However, because these regimes display limited coherence, conventional models typically require highly parameterized systems to adequately capture their joint distribution.
Leopoldo Catania
wiley   +1 more source

Penalized Convex Estimation in Dynamic Location Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

Optimal Portfolio Choice With Cross‐Impact Propagators

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source