Results 111 to 120 of about 24,633 (240)

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

Total positivity of sums, Hadamard products and Hadamard powers: Results and counterexamples

Linear Algebra and its Applications, 2017
We show that, for Hankel matrices, total nonnegativity (resp. total positivity) of order r is preserved by sum, Hadamard product, and Hadamard power with real exponent t \ge r-2. We give examples to show that our results are sharp relative to matrix size and structure (general, symmetric or Hankel).
Fallat, S, Johnson, CR, Sokal, AD
openaire   +4 more sources

Innovation, Licensing, and Competition: Evidence From Genetically Engineered Crops

The Journal of Industrial Economics, EarlyView.
ABSTRACT We provide a novel empirical analysis of the role of technology licensing, between competitors, for genetically engineered (GE) traits in the US seed industry. We extend the standard differentiated‐product Bertrand pricing model to include trait licensing, which permits us to recover marginal costs and (otherwise unobserved) royalty rates ...
GianCarlo Moschini, Edward D. Perry
wiley   +1 more source

White Manin product and Hadamard product

In this paper, we consider three types of operads: alternative, assosymmetric, and bicommutative. We prove that the Hadamard product of these operads with the Novikov operad coincides with their white Manin product. As an application, we identify a variety of algebras in which all algebras are special.
Kolesnikov, P. S., Sartayev, B. K.
openaire   +2 more sources

Gradual Changes in Functional Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of detecting gradual changes in the sequence of mean functions from a not necessarily stationary functional time series. Our approach is based on the maximum deviation (calculated over a given time interval) between a benchmark function and the mean functions at different time points.
Patrick Bastian, Holger Dette
wiley   +1 more source

On a new class of p-valent functions with negative coefficients defined by convolution

Le Matematiche, 2015
In this paper, we introduce a new class of analytic p-valent functions defined in the open unit disc by using convolution and obtain some results including coefficient inequality, distortion theorems, Hadamard products, radii of starlikeness and ...
M. K. Aouf, A. O. Mostafa, A. Y. Lashin, B. M. Munassar   +3 more
doaj  

Tensor Changepoint Detection and Eigenbootstrap

Journal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta, Barbora Peštová, Martin Romaňák   +2 more
wiley   +1 more source

Spectral radius inequalities for generalized Hadamard products of exponentiated nonnegative matrices

Journal of Inequalities and Applications
This paper develops new theoretical estimates for the spectral radius of a class of matrix operations formed through element-wise products and power operations. We present two innovative upper bounds that apply to products of powered nonnegative matrices.
Qin Zhong, Gufang Mou
doaj   +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

Capital in Motion: Synthesizing the Circulation and Reproduction in a Multi‐Sector Growth Model

Metroeconomica, EarlyView.
ABSTRACT This paper analyzes Capital in Motion (CIM) in a capitalist economy, based on Karl Marx's Capital, Volume 2. It examines the circuit of capital, distinguishing between stock and flow variables, and integrates a multi‐sector growth model that combines the circuit and turnover of capital with the reproduction scheme.
Takashi Satoh
wiley   +1 more source