Results 71 to 80 of about 514 (177)

Geometry‐Aware Alignment and Comparison of Hierarchical Morse Complexes with Applications

Computer Graphics Forum, EarlyView.
Abstract Scalar fields derived from 3D X‐ray CT scans of samples undergoing ex situ processes, such as thermal aging, chemical etching, or mechanical stress, pose unique challenges for characterizing similarities and differences across acquisitions. Typically, a sample A (source) is imaged, removed, and subjected to experimental conditions that alter ...
Aniketh Venkat, Attila Gyulassy, Peer‐Timo Bremer, Valerio Pascucci   +3 more
wiley   +1 more source

The Geometry of (p,q)-Harmonic Maps

Mathematics
This paper studies (p,q)-harmonic maps by unified geometric analytic methods. First, we deduce variation formulas of the (p,q)-energy functional. Second, we analyze weakly conformal and horizontally conformal (p,q)-harmonic maps and prove Liouville ...
Yan Wang, Kaige Jiang
doaj   +1 more source

A joint model of cost and churn for the insurance industry

Journal of Risk and Insurance, EarlyView.
Abstract In insurance markets, claim costs are highly variable, heavy‐tailed, and difficult to predict. At the same time, policyholder retention and lapse behavior (customer churn) are critical determinants of long‐term profitability and solvency. Most existing models in the literature treat claim costs and lapses as independent, overlooking potential ...
Yumo Dong, Edward W. (Jed) Frees, Fei Huang, Francis K. C. Hui, Harald J. van Heerde   +4 more
wiley   +1 more source

Degeneracy of Koszul Homological Series on Lie Algebroids: Production of All Affine Structures, Production of All Riemannian Foliations and Production of All Fedosov Structures

Mathematics
The framework of the research whose part of results are published in this work is the category of real vector bundles over finite dimensional differentiable manifolds. The objects of studies are gauge structures on these vector bundles. We are interested
Michel Nguiffo Boyom
doaj   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Robust Estimation and Inference for Time‐Varying Unconditional Volatility

Journal of Time Series Analysis, EarlyView.
ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee, Rickard Sandberg, Genaro Sucarrat   +2 more
wiley   +1 more source

Testing Distributional Granger Causality With Entropic Optimal Transport

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

SPECIAL RICCI–HESSIAN EQUATIONS ON KÄHLER MANIFOLDS

Journal of the Australian Mathematical Society
Abstract Special Ricci–Hessian equations on Kähler manifolds $(M,g)$ , as defined by Maschler [‘Special Kähler–Ricci potentials and Ricci solitons’,
ANDRZEJ DERDZINSKI, PAOLO PICCIONE
openaire   +2 more sources

Degenerate Hessian structures on radiant manifolds [PDF]

International Journal of Geometric Methods in Modern Physics, 2018
We present a rigorous mathematical treatment of Ruppeiner geometry, by considering degenerate Hessian metrics defined on radiant manifolds. A manifold [Formula: see text] is said to be radiant if it is endowed with a symmetric, flat connection and a global vector field [Formula: see text] whose covariant derivative is the identity mapping.
openaire   +3 more sources

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