Results 81 to 90 of about 827 (202)
Combining kernelised autoencoding and centroid prediction for dynamic multi‐objective optimisation
Abstract Evolutionary algorithms face significant challenges when dealing with dynamic multi‐objective optimisation because Pareto optimal solutions and/or Pareto optimal fronts change. The authors propose a unified paradigm, which combines the kernelised autoncoding evolutionary search and the centroid‐based prediction (denoted by KAEP), for solving ...
Zhanglu Hou +4 more
wiley +1 more source
On a Multiple Hilbert's Inequality with Parameters
By introducing multiparameters and conjugate exponents and using Hadamard's inequality and the way of real analysis, we estimate the weight coefficients and give a multiple more accurate Hilbert's inequality, which is an extension of some published ...
Huang Qiliang
doaj
Short note on Hilbert’s inequality
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
On Metric Choice in Dimension Reduction for Fréchet Regression
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
wiley +1 more source
Equivalent properties of a reverse half-discrete Hilbert’s inequality
By using the weight functions, the idea of introduced parameters and the Euler–Maclaurin summation formula, a reverse half-discrete Hilbert’s inequality with the homogeneous kernel and the reverse equivalent forms are given (for ...
Ai-zhen Wang, Bi-cheng Yang, Qiang Chen
doaj +1 more source
Change Point Analysis for Functional Data Using Empirical Characteristic Functionals
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth +2 more
wiley +1 more source
Adaptive Estimation for Weakly Dependent Functional Times Series
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro +2 more
wiley +1 more source
On a New Hilbert-Type Intergral Inequality with the Intergral in Whole Plane
By introducing some parameters and estimating the weight functions, we build a new Hilbert's inequality with the homogeneous kernel of 0 order and the integral in whole plane. The equivalent inequality and the reverse forms are considered.
Xie Zitian, Zeng Zheng
doaj
Density‐Valued ARMA Models by Spline Mixtures
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley +1 more source

