Results 161 to 170 of about 3,908,270 (279)

A Double‐Blind Randomised Controlled Crossover Trial of the Effect of Blue‐Enriched Ambient Light on Sleep in Older Adults With Sleep Disturbance: The CleverLights Study

Journal of Sleep Research, EarlyView.
ABSTRACT Light interventions have been investigated for treating sleep disturbances in older adults; however, findings are mixed. This proof‐of‐concept trial investigated the effect of blue‐enriched ambient light on electroencephalographic (EEG) sleep in older adults with self‐reported poor sleep.
Teha B. Pun, Craig L. Phillips, Nathaniel S. Marshall, Matthew Rahimi, Rick Wassing, Maria Comas, Angela L. D'Rozario, Camilla M. Hoyos, Delwyn J. Bartlett, Wenye Hu, Sharon L. Naismith, Sean Cain, Svetlana Postnova, Ronald R. Grunstein, Christopher J. Gordon   +14 more
wiley   +1 more source

Observation of slow relaxation due to Hilbert space fragmentation in strongly interacting Bose-Hubbard chains. [PDF]

Sci Adv
Honda K, Takasu Y, Goto S, Kazuta H, Kunimi M, Danshita I, Takahashi Y.   +6 more
europepmc   +1 more source

Hájek-Rényi inequality for m-asymptotically almost negatively associated random vectors in Hilbert space and applications. [PDF]

J Inequal Appl, 2018
Ko MH.
europepmc   +1 more source

Nonparametric Inference of Conditional Expectile Functions in Large‐Scale Time Series Data With Improved Efficiency

Journal of Time Series Analysis, EarlyView.
ABSTRACT Expectile is a coherent and elicitable law‐invariant risk measure widely applied in risk management. Existing methods based on iteratively reweighted least squares (IWLS) are not computationally efficient for large‐scale sample sizes. To overcome the issue, we develop a direct nonparametric conditional expectile function estimator by inverting
Feipeng Zhang, Ping‐Shou Zhong
wiley   +1 more source

Hilbert Space Delocalization under Random Unitary Circuits. [PDF]

Entropy (Basel)
Turkeshi X, Sierant P.
europepmc   +1 more source

Optimal Penalized Function-on-Function Regression under a Reproducing Kernel Hilbert Space Framework. [PDF]

J Am Stat Assoc, 2018
Sun X, Du P, Wang X, Ma P.
europepmc   +1 more source

Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
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

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

Navigating the 16-dimensional Hilbert space of a high-spin donor qudit with electric and magnetic fields. [PDF]

Nat Commun
Fernández de Fuentes I, Botzem T, Johnson MAI, Vaartjes A, Asaad S, Mourik V, Hudson FE, Itoh KM, Johnson BC, Jakob AM, McCallum JC, Jamieson DN, Dzurak AS, Morello A.   +13 more
europepmc   +1 more source

On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We study the Generalised Dynamic Factor Model (GDFM) and show that the dynamic common component, that is, the common component of the GDFM, can be expressed using only current and past observations under mild assumptions. Specifically, we require (i) the dynamic common component to be purely non‐deterministic and (ii) the exclusion of ...
Philipp Gersing
wiley   +1 more source