Results 131 to 140 of about 59,541 (246)

Quantum higher-order Fourier analysis and the Clifford hierarchy. [PDF]

Proc Natl Acad Sci U S A
Bu K, Gu W, Jaffe A.
europepmc   +1 more source

Grid cells, border cells, and discrete complex analysis. [PDF]

Front Comput Neurosci, 2023
Dabaghian Y.
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

Fault Tree Reliability Analysis via Squarefree Polynomials: Mathematical and Experimental Analysis. [PDF]

SN Comput Sci
Lopuhaä-Zwakenberg M.
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

<i>N</i> =1 Super Virasoro Tensor Categories. [PDF]

Commun Math Phys
Creutzig T, McRae R, Orosz Hunziker F, Yang J.   +3 more
europepmc   +1 more source

Online Jump and Kink Detection in Segmented Linear Regression: Statistical Optimality Meets Computational Efficiency

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of sequential (online) estimation of a single change point in a piecewise linear regression model under a Gaussian setup. We demonstrate that certain CUSUM‐type statistics attain the minimax optimal rates for localizing the change point.
Annika Hüselitz, Housen Li, Axel Munk
wiley   +1 more source

A Unifying Framework for Complex-Valued Eigenfunctions via The Cartan Embedding. [PDF]

J Geom Anal
Gudmundsson S, Lindström A.
europepmc   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

Abelian varieties of prescribed order over finite fields. [PDF]

Math Ann
van Bommel R, Costa E, Li W, Poonen B, Smith A.   +4 more
europepmc   +1 more source