A Satellite Incipient Fault Detection Method Based on Decomposed Kullback-Leibler Divergence. [PDF]
Entropy (Basel), 2021 Zhang G, Yang Q, Li G, Leng J, Yan M.
europepmc +1 more source
Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice
The Journal of Finance, EarlyView.ABSTRACT We study aversion to model ambiguity and misspecification in dynamic portfolio choice. Risk‐averse investors (relative risk aversion γ>1$\gamma > 1$) fear return persistence, while risk‐tolerant investors (0<γ<1$0<\gamma <1$) fear mean reversion, when confronting model misspecification concerns of identically and independently distributed (IID)
PASCAL J. MAENHOUT +2 more
wiley +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
Measuring Synchronization between Spikes and Local Field Potential Based on the Kullback-Leibler Divergence. [PDF]
Comput Intell Neurosci, 2021 Yin L, Zhang G, Yin F.
europepmc +1 more source
Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley +1 more source
Fault-Tolerant indoor localization based on speed conscious recurrent neural network using Kullback-Leibler divergence. [PDF]
Peer Peer Netw Appl, 2022 Varma PS, Anand V.
europepmc +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
A Deep-Learning-Based Health Indicator Constructor Using Kullback-Leibler Divergence for Predicting the Remaining Useful Life of Concrete Structures. [PDF]
Sensors (Basel), 2022 Nguyen TK, Ahmad Z, Kim JM.
europepmc +1 more source
Is A Little Learning Dangerous?
Noûs, EarlyView.ABSTRACT I argue that a little learning is often dangerous even for ideal reasoners who are operating in extremely simple scenarios and know all the relevant facts about how the evidence is generated. More precisely, I show that, on many plausible ways of assigning value to a credence in a hypothesis H, ideal Bayesians should sometimes expect other ...
Bernhard Salow
wiley +1 more source
Construction of an individualized brain metabolic network in patients with advanced non-small cell lung cancer by the Kullback-Leibler divergence-based similarity method: A study based on 18F-fluorodeoxyglucose positron emission tomography. [PDF]
Front Oncol, 2023 Yu J +6 more
europepmc +1 more source