Results 121 to 130 of about 10,752 (214)

Mixing It Up: Inflation at Risk

Journal of Money, Credit and Banking, EarlyView.
Abstract Understanding how risk factors shape the economic outlook is essential for guiding policy decisions. This paper develops a flexible framework that decomposes distributional risk forecasts of macro‐economic variables into underlying contributions and supports the construction of interpretable risk measures.
MAXIMILIAN SCHRÖDER
wiley   +1 more source

Viewpoint Selection for 3D-Games with f-Divergences

Entropy
In this paper, we present a novel approach for the optimal camera selection in video games. The new approach explores the use of information theoretic metrics f-divergences, to measure the correlation between the objects as viewed in camera frustum and ...
Micaela Y. Martin, Mateu Sbert, Miguel Chover   +2 more
doaj   +1 more source

Whole‐Night Gentle Rocking Improves Sleep in Poor Sleepers With Insomnia Complaints

Journal of Sleep Research, EarlyView.
ABSTRACT Specific brain oscillations can be manipulated during sleep to improve sleep quality and memory performance. We previously demonstrated that continuous rocking stimulation (0.25 Hz, lateral movement) applied to good sleepers during sleep enhanced stable deep sleep, boosted NREM oscillations (spindles and slow waves) and memory consolidation ...
Aurore A. Perrault, Nathan E. Cross, Thien Thanh Dang Vu, Sophie Schwartz, Laurence Bayer   +4 more
wiley   +1 more source

A Mathematical Model of Perceived Price Changes Based on Kullback–Leibler Information and Data Analysis of Price Change Perception

Mathematics
This paper proposes a mathematical model of price change perception in economic environments. The model introduces the Kullback–Leibler (KL) divergence between the expected price and the observed price as an index of attentional salience and integrates ...
Kazuhisa Takemura, Hajime Murakami, Keita Kawasugi, Zhengyue Gao, Haoran Zuo   +4 more
doaj   +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

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

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

Information‐Theoretic Approach to Financial Market Modeling

Mathematical Finance, EarlyView.
ABSTRACT The paper treats the financial market as a communication system, using four information‐theoretic assumptions to derive an idealized model with only one parameter. State variables are scalar stationary diffusions. The model maximizes the surprisal of the market and minimizes the Kullback–Leibler divergence between the benchmark‐neutral pricing
Eckhard Platen
wiley   +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

Identifying critical state of complex diseases by single-sample Kullback-Leibler divergence. [PDF]

BMC Genomics, 2020
Zhong J, Liu R, Chen P.
europepmc   +1 more source