Results 31 to 40 of about 1,531,979 (145)
Medial Axis Aware Learning of Signed Distance Functions
Abstract We propose a novel variational method to compute a highly accurate global signed distance function (SDF) to a given point cloud. To this end, the jump set of the gradient of the SDF, which coincides with the medial axis of the surface, is explicitly taken into account through a higher‐order variational formulation that enforces linear growth ...
Samuel Weidemaier +2 more
wiley +1 more source
On Spatial Point Processes With Composition‐Valued Marks
Summary Methods for marked spatial point processes with scalar marks have seen extensive development in recent years. While the impressive progress in data collection and storage capacities has yielded an immense increase in spatial point process data with highly challenging non‐scalar marks, methods for their analysis are not equally well developed ...
Matthias Eckardt +2 more
wiley +1 more source
Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations
ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
wiley +1 more source
Measure‐valued processes for energy markets
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Algorithmic randomness, reverse mathematics, and the dominated convergence theorem
We analyze the pointwise convergence of a sequence of computable elements ofL1(2ω) in terms of algorithmic randomness. We consider two ways of expressing the dominated convergence theorem and show that, over the base theory RCA0, each is equivalent to ...
Edward T. Dean (5372321) +2 more
core +1 more source
Optimal Portfolio Choice With Cross‐Impact Propagators
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
Lebesgue's theorem and Egoroff's theorem for complex uncertain sequences
In this paper, within framework uncertain theory, we investigate Lebesgue’s theorem, Egoroff’s theorem and Riesz’s theorem for complex uncertain sequences.
Gürdal, Mehmet, Kı?şı?, Ömer
core +1 more source
ABSTRACT Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the high dimensionality, the solution of the arising algebraic systems do not become feasible without ...
Moataz Dawor +2 more
wiley +1 more source
ABSTRACT This paper proposes a Machine Learning (ML)‐enabled estimator‐controller design framework, in which a parameterized Model Predictive Controller (MPC) and a parameterized Moving Horizon Estimator (MHE) are jointly refined using Bayesian Optimization (BO).
Hossein Nejatbakhsh Esfahani +1 more
wiley +1 more source
Some Applications of the Bounded Convergence Theorem for an Introductory Course in Analysis [PDF]
The Arzela bounded convergence theorem is the special case of the Lebesgue dominated convergence theorem in which the functions are assumed to be Riemann ...
Lewin, Jonathan W.
core +2 more sources

