Results 121 to 130 of about 1,155,766 (245)

Robust Bernoulli Mixture Models for Credit Portfolio Risk

Mathematical Finance, EarlyView.
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley   +1 more source

On goodness‐of‐fit testing for self‐exciting point processes

Scandinavian Journal of Statistics, EarlyView.
Abstract Despite the wide usage of parametric point processes in theory and applications, a sound goodness‐of‐fit procedure to test whether a given parametric model is appropriate for data coming from a self‐exciting point process has been missing in the literature.
José Carlos Fontanesi Kling, Mathias Vetter   +1 more
wiley   +1 more source

Variable selection via thresholding

Scandinavian Journal of Statistics, EarlyView.
Abstract Variable selection comprises an important step in many modern statistical inference procedures. In the regression setting, when estimators cannot shrink irrelevant signals to zero, covariates without relationships to the response often manifest small but nonzero regression coefficients.
Ka Long Keith Ho, Hien Duy Nguyen
wiley   +1 more source

Sensitivity analysis for generalized estimating equation with non‐ignorable missing data

Scandinavian Journal of Statistics, EarlyView.
Abstract Many incomplete‐data statistical inference procedures are developed under the missing at random (MAR) assumption. However, the MAR assumption has been criticized as being overly strong for real‐data problems, and is unverifiable by using observed data. To handle data that are missing not at random (MNAR), sensitivity analysis has been proposed
Hui Gong, Kin Wai Chan
wiley   +1 more source

Semiclassical inequalities for Dirichlet and Neumann Laplacians on convex domains

Communications on Pure and Applied Mathematics, Volume 79, Issue 3, Page 762-822, March 2026.
Abstract We are interested in inequalities that bound the Riesz means of the eigenvalues of the Dirichlet and Neumann Laplacians in terms of their semiclassical counterpart. We show that the classical inequalities of Berezin–Li–Yau and Kröger, valid for Riesz exponents γ≥1$\gamma \ge 1$, extend to certain values γ<1$\gamma <1$, provided the underlying ...
Rupert L. Frank, Simon Larson
wiley   +1 more source

Semilocal convergence analysis for a three-step scheme in Banach spaces with a new type majorant: using average Lipschitz conditions [PDF]

J. P. Jaiswal, Akanksha Saxena, Kamal Raj Pardasani, Ioannis K. Argyros   +3 more
openalex   +1 more source

Exploring Imprecise Probabilities in Quantum Algorithms with Possibility Theory

PAMM, Volume 26, Issue 1, March 2026.
ABSTRACT Quantum computing utilizes the underlying principles of quantum mechanics to perform computations with unmatched performance capabilities. Rather than using classical bits, it operates on qubits, which can exist in superposition and entangled states. This enables the solution of problems that are considered intractable for classical computers.
Jan Schneider, Tom Könecke, Michael Hanss   +2 more
wiley   +1 more source

Longitudinal Alzheimer’s Disease Progression Modelling via Hybrid Vision Transformers and Recurrent Neural Networks With Cross‐Modal Feature Fusion

Expert Systems, Volume 43, Issue 3, March 2026.
ABSTRACT Modelling the evolution of Alzheimer's disease (AD) requires a thorough spatiotemporal study of longitudinal neuroimaging data. We propose in this paper a novel deep learning framework that uses a parallel combination of Recurrent Neural Networks (RNNs) and Vision Transformers (ViT) to extract temporal disease dynamics and spatial structural ...
Sahbi Bahroun, Gwanggil Jeon
wiley   +1 more source

Neural network‐based offset‐free model predictive control for nonlinear systems

AIChE Journal, Volume 72, Issue 2, February 2026.
Abstract This paper proposes an offset‐free model predictive control (MPC) framework for nonlinear systems modeled using neural network‐based nonlinear autoregressive models with exogenous inputs (NARX). To address plant‐model mismatch and ensure offset‐free tracking, the NARX model is augmented with an integrating disturbance model, resulting in an ...
Hesam Hassanpour, Prashant Mhaskar
wiley   +1 more source

Shadowing properties of evolution equations with exponential trichotomy on Banach spaces

Electronic Journal of Differential Equations
In this article we investigate the shadowing properties of the semilinear non-autonomous evolution equation $$ u'(t) = A(t)u(t) + f(t, u(t)), \quad t\geq 0 $$ on a Banach space $X$.
Kun Tu, Hui-Sheng Ding
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