Results 161 to 170 of about 7,649 (300)
ABSTRACT In this paper, we consider the optimal control problem for an unknown continuous‐time nonlinear system, and present a framework that integrates model‐based and model‐free methods to solve it. Each approach offers distinct advantages: model‐based techniques provide offline synthesis and data efficiency, while model‐free procedures excel at ...
Surabhi Athalye +2 more
wiley +1 more source
ABSTRACT While recent Anderson acceleration (AA) convergence theory [Pollock et al., IMA Num. An., 2021] requires that the AA optimization norm match the Hilbert space norm associated with the fixed point operator, in implementations the ℓ2$$ {\ell}^2 $$ norm is the most common choice. So far there is little research done regarding this discrepancy. To
Elizabeth Hawkins, Leo G. Rebholz
wiley +1 more source
Parabolic PDEs with Dynamic Data under a Bounded Slope Condition. [PDF]
Bögelein V, Duzaar F, Treu G.
europepmc +1 more source
Functions satisfying Lipschitz conditions.
openaire +3 more sources
Geometric Planted Matchings Beyond the Gaussian Model
ABSTRACT We consider the problem of recovering an unknown matching between a set of n$$ n $$ randomly placed points in ℝd$$ {\mathbb{R}}^d $$ and random perturbations of these points. This can be seen as a model for particle tracking and more generally, entity resolution.
Lucas R. Schwengber, Roberto I. Oliveira
wiley +1 more source
Fixed-point topology meets fractal memory: a Kutumba-stabilized framework for nonlocal fractal-fractional dynamics. [PDF]
Devi RA +6 more
europepmc +1 more source
Canonical Higher-Order Kernels for Density Derivative Estimation [PDF]
In this note we present r th order kernel density derivative estimators using canonical higher-order kernels. These canonical rescalings uncouple the choice of kernel and scale factor. This approach is useful for selection of the order of the kernel in a
Christopher F. Parmeter +1 more
core
Robust Bernoulli Mixture Models for Credit Portfolio Risk
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
Quantitative asymptotics for polynomial patterns in the primes
Abstract We prove quantitative estimates for averages of the von Mangoldt and Möbius functions along polynomial progressions n+P1(m),…,n+Pk(m)$n+P_1(m),\ldots, n+P_k(m)$ for a large class of polynomials Pi$P_i$. The error terms obtained save an arbitrary power of logarithm, matching the classical Siegel–Walfisz error term.
Lilian Matthiesen +2 more
wiley +1 more source
Noise-Resilient Whitened Domain Adaptation for Intelligent Mechanical Fault Diagnosis Under Non-Stationary Sensor Signals. [PDF]
Chen Q, Xie Y.
europepmc +1 more source

