Results 91 to 100 of about 2,989,822 (277)

On Metric Choice in Dimension Reduction for Fréchet Regression

International Statistical Review, EarlyView.
Summary Fréchet regression is becoming a mainstay in modern data analysis for analysing non‐traditional data types belonging to general metric spaces. This novel regression method is especially useful in the analysis of complex health data such as continuous monitoring and imaging data.
Abdul‐Nasah Soale, Congli Ma, Siyu Chen, Obed Koomson   +3 more
wiley   +1 more source

On the domain of the implicit function and applications

Journal of Inequalities and Applications, 2005
The implicit function theorem asserts that there exists a ball of nonzero radius within which one can express a certain subset of variables, in a system of equations, as functions of the remaining variables.
Papi Marco
doaj  

A novel difference schemes for analyzing the fractional Navier-Stokes equations

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2017
In this report, a novel difference scheme is used to analyzing the Navier - Stokes problems of fractional order. Existence and uniqueness of the suggested approach with a Lipschitz condition and Picard theorem are proved.
Sayevand Khosro, Baleanu Dumitru, Sahsavand Fatemeh   +2 more
doaj   +1 more source

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

Nonparametric Detection of a Time‐Varying Mean

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley   +1 more source

Optimal Boundary Control of Non-Isothermal Viscous Fluid Flow

Fluids, 2019
We study an optimal control problem for the mathematical model that describes steady non-isothermal creeping flows of an incompressible fluid through a locally Lipschitz bounded domain.
Evgenii S. Baranovskii, Anastasia A. Domnich, Mikhail A. Artemov   +2 more
doaj   +1 more source

Lipschitz estimates on the JKO scheme for the Fokker-Plack equation on\n bounded convex domains [PDF]

, 2020
Vincent Ferrari, Filippo Santambrogio
openalex   +1 more source

Detecting Relevant Deviations From the White Noise Assumption for Non‐Stationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of detecting deviations from a white noise assumption in time series. Our approach differs from the numerous methods proposed for this purpose with respect to two aspects. First, we allow for non‐stationary time series. Second, we address the problem that a white noise test is usually not performed because one believes ...
Patrick Bastian
wiley   +1 more source

Sharp Boundary Trace Theory and Schrödinger Operators on Bounded Lipschitz Domains

Memoirs of the American Mathematical Society
We develop a sharp boundary trace theory in arbitrary bounded Lipschitz domains which, in contrast to classical results, allows “forbidden” endpoints and permits the consideration of functions exhibiting very limited regularity.
J. Behrndt, F. Gesztesy, M. Mitrea
semanticscholar   +1 more source

Adaptive Estimation for Weakly Dependent Functional Times Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro, Valentin Patilea, Myriam Vimond   +2 more
wiley   +1 more source