Results 121 to 130 of about 2,723,896 (281)
Pathological Lipschitz functions
We focus on the difference between differentiable versus strict differentiable locally Lipschitz functions from the view point of nonsmooth analysis: while in the latter class, all limiting Jacobians are singletons, we show that there exists a ...
Daniilidis, Aris; orcid:
core +1 more source
A note on generalised information criteria for structured sparse models
International Statistical Review, EarlyView.Summary We propose a generalised information criteria ( gic) that accounts for sparsity pattern in the model. We obtain both asymptotic and nonasymptotic results for model selection. Moreover, we show that the gic is useful for selecting the regularisation parameter in regularised m$$ m $$ estimation in high‐dimensional scenarios.
Eduardo Fonseca Mendes +1 more
wiley +1 more source
Approximating Real Functions Which Possess n-th Derivatives of Bounded Variation and Applications [PDF]
, 2007 The main aim of this paper is to provide an approximation for the function f which possesses continuous derivatives up to the order n−1 (n ≥ 1) and has the n−th derivative of bounded variation, in terms of the chord that connects its end points A = (a,
Dragomir, Sever S
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Fairness‐aware insurance pricing: A multi‐objective optimization approach
Journal of Risk and Insurance, EarlyView.Abstract Machine‐learning models can provide accurate predictions in insurance pricing, but can also increase disparities between protected groups. Existing fairness‐aware pricing approaches typically target one fairness notion at a time, making it difficult to compare trade‐offs between predictive accuracy, group fairness, individual fairness, and ...
Tim J. Boonen, Xinyue Fan, Zixiao Quan
wiley +1 more source
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka +4 more
wiley +1 more source
The oscillation of separately locally Lipschitz functions
Karpatsʹkì Matematičnì Publìkacìï, 2011 We prove that a function which dened on the product of two metric Baire spaces is the oscillation of some separately locally Lipschitz function if and only if it is an upper semicontinuous non-negative function which has a crosswise nowhere dense closure
V. H. Herasymchuk, O. V. Maslyuchenko
doaj
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
Pseudodifferential operators and their commutators on Morrey type spaces
Demonstratio MathematicaThis paper discusses the boundedness of the commutators generated by pseudodifferential operators with Lipschitz functions, and sets up the sufficient condition such that these operators are bounded on classical Morrey spaces and generalized Morrey ...
Deng Yu-Long
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Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +1 more source
Oscillation and variation inequalities for the multilinear singular integrals related to Lipschitz functions. [PDF]
J Inequal Appl, 2017 Hu Y, Wang Y.
europepmc +1 more source