Results 51 to 60 of about 1,369 (204)

SDFs from Unoriented Point Clouds using Neural Variational Heat Distances

Computer Graphics Forum, EarlyView.
We propose a novel variational approach for computing neural Signed Distance Fields (SDF) from unoriented point clouds. We first compute a small time step of heat flow (middle) and then use its gradient directions to solve for a neural SDF (right). Abstract We propose a novel variational approach for computing neural Signed Distance Fields (SDF) from ...
Samuel Weidemaier, Florine Hartwig, Josua Sassen, Sergio Conti, Mirela Ben‐Chen, Martin Rumpf   +5 more
wiley   +1 more source

Lyapunov stability of smart inverters using linearized distflow approximation

IET Renewable Power Generation, 2021
Fast‐acting smart inverters that utilize preset operating conditions to determine real and reactive power injection/consumption can create voltage instabilities (over‐voltage, voltage oscillations and more) in an electrical distribution network if set ...
Shammya Shananda Saha, Daniel Arnold, Anna Scaglione, Eran Schweitzer, Ciaran Roberts, Sean Peisert, Nathan G. Johnson   +6 more
doaj   +1 more source

A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces

International Statistical Review, EarlyView.
Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri, Bernardo Nipoti, Emilio Porcu, Philip White   +3 more
wiley   +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

Karush-Kuhn-Tucker Types Optimality Conditions for Non-Smooth Semi-Infinite Vector Optimization Problems

Journal of Mathematical Extension, 2015
In this paper we establish necessary and sufficient optimality conditions for a nondifferenriable, nonconvex semi-infinite vector optimization problem involving locally Lipschitz functions, whose constraints are required to depend continuously on an ...
N. Kanzi∗
doaj  

PROPER AND ISOLATED EFFICIENCIES IN MULTIOBJECTIVE OPTIMIZATION PROBLEMS

Tạp chí Khoa học Đại học Đà Lạt, 2012
We employ some advanced tools of variational analysis and generalised differentiation such as the nonsmooth version of Fermat's rule, the limiting sub-differential of maximum functions, and the sum rules for the Frechet and Mordukhovich sub-differentials
Thái Doãn Chương
doaj   +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

Existence of General Competitive Equilibria: A Variational Approach

Abstract and Applied Analysis, 2016
We study the existence of general competitive equilibria in economies with agents and goods in a finite number. We show that there exists a Walras competitive equilibrium in all ownership private economies such that, for all consumers, initial endowments
G. Anello, F. Rania
doaj   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

Nonsmooth Pseudolinearity

Journal of Mathematical Extension, 2012
In this paper, we introduce the notion of generalized pseudolinearity for nondifferentiable and nonconvex but locally Lipschitz functions defined on a Banach space. We present some characterizations of generalized pseudolinear functions.
M. Rezaei∗, H. Gazor
doaj