Results 41 to 50 of about 13,634 (117)
On the Foundational Arguments of Sufficient Dimension Reduction
WIREs Computational Statistics, Volume 18, Issue 2, June 2026.Contemporary Sufficient Dimension Reduction, a versatile method for extracting material information from data, can serve as a preprocessor for classical modeling and inference, or as a standalone theory that leads directly to statistical inference. ABSTRACT Sufficient dimension reduction (SDR) refers to supervised methods of dimension reduction that ...
R. Dennis Cook
wiley +1 more source
The RAND Journal of Economics, Volume 57, Issue 2, Page 285-299, Summer 2026.ABSTRACT A platform matches a unit mass of sellers, each owning a single product of heterogeneous quality, to a unit mass of buyers with differing valuations for unit‐quality. After matching, sellers make take‐it‐or‐leave‐it price‐offers to buyers. Initially, valuations of buyers are only known to them and the platform, but sellers make inferences from
Daniele Condorelli, Balazs Szentes
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Applied Stochastic Models in Business and Industry, Volume 42, Issue 3, May/June 2026.ABSTRACT Traditional short‐rate models introduce volatility directly into the instantaneous rate via Brownian shocks. However, empirical data suggest that short‐term interest rates exhibit smoother behavior than such models imply. We propose a two‐factor Gaussian short‐rate model in which the short rate is a deterministic exponential filter of a ...
Allan Jonathan da Silva
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Stochastic Dynamics From Maximum Entropy in Action Space
Fortschritte der Physik, Volume 74, Issue 5, May 2026.ABSTRACT We develop an information‐theoretic formulation of stochastic dynamics in which the fundamental stochastic variable is the total action connecting spacetime points, rather than individual paths. By maximizing Shannon entropy over a joint distribution of actions and endpoints, subject to normalization and a constraint on the mean action, we ...
Fabricio Souza Luiz +3 more
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Littlewood, Paley and almost‐orthogonality: a theory well ahead of its time
Journal of the London Mathematical Society, Volume 113, Issue 5, May 2026.Abstract The classic paper by Littlewood and Paley [J. Lond. Math. Soc. (1), 6 (1931), 230–233] marked the birth of Littlewood–Paley theory. We discuss this paper and its impact from a historical perspective, include an outline of the results in the paper and their subsequent significance in relation to developments over the last century, and set them ...
Anthony Carbery
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Strong well‐posedness for a stochastic fluid‐rigid body system via stochastic maximal regularity
Journal of the London Mathematical Society, Volume 113, Issue 5, May 2026.Abstract We develop a rigorous analytical framework for a coupled stochastic fluid‐rigid body system in R3$\mathbb {R}^3$. The model describes the motion of a rigid ball immersed in an incompressible Newtonian fluid subjected to both additive noise in the fluid and body equations and transport‐type noise in the fluid equation. We establish local strong
Felix Brandt, Arnab Roy
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Fasys: Visible-Light-Based Communication and Positioning Services towards Smart Cities. [PDF]
Sensors (Basel), 2023 Yu B, Liu X, Guo L, Wei X, Song S.
europepmc +1 more source
Discretisation of FBSDEs driven by càdlàg martingales [PDF]
, 2016 Khedher, Asma, Vanmaele, Michèle
core +1 more source
Behavioral inference from non-stationary policies: Theory and application to ridehailing drivers during COVID-19 lockdowns. [PDF]
Transp Res Part C Emerg Technol, 2023 Battifarano M, Qian S.
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