Compacting the Time Evolution of the Forced Morse Oscillator Using Dynamical Symmetries Derived by an Algebraic Wei-Norman Approach. [PDF]
J Chem Theory ComputHamilton JR, Remacle F, Levine RD.
europepmc +1 more source
Product Positioning and Incentives to Innovate
Journal of Economics &Management Strategy, EarlyView.ABSTRACT This paper shows that product positioning affects the incentives to invest in process innovation. The result is found using a model of price competition with three firms under horizontal product differentiation—and then extended to a more general Bertrand triopoly.
Emanuele Bacchiega, Paolo G. Garella
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Evaluation of data driven low-rank matrix factorization for accelerated solutions of the Vlasov equation. [PDF]
PLoS OneJonnalagadda B, Becker S.
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Journal of Sleep Research, EarlyView.ABSTRACT Lucid dreaming, defined as the experience of becoming aware of dreaming while dreaming, offers a unique window into a state of consciousness characterised by a blending of the sensory vividness of REM sleep with the self‐awareness of wakefulness. While past functional imaging has shed light on the neural activity supporting lucid dreaming, the
Nicola De Pisapia +4 more
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Born's Rule from Contextual Relative-Entropy Minimization. [PDF]
Entropy (Basel)Zaghi A.
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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 +2 more
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Numerical analysis, spectral graph theory, orthogonal polynomials and quantum algorithms. [PDF]
Philos Trans A Math Phys Eng SciMinenkova A, Mograby G, Zhan H.
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Tests for Changes in Count Time Series Models With Exogenous Covariates
Journal of Time Series Analysis, EarlyView.ABSTRACT We deal with a parametric change in models for count time series with exogenous covariates specified via the conditional distribution, i.e., with integer generalized autoregressive conditional heteroscedastic models with covariates (INGARCH‐X).
Šárka Hudecová, Marie Hušková
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Algebraic methods and computational strategies for pseudoinverse-based MR image reconstruction (Pinv-Recon). [PDF]
Sci RepYeung K +11 more
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Tensor Changepoint Detection and Eigenbootstrap
Journal of Time Series Analysis, EarlyView.ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta +2 more
wiley +1 more source