Results 11 to 20 of about 14,640 (111)

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

Canadian Journal of Statistics, EarlyView.
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne, Thanh‐Liem Huynh, Mylène Oscar   +2 more
wiley   +1 more source

Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley   +1 more source

Machine Learning‐Assisted Design of BaTiO3‐Based Superparaelectric High‐Entropy Ceramics with Superior Energy Storage

ENERGY &ENVIRONMENTAL MATERIALS, EarlyView.
This study employed an adaptive iterative strategy combining machine learning algorithms, domain knowledge, experimental design, and experimental feedback to aim to precisely and quickly discover high‐entropy ceramics with excellent energy storage performance.
Haowen Liu, Xiaoyan Zhang, Zhiyuan Ma, Kailong Ma, Xiwei Qi   +4 more
wiley   +1 more source

Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance

Journal of Forecasting, EarlyView.
ABSTRACT When used for parameter optimization and/or model selection, traditional mean squared error (MSE)–based measures of forecast accuracy often exhibit a weak or even negative correlation with the economic value of return forecasts measured by, for example, the Sharpe ratios of the resulting portfolios.
Lukas Salcher, Sebastian Stöckl, Michael Hanke   +2 more
wiley   +1 more source

Weak mixing suspension flows over shifts of finite type are universal [PDF]

, 2012
Let S be an ergodic measure-preserving automorphism on a non-atomic probability space, and let T be the time-one map of a topologically weak mixing suspension flow over an irreducible subshift of finite type under a Holder ceiling function.
Quas, Anthony, Soo, Terry
core   +1 more source

Weak Specification Properties and Large Deviations for Non-additive Potentials

, 2013
We obtain large deviation bounds for the measure of deviation sets associated to asymptotically additive and sub-additive potentials under some weak specification properties.
Blokh, Brin, Cao, Climenhaga, Comman, Feng, Méson, PAULO VARANDAS, Rousseau, Saussol, Young, YUN ZHAO   +11 more
core   +1 more source

High‐Power Performance of Textured Piezoelectric Ceramics Through Synergistic A‐Site Donor and B‐Site Acceptor Doping

Small Methods, EarlyView.
A/B‐site co‐doping combined with templated grain growth enables synergistic defect and domain engineering in textured PIN–PMN–PT ceramics. The approach simultaneously enhances piezoelectric response and mechanical quality factor, achieving a balanced soft–hard characteristic.
Minwoo Kim, Dong‐Gyu Lee, Il‐Ryeol Yoo, Byeong‐Jae Min, Ye Rok Choi, Hyun Soo Kim, Sunghoon Hur, Heemin Kang, Sahn Nahm, Jungho Ryu, Yongke Yan, Jeong Min Baik, Kyung‐Hoon Cho, Hyun‐Cheol Song   +13 more
wiley   +1 more source

Enhancing generalizability theory with mixed‐effects models for heteroscedasticity in psychological measurement: A theoretical introduction with an application from EEG data

British Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract Generalizability theory (G‐theory) defines a statistical framework for assessing measurement reliability by decomposing observed variance into meaningful components attributable to persons, facets, and error. Classic G‐theory assumes homoscedastic residual variances across measurement conditions, an assumption that is often violated in ...
Philippe Rast, Peter E. Clayson
wiley   +1 more source

Wave Tracing: Generalizing The Path Integral To Wave Optics

Computer Graphics Forum, EarlyView.
Abstract Modeling the wave nature of light and the propagation and diffraction of electromagnetic fields is crucial for the accurate simulation of many phenomena, yet wave simulations are significantly more computationally complex than classical ray‐based models.
Shlomi Steinberg, Matt Pharr
wiley   +1 more source

A Comparative Review of Specification Tests for Diffusion Models

International Statistical Review, EarlyView.
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez, D. Diz‐Castro, M. Febrero‐Bande, W. González‐Manteiga   +3 more
wiley   +1 more source