Results 141 to 150 of about 175,776 (260)
Empirical Lossless Compression Bound of a Data Sequence. [PDF]
Li LM.
europepmc +1 more source
Herein, we report the first example of the formation of a close‐packed, regular 2D monolayer of a fivefold symmetric cyanostar macrocycle on an Au(111) surface under ultra‐high vacuum and the structural modification of such self‐assembled architecture upon cobalt atom deposition.
Lenka Černá +11 more
wiley +1 more source
Two Types of Geometric Jensen-Shannon Divergences. [PDF]
Nielsen F.
europepmc +1 more source
Complex [Dy2(hynad)2(dbm)4] was prepared by the employment of the anionic N–O‐based bridging and chelating N‐hydroxy‐1,8‐naphthalimide ligand, featuring a {Dy2(µ‐OR)2}4+ core and exhibiting zero‐field SMM behavior with a Ueff value of 171 K and double‐S‐shaped hysteresis loops, open up to 3.5 K.
Alexandros S. Armenis +6 more
wiley +1 more source
Heritability of early seedling growth in Taxus baccata, a declining conifer. [PDF]
Chybicki IJ +3 more
europepmc +1 more source
Restricted Tweedie stochastic block models
Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
wiley +1 more source
Rank‐based estimation of propensity score weights via subclassification
Abstract Propensity score (PS) weighting estimators are widely used for causal effect estimation and enjoy desirable theoretical properties, such as consistency and potential efficiency under correct model specification. However, their performance can degrade in practice due to sensitivity to PS model misspecification.
Linbo Wang +3 more
wiley +1 more source
Entropy-Based Evidence Functions for Testing Dilation Order via Cumulative Entropies. [PDF]
Alshehri MA.
europepmc +1 more source
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Unifying non-Markovian dynamics and agent heterogeneity in scalable stochastic networks. [PDF]
Pélissier A +4 more
europepmc +1 more source

