Results 61 to 70 of about 1,730 (224)
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 +5 more
wiley +1 more source
Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function
International Statistical Review, EarlyView.Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler +3 more
wiley +1 more source
Outage Analysis of Mixed FSO/WiMAX Link
IEEE Photonics Journal, 2016 In this paper, we study the outage performance of a complex system consisting of a free-space optical (FSO)/radio-frequency (RF) link. Using radio over free-space optics technology, the FSO link carries Worldwide Interoperability for Microwave Access ...
Nemanja Zdravkovic +3 more
doaj +1 more source
Density‐Valued ARMA Models by Spline Mixtures
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
An optimal quadrature formula exact to the exponential function by the phi function method
The numerical integration of definite integrals is essential in fundamental and applied sciences. The accuracy of approximate integral calculations is contingent upon the initial data and specific requirements, leading to the imposition of diverse ...
BABAEV, Samandar +3 more
core +1 more source
The Optimal Mean–Variance Selling Problem With Finite Horizon
Mathematical Finance, EarlyView.ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson +2 more
wiley +1 more source
On the optimal quadrature least L∞-norm of monosplines with free knots on the real axis
, 1992 In this paper, the exact solutions of the L∝ norm on some classes of monosplines with free knots on the real axis are obtained, and the optimal quadrature formula and optimal error on the convolution class taking a PF density as its kernal are ...
Gensun, Fang, Yongping, Liu
core +1 more source
Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach
Mathematical Finance, EarlyView.ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović +4 more
wiley +1 more source
Research on embedded crack propagation law of pressure vessel under fatigue loading
四川大学学报. 自然科学版, 2021 This paper mainly focuses on the problem that is difficult to determine the geometric shape change of embedded crack propagation in pressure vessels. The stress intensity factor of crack front is obtained by using the methods of Newman and Raju, and the ...
XIE Yang, LONG Wei, ZHAO Bo, LIU Hua-Guo
doaj