Results 81 to 90 of about 647,012 (294)
On parameter estimation of stochastic volatility models from stock data using particle filter - Application to AEX index - [PDF]
, 2009 We consider the problem of estimating stochastic volatility from stock data. The estimation of the volatility process of the Heston model is not in the usual framework of the filtering theory. Discretizing the continuous Heston model to the discrete-time
Aihara, ShinIchi +2 more
core +3 more sources
Multilevel Ensemble Transform Particle Filtering [PDF]
SIAM Journal on Scientific Computing, 2016 This paper extends the Multilevel Monte Carlo variance reduction technique to nonlinear filtering. In particular, Multilevel Monte Carlo is applied to a certain variant of the particle filter, the Ensemble Transform Particle Filter. A key aspect is the use of optimal transport methods to re-establish correlation between coarse and fine ensembles after ...
Gregory, A, Cotter, CJ, Reich, S
openaire +5 more sources
Molecular Oncology, EarlyView.We have established a humanized orthotopic patient‐derived xenograft (Hu‐oPDX) mouse model of high‐grade serous ovarian cancer (HGSOC) that recapitulates human tumor–immune interactions. Using combined anti‐PD‐L1/anti‐CD73 immunotherapy, we demonstrate the model's improved biological relevance and enhanced translational value for preclinical ...
Luka Tandaric +10 more
wiley +1 more source
Molecular Oncology, EarlyView.Pancreatic sensory neurons innervating healthy and PDAC tissue were retrogradely labeled and profiled by single‐cell RNA sequencing. Tumor‐associated innervation showed a dominant neurofilament‐positive subtype, altered mitochondrial gene signatures, and reduced non‐peptidergic neurons.
Elena Genova +14 more
wiley +1 more source
Advances in Mechanical Engineering, 2017 The power metal oxide semiconductor field effect transistor is used extensively in analog circuits and digital circuits. However, it is also the highest failure rate component in the power electronics system.
Lifeng Wu +3 more
doaj +1 more source
Stability properties of some particle filters
, 2013 Under multiplicative drift and other regularity conditions, it is established that the asymptotic variance associated with a particle filter approximation of the prediction filter is bounded uniformly in time, and the nonasymptotic, relative variance ...
Whiteley, Nick
core +1 more source
Distributional Clauses Particle Filter [PDF]
, 2014 We review the Distributional Clauses Particle Filter (DCPF), a statistical relational framework for inference in hybrid domains over time such as vision and robotics. Applications in these domains are challenging for statistical relational learning as they require dealing with continuous distributions and dynamics in real-time.
Nitti, Davide +2 more
openaire +1 more source
FEBS Open Bio, EarlyView.Metformin mediates mitochondrial quality control in Leber's hereditary optic neuropathy (LHON) fibroblasts carrying mtDNA mutations. At therapeutic levels, metformin activates AMPK signaling to restore mitochondrial dynamics by promoting fusion and restraining fission, while preserving mitochondrial mass, enhancing autophagy/mitophagy and biogenesis ...
Chatnapa Panusatid +3 more
wiley +1 more source
Energy Science & Engineering, 2021 Accurate prediction of the remaining useful life for lithium‐ion battery is beneficial to prolong the life of the battery and increase safety. With the capacity degradation curve obtained from the data of the battery charge and discharge experiment, the ...
Chaofeng Pan +6 more
doaj +1 more source
Magnetometry via a double-pass continuous quantum measurement of atomic spin
, 2009 We argue that it is possible in principle to reduce the uncertainty of an atomic magnetometer by double-passing a far-detuned laser field through the atomic sample as it undergoes Larmor precession. Numerical simulations of the quantum Fisher information
A. Holevo +13 more
core +1 more source