Penalized Convex Estimation in Dynamic Location Models
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley +1 more source
Acoustofluidic trapping of microparticles to axially centered wires in cylindrical microcapillaries.
Trujillo RJ +5 more
europepmc +1 more source
A Brief Review on the Analysis of dsDNA, RNA, Amino Acids and Bacteria by Capillary Electrophoresis. [PDF]
Zeng Y +6 more
europepmc +1 more source
Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)
ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley +1 more source
Nanoparticle-based serine replenishment rescues SP1-BNIP3 mitophagy and ameliorates preeclampsia in preclinical models. [PDF]
Wang Y +16 more
europepmc +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
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
Adjustment set selection for estimating optimal treatment rules under confounding. [PDF]
Galanter N, Shortreed SM, Moodie EEM.
europepmc +1 more source
Relative Arbitrage Opportunities With Interactions Among N Investors
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source
Diabetes Type 2: Circulating Phosphatidylserine-Expressing Platelets Regulate Whole Blood Agonist-Evoked Platelet Activity In Vitro. [PDF]
Järemo P, Oweling M, Edvardsson M.
europepmc +1 more source
ABSTRACTProbabilism is the thesis that the degrees of belief of rational agents behave like Kolmogorovian probabilities. There are quite different lines of argument for probabilism in the literature, including Dutch book arguments, arguments based on representation theorems, and epistemic utility arguments. This paper focusses on the Dutch book line of
Nicholas J. J. Smith
wiley +1 more source

