Results 61 to 70 of about 49,764 (200)
Advanced Intelligent Systems, EarlyView.This paper proposes a novel control framework to ensure safety of a robotic swarm. A feedback optimization controller is capable of driving the swarm toward a target density while keeping risk‐zone exposure below a safety threshold. Theory and experiments show how safety is more effectively achieved for sparsely connected swarms.
Longchen Niu, Gennaro Notomista
wiley +1 more source
Convergence analysis of the information matrix in Gaussian belief propagation [PDF]
, 2017 Gaussian belief propagation (BP) has been widely used for distributed estimation in large-scale networks such as the smart grid, communication networks, and social networks, where local measurements/observations are scattered over a wide geographical ...
Du, Jian +4 more
core +2 more sources
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, EarlyView.ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Positive Semidefinite Metric Learning Using Boosting-like Algorithms [PDF]
, 2012 The success of many machine learning and pattern recognition methods relies heavily upon the identification of an appropriate distance metric on the input data.
Hengel, Anton van den +3 more
core +3 more sources
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 +2 more
wiley +1 more source
Fall Detection of Elderly People Using the Manifold of Positive Semidefinite Matrices
Journal of Imaging, 2021 Falls are one of the most critical health care risks for elderly people, being, in some adverse circumstances, an indirect cause of death. Furthermore, demographic forecasts for the future show a growing elderly population worldwide.
Abdessamad Youssfi Alaoui +5 more
doaj +1 more source
Low rank approximation of the symmetric positive semidefinite matrix
Journal of Computational and Applied Mathematics, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Duan, Xuefeng +3 more
openaire +2 more sources
Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach
Journal of Forecasting, EarlyView.ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant +2 more
wiley +1 more source
Regression on fixed-rank positive semidefinite matrices: a Riemannian approach [PDF]
, 2011 The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems.
Bonnabel, Silvere +2 more
core
Edge‐Length Preserving Embeddings of Graphs Between Normed Spaces
Journal of Graph Theory, EarlyView.ABSTRACT The concept of graph embeddability, initially formalized by Belk and Connelly and later expanded by Sitharam and Willoughby, extends the question of embedding finite metric spaces into a given normed space. A finite simple graph G = ( V , E ) $G=(V,E)$ is said to be ( X , Y ) $(X,Y)$‐embeddable if any set of induced edge lengths from an ...
Sean Dewar +3 more
wiley +1 more source