Results 141 to 150 of about 884,568 (273)

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

Two-stage ROM: a hybrid reduced order model for offline and online efficiency. [PDF]

Adv Model Simul Eng Sci
Dhopeshwar R, Bansal H, Veroy K.
europepmc   +1 more source

Efficient quadrature-based preconditioners for the Riesz operator

In this talk, we present a comparative analysis of quadrature methods for approximating fractional operators, with a focus on error estimates and their effectiveness in preconditioning the Riesz operator. A first approach uses the Gauss-Jacobi quadrature
Lidia Aceto, Mariarosa Mazza
core  

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

A reproducible, diagnostic-guided hybrid Laplace workflow for generalized linear mixed models. [PDF]

MethodsX
Hamasha MM.
europepmc   +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, Jesper Lund Pedersen, Goran Peskir   +2 more
wiley   +1 more source

Fast and Accurate GPU-Accelerated Computation of Two-Electron Four-Center Coulomb Repulsion Integrals. [PDF]

J Comput Chem
Kaur A, Chen W, Luhana GK, Silberman L, Ewert M, Bünger A, Segal U, Greif C.   +7 more
europepmc   +1 more source

High‐frequency income dynamics

The Scandinavian Journal of Economics, EarlyView.
Abstract We generalize the canonical permanent–transitory income process to allow for infrequent shocks. The distribution of income growth rates can then have a discrete mass point at zero and fat tails as observed in income data. We provide analytical formulas for the unconditional and conditional distributions of income growth rates and higher‐order ...
Jeppe Druedahl, Michael Graber, Thomas H. Jørgensen   +2 more
wiley   +1 more source

Convergence of the Immersed Interface Method in Linear Elasticity. [PDF]

Mathematica (N Y)
Asghar S, Peng Q, Javierre E, Vermolen F.   +3 more
europepmc   +1 more source

Correlating Pulmonary Hemodynamics With HP 129Xe Dissolved‐Phase MRSI in a Controlled Porcine Intervention Study

Magnetic Resonance in Medicine, Volume 96, Issue 6, Page 2588-2600, December 2026.
ABSTRACT Purpose Pulmonary hypertension is related to a 1‐year mortality ranging from < 5% to > 20% in low‐ and high‐risk groups. Right heart catheterization is the diagnostic gold standard, associated with a 1.1% rate of severe adverse events, posing the need for a non‐invasive diagnostic tool.
Markus Phillip Andersen, Mattias Hedegaard Kristensen, Esben Søvsø Szocska Hansen, Rolf F. Schulte, Mohsen Redda, Uffe Kjærgaard, Michael Vaeggemose, Christoffer Laustsen   +7 more
wiley   +1 more source