Results 81 to 90 of about 16,403 (208)
Journal of Time Series Analysis, EarlyView.ABSTRACT Expectile is a coherent and elicitable law‐invariant risk measure widely applied in risk management. Existing methods based on iteratively reweighted least squares (IWLS) are not computationally efficient for large‐scale sample sizes. To overcome the issue, we develop a direct nonparametric conditional expectile function estimator by inverting
Feipeng Zhang, Ping‐Shou Zhong
wiley +1 more source
Iterative reproducing kernel Hilbert spaces method for Riccati differential equations
Journal of Computational and Applied Mathematics, 2017 This paper presents iterative reproducing kernel Hilbert spaces method (IRKHSM) to obtain the numerical solutions for Riccati differential equations with constant and variable coefficients. Representation of the exact solution is given in the W 2 2 0 , X reproducing kernel space.
openaire +3 more sources
, 2011 A nonparametric kernel-based method for realizing Bayes' rule is proposed, based on representations of probabilities in reproducing kernel Hilbert spaces. Probabilities are uniquely characterized by the mean of the canonical map to the RKHS.
Fukumizu, Kenji +2 more
core +1 more source
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
Mathematical Finance, EarlyView.ABSTRACT In this article, we show how to analyze the covariation of bond prices nonparametrically and robustly, staying consistent with a general no‐arbitrage setting. This is, in particular, motivated by the problem of identifying the number of statistically relevant factors in the bond market under minimal conditions.
Dennis Schroers
wiley +1 more source
Scandinavian Journal of Statistics, EarlyView.Abstract Stein operators allow one to characterize probability distributions via differential operators. Based on these characterizations, we develop a new method of point estimation for marginal parameters of strictly stationary and ergodic processes, which we call Stein's Method of Moments (SMOM). These SMOM estimators satisfy the desirable classical
Bruno Ebner +4 more
wiley +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend We present a shape modelling‐based morphological analysis of sex differences in cardiac anatomy. We conduct our analysis on 456 healthy subjects from the UK Biobank (227M/229F) to uncover sex‐based differences in healthy cardiac morphology.
Beatrice Moscoloni +4 more
wiley +1 more source
Journal of Algorithms & Computational Technology, 2019 In the field of pattern recognition, using the symmetric positive-definite matrices to represent image set has been widely studied, and sparse representation-based classification algorithm on the symmetric positive-definite matrix manifold has attracted ...
Chu Li, Xiao-Jun Wu
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Reproducing kernel Hilbert space methods for modelling the discount curve
We consider the theory of bond discounts, defined as the difference between the terminal payoff of the contract and its current price. Working in the setting of finite-dimensional realizations in the HJM framework, under suitable notions of no-arbitrage, the admissible discount curves take the form of polynomial, exponential functions.
Celary, Andreas +2 more
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Representing functional data in reproducing Kernel Hilbert Spaces with applications to clustering and classification [PDF]
Functional data are difficult to manage for many traditional statistical techniques given their very high (or intrinsically infinite) dimensionality. The reason is that functional data are essentially functions and most algorithms are designed to work ...
Alberto Muñoz, Javier González
core
Do not benchmark phenomic prediction against genomic prediction accuracy
The Plant Phenome Journal, Volume 8, Issue 1, December 2025.Abstract Phenomic selection is a new paradigm in plant breeding that uses high‐throughput phenotyping technologies and machine learning models to predict traits of new individuals and make selections. This can allow breeders to evaluate more plants in higher throughput more accurately, resulting in faster rates of gain and reduced labor costs. However,
Fangyi Wang +2 more
wiley +1 more source