Results 81 to 90 of about 61,053 (210)
Survey on differential estimators for 3d point clouds
Computer Graphics Forum, EarlyView.Abstract Recent advancements in 3D scanning technologies, including LiDAR and photogrammetry, have enabled the precise digital replication of real‐world objects. These methods are widely used in fields such as GIS, robotics, and cultural heritage. However, the point clouds generated by such scans are often noisy and unstructured, posing challenges for ...
Léo Arnal–Anger +4 more
wiley +1 more source
Machine learning the dimension of a Fano variety. [PDF]
Nat Commun, 2023 Coates T, Kasprzyk AM, Veneziale S.
europepmc +1 more source
Register‐Efficient Linear‐Time Evaluation in the Bernstein Basis
Computer Graphics Forum, EarlyView.Abstract We investigate the evaluation of points and derivatives of Bézier curves and surfaces on modern architectures, focusing on performance and guided by numerical error bounds. While the de Casteljau algorithm remains the reference for numerical robustness, its linear working‐set size imposes substantial register pressure on GPUs.
Gábor Valasek, Anna Lili Horváth
wiley +1 more source
The Role of Dice in the Emergence of the Probability Calculus
International Statistical Review, EarlyView.Summary The early development of the probability calculus was clearly influenced by the roll of dice. However, while dice have been cast since time immemorial, documented calculations on the frequency of various dice throws date back only to the mid‐13th century.
David R. Bellhouse, Christian Genest
wiley +1 more source
On Spatial Point Processes With Composition‐Valued Marks
International Statistical Review, EarlyView.Summary Methods for marked spatial point processes with scalar marks have seen extensive development in recent years. While the impressive progress in data collection and storage capacities has yielded an immense increase in spatial point process data with highly challenging non‐scalar marks, methods for their analysis are not equally well developed ...
Matthias Eckardt +2 more
wiley +1 more source
A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces
International Statistical Review, EarlyView.Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri +3 more
wiley +1 more source
Demographic Dynamics and International Trade: Stylized Facts and Theoretical Insights
Journal of Economic Surveys, EarlyView.ABSTRACT Demographic change within a country has economic repercussions for other countries through international transactions. Ongoing shifts in population size and age structure across countries have important implications for international trade, operating through changes in market size, consumption preferences, and labor supply.
Kumuthini Sivathas
wiley +1 more source
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Mathematical Finance, EarlyView.ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source
The Mathematical History Behind the Granger–Johansen Representation Theorem
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley +1 more source
Least Trimmed Squares: Cointegration and Outliers
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley +1 more source