Results 101 to 110 of about 6,796 (225)

Explicit constants in the nonuniform local limit theorem for Poisson binomial random variables

open access: yesJournal of Inequalities and Applications
In a recent paper the authors proved a nonuniform local limit theorem concerning normal approximation of the point probabilities P ( S = k ) $P(S=k)$ when S = ∑ i = 1 n X i $S=\sum_{i=1}^{n}X_{i}$ and X 1 , X 2 , … , X n $X_{1},X_{2},\ldots ,X_{n}$ are ...
Graeme Auld, Kritsana Neammanee
doaj   +1 more source

Adaptive Truncation Threshold Determination for Multimode Fiber Single-Pixel Imaging

open access: yesApplied Sciences
Truncated singular value decomposition (TSVD) is a popular recovery algorithm for multimode fiber single-pixel imaging (MMF-SPI), and it uses truncation thresholds to suppress noise influences.
Yangyang Xiang   +6 more
doaj   +1 more source

Comparative Study of Image Denoising Using Wavelet Transforms and Optimal Threshold and Neighbouring Window

open access: yesمجلة كلية التربية للبنات, 2019
NeighShrink is an efficient image denoising algorithm based on the discrete wavelet transform (DWT). Its disadvantage is to use a suboptimal universal threshold and identical neighbouring window size in all wavelet subbands.
ايمان محمد جعفر علوان
doaj  

Editorial: Bayesian Inference and AI. [PDF]

open access: yesFront Big Data, 2022
Tang N, Liu C, Shi JQ, Huang Y.
europepmc   +1 more source

Exponential Approximation by Stein's Method and Spectral Graph Theory [PDF]

open access: green, 2006
Sourav Chatterjee   +2 more
openalex   +1 more source

Stein's method for the half-normal distribution with applications to limit theorems related to the simple symmetric random walk

open access: yes, 2015
We develop Stein's method for the half-normal distribution and apply it to derive rates of convergence in distributional limit theorems for three statistics of the simple symmetric random walk: the maximum value, the number of returns to the origin and ...
Döbler, Christian
core  

Variance-Gamma approximation via Stein's method

open access: yesElectronic Journal of Probability, 2014
Variance-Gamma distributions are widely used in financial modelling and contain as special cases the normal, Gamma and Laplace distributions. In this paper we extend Stein's method to this class of distributions. In particular, we obtain a Stein equation and smoothness estimates for its solution.
openaire   +4 more sources

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