Results 31 to 40 of about 18,944,392 (366)

The k nearest neighbors local linear estimator of semi functional partial linear model with missing response at random

AIMS Mathematics
This paper aims to investigate a semi-functional partial linear regression model in the presence of missing data in the response variable under the missing at random mechanism.
Amina Naceri, Tawfik Benchikh, Ibrahim M. Almanjahie, Omar Fetitah, Mohammed Kadi Attouch, Fatimah Alshahrani   +5 more
doaj   +1 more source

Wavelet entropy of stochastic processes

, 2006
We compare two different definitions for the wavelet entropy associated to stochastic processes. The first one, the Normalized Total Wavelet Entropy (NTWS) family [Phys. Rev. E 57 (1998) 932; J.
Abry, Addison, Al-Nashash, Al-Nashash, Anghel, Blanco, Boffetta, Carbone, Chiu, D.G. Pérez, Daubechies, Elliott, Flandrin, González, Hasegawa, Holden, Korol, Kowalski, L. Zunino, M. Garavaglia, Mallat, Mandelbrot, O.A. Rosso, Passoni, Pérez, Rosso, Rosso, Rosso, Rosso, Rosso, Rosso, Samorodnitsky, Sello, Sello, Shannon, Shin, Tavares, Urbanowicz, Zunino, Zunino   +39 more
core   +1 more source

An Internal Observability Estimate for Stochastic Hyperbolic Equations [PDF]

, 2016
This paper is addressed to establishing an internal observability estimate for some linear stochastic hyperbolic equations. The key is to establish a new global Carleman estimate for forward stochastic hyperbolic equations in the $L^2$-space.
Fu, Xiaoyu, Liu, Xu, Lu, Qi, Zhang, Xu
core   +2 more sources

Markov processes of cubic stochastic matrices: Quadratic stochastic processes

Linear Algebra and its Applications, 2019
We consider Markov processes of cubic stochastic (in a fixed sense) matrices which are also called quadratic stochastic process (QSPs). A QSP is a particular case of a continuous-time dynamical system whose states are stochastic cubic matrices satisfying an analogue of the Kolmogorov-Chapman equation (KCE).
J.M. Casas, M. Ladra, U.A. Rozikov
openaire   +2 more sources

A Bernstein polynomial approach of the robust regression

AIMS Mathematics
This paper proposes a new family of robust non-parametric estimators for regression functions by applying polynomials to construct a robust regression estimator.
Sihem Semmar , Omar Fetitah, Mohammed Kadi Attouch, Salah Khardani, Ibrahim M. Almanjahie   +4 more
doaj   +1 more source

Estimation of Accuracy and Reliability of Models of φ-sub-Gaussian Stochastic Processes in Spaces

Наукові вісті Національного технічного університету України "Київський політехнічний інститут", 2017
Background. At present, in the theory of stochastic process modeling a problem of assessment of reliability and accuracy of stochastic process model in C(T) space wasn’t studied for the case of inexplicit decomposition of process in the form of a series ...
Oleksandr M. Mokliachuk
doaj   +1 more source

Linear quantum state diffusion for non-Markovian open quantum systems

, 1996
We demonstrate the relevance of complex Gaussian stochastic processes to the stochastic state vector description of non-Markovian open quantum systems. These processes express the general Feynman-Vernon path integral propagator for open quantum systems ...
Caldeira, Carmichael, Diósi, Diósi, Feynman, Feynman, Gisin, Gisin, Gisin, Gisin, Grabert, Kleinert, Strunz, Walter T. Strunz, Weiss   +14 more
core   +1 more source

Parallel implementation of stochastic simulation for large-scale cellular processes [PDF]

, 2005
Experimental and theoretical studies have shown the importance of stochastic processes in genetic regulatory networks and cellular processes. Cellular networks and genetic circuits often involve small numbers of key proteins such as transcriptional ...
Burrage, K., Tian, T.
core   +2 more sources

Strong Consistency of Incomplete Functional Percentile Regression

Axioms
This paper analyzes the co-fluctuation between a scalar response random variable and a curve regressor using quantile regression. We focus on the situation wherein the output variable is observed with random missing.
Mohammed B. Alamari, Fatimah A. Almulhim, Ouahiba Litimein, Boubaker Mechab   +3 more
doaj   +1 more source

Measuring the Moment and the Magnitude of the Abrupt Change of the Gaussian Process Bandwidth

Measurement Science Review, 2019
The maximum likelihood algorithm is introduced for measuring the unknown moment of abrupt change and bandwidth jump of a fast-fluctuating Gaussian random process.
Chernoyarov Oleg, Marčokova Mariana, Salnikova Alexandra, Maksimov Maksim, Makarov Alexander   +4 more
doaj   +1 more source