Results 11 to 20 of about 124,142 (266)

Stopping a Virus from Moving Freely: Border Controls and Travel Restrictions in Times of Corona

open access: yesUtrecht Law Review, 2021
One year down the road, this article evaluates the travel restrictions imposed in response to the Covid-19 pandemic, first, in the light of the rules of the Schengen acquis (controls at the internal and external borders) and, second, under the provisions
H. van Eijken, J.J. Rijpma
doaj   +1 more source

Brownian Motion in Minkowski Space

open access: yesEntropy, 2015
We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. The first is to define a sequence of stopping times associated with the Brownian “kicks” or impulses.
Paul O'Hara, Lamberto Rondoni
doaj   +1 more source

Determination of pedestrian accessibility for urban public transport stops

open access: yesВестник СибАДИ, 2022
Introduction. This article is devoted to the problem of determining the territorial (pedestrian) accessibility of stopping points in large cities, which is one of the indicators of the quality of transport services for the population.The aim of the study
S. S. Voitenkov, M. V. Banket
doaj   +1 more source

Los valores del juego de parada óptima para medias aritméticas de variables de Bernoulli

open access: yesRevista de Matemática: Teoría y Aplicaciones, 2009
We study optimal stopping problems for generalized averages of identically distributed Bernoulli variables, taking values in the set D = {d0, d1}. We obtain a recurrent formula in the finite horizon case, which gives the value of the game in terms of ...
Jaime Lobo Segura, Santiago Cambronero
doaj   +1 more source

Finite Stopping Time and Finite Expected Stopping Time

open access: yesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1965
Summary Generalized sequential probability-ratio procedures are defined for dependent and non-identically distributed random variables. For these procedures, conditions are found implying that the stopping time is finite with probability 1 and the expected stopping time is finite. These results are applied to rank order problems.
Savage, I. R., Savage, L. J.
openaire   +2 more sources

An Empirical Study on the Correlation between Early Stopping Patience and Epochs in Deep Learning [PDF]

open access: yesITM Web of Conferences
Early stopping is a technique used to prevent overfitting in deep learning models by stopping the training process when the validation loss stops improving.
Hussein Bootan M., Shareef Shareef M.
doaj   +1 more source

Unsupervised GAN epoch selection for biomedical data synthesis

open access: yesCurrent Directions in Biomedical Engineering, 2023
Supervised Neural Networks are used for segmentation in many biological and biomedical applications. To omit the time-consuming and tiring process of manual labeling, unsupervised Generative Adversarial Networks (GANs) can be used to synthesize labeled ...
Böhland Moritz   +3 more
doaj   +1 more source

A Characterization of Stopping Times

open access: yesThe Annals of Probability, 1994
The authors give two characterizations of stopping times via martingales and Markov processes. The first result is the following: Let \(({\mathcal F}_ t)\) be a filtration satisfying the usual hypotheses and \(R\) be an \({\mathcal F}_ \infty\) random variable, then \(R\) is an \(({\mathcal F}_ t)\) stopping time if and only if \(E(H\mid {\mathcal F}_ ...
Knight, Frank B., Maisonneuve, Bernard
openaire   +3 more sources

Métodos no estándar en el problema de la parada óptima

open access: yesRevista de Matemática: Teoría y Aplicaciones, 2009
We analize the optimal-stopping ploblem by the use of non standard analysis techniques. Using the non standard concept of quasi-optimal time, we prove the existence of optimal times for the problems of finite and infinite horizon .
Jaime Lobo Segura
doaj   +1 more source

On final stopping time problems [PDF]

open access: yes, 1975
§1. Let us consider the state equation of a dynamical system $$ \left\{ \begin{gathered}{{\dot y}_{xt}}(s) = f(s,{y_{xt}}(s))\,\,0\underset{\raise0.3em\hbox{$\smash{\scriptscriptstyle-}$}}{ \leqslant } t\underset{\raise0.3em\hbox{$\smash{\scriptscriptstyle-}$}}{ \leqslant } s\underset{\raise0.3em\hbox{$\smash{\scriptscriptstyle-}$}}{ \leqslant } T <
J. L. Manaldi, Edmundo Rofman
openaire   +1 more source

Home - About - Disclaimer - Privacy