Results 41 to 50 of about 240,268 (117)
Convective regularization for optical flow
, 2015 We argue that the time derivative in a fixed coordinate frame may not be the most appropriate measure of time regularity of an optical flow field. Instead, for a given velocity field $v$ we consider the convective acceleration $v_t + \nabla v v$ which ...
Iglesias, José A., Kirisits, Clemens
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Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach
, 2003 Structural vector autoregressions (VARs) are widely used to trace out the effect of monetary policy innovations on the economy. However, the sparse information sets typically used in these empirical models lead to at least two potential problems with the
B. Bernanke, Jean Boivin, Piotr Eliasz
semanticscholar +1 more source
The maximum maximum of a martingale with given $n$ marginals
, 2016 We obtain bounds on the distribution of the maximum of a martingale with fixed marginals at finitely many intermediate times. The bounds are sharp and attained by a solution to $n$-marginal Skorokhod embedding problem in Ob{\l}\'oj and Spoida [An ...
Henry-Labordère, Pierre +3 more
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Impact of Demand-Response on the Efficiency and Prices in Real-Time Electricity Markets [PDF]
, 2014 International audienceWe study the effect of Demand-Response (DR) in dynamic real-time electricity markets. We use a two-stage market model that takes into account the dynamical aspects of gen-eration, demand, and DR. We study the real-time market prices
Gast N. +4 more
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Pathwise estimates for an effective dynamics
, 2016 Starting from the overdamped Langevin dynamics in $\mathbb{R}^n$, $$ dX_t = -\nabla V(X_t) dt + \sqrt{2 \beta^{-1}} dW_t, $$ we consider a scalar Markov process $\xi_t$ which approximates the dynamics of the first component $X^1_t$. In the previous work [
Legoll, Frederic +2 more
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Variance Reduction Result for a Projected Adaptive Biasing Force Method
, 2017 This paper is committed to investigate an extension of the classical adaptive biasing force method, which is used to compute the free energy related to the Boltzmann-Gibbs measure and a reaction coordinate function.
E. Darve +5 more
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One more approach to the convergence of the empirical process to the Brownian bridge
, 2008 A theorem of Donsker asserts that the empirical process converges in distribution to the Brownian bridge.
Jean-françois Marckert +1 more
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Support vector machine learning for interdependent and structured output spaces
International Conference on Machine Learning, 2004 Learning general functional dependencies is one of the main goals in machine learning. Recent progress in kernel-based methods has focused on designing flexible and powerful input representations.
Ioannis Tsochantaridis +3 more
semanticscholar +1 more source
Geodesic equivalence and integrability
, 1999 We suggest a construction that, given a trajectorial diffeomorphism between two Hamiltonian systems, produces integrals of them. As the main example we treat geodesic equivalence of metrics.
Matveev, Vladimir S., Topalov, Petar J.
core
High order discretization schemes for stochastic volatility models [PDF]
In usual stochastic volatility models, the process driving the volatility of the asset price evolves according to an autonomous one-dimensional stochastic differential equation. We assume that the coefficients of this equation are smooth.
Benjamin Jourdain, Mohamed Sbai
core