In this paper, a class of forward rate dependent Markovian transformations of the Heath-Jarrow-Morton [16] term structure model are obtained by considering volatility processes that are solutions of linear ordinary ...
We explicitly exhibit a set of four ququad-ququad orthogonal maximally entangled states that cannot be perfectly distinguished by means of local operations and classical communication. Before our work, it was unknown whether ...
The Clifford-Fourier transform was introduced by Brackx, De Schepper and Sommen who subsequently computed its kernel in dimension d=2. Here we compute the kernel of a fractional version of the transform when d=2 and 4. In ...
In this paper we present an easy-to-implement graphical distribution diagnostic for linear models with correlated errors. Houseman et al. (2004) constructed quantile-quantile plots for the marginal residuals of such models, ...
We study the connection between the p-Talagrand inequality and the q-logarithmic Sololev inequality for conjugate exponents p >= 2, q <= 2 in proper geodesic metric spaces. By means of a general Hamilton-Jacobi semigroup ...
Goldsmith, J; Crainiceanu, C.; Wand, Matt(Institute of Mathematical Statistics, 2011)
We introduce variational Bayes methods for fast approximate inference in functional regression analysis. Both the standard cross-sectional and the increasingly common longitudinal settings are treated. The methodology ...
Lam, Hak-Keung; Ling, Steve; Leung, Frank; Tam, P K S(Elsevier Science Inc, 2004)
This paper presents the estimation of the transmission gains for an AC power line data network in an intelligent home. The estimated gains ensure the transmission reliability and efficiency. A neural-fuzzy network with ...
In this paper we present some new applications of Lie symmetry analysis to problems in stochastic calculus. The major focus is on using Lie symmetries of parabolic PDEs to obtain fundamental solutions and transition ...
Stark, Paul; Celedon, Juan; Chew, Ginger; Ryan, Louise; Burge, Harriet; Muilenberg, Michael; Gold, Diane(U.S. Department of Health and Human Services * National Institute of Environmental Health Sciences, 2005)
Studies have repeatedly demonstrated that sensitization to fungi, such as Alternaria, is strongly associated with allergic rhinitis and asthma in children. However, the role of exposure to fungi in the development of ...
The association between home dampness and lower respiratory symptoms in children has been well documented. Whether fungal exposures contribute to this association is uncertain. In a prospective birth cohort of 499 children ...
We extend the model of Karlof and Wagner for modelling side channel attacks via Input Driven Hidden Markov Models (IDHMM) to the case where not every state corresponds to a single observable symbol. This allows us to examine ...
Further reduction for classical normal forms of formal maps is considered in this note. Based on a recursive formula for computing the transformed map of a formal map under a near identity formal transformation, we develop ...
Further reduction for classical normal forms of formal maps is considered in this note. Based on a recursive formula for computing the transformed map of a formal map under a near identity formal transformation, we develop ...
Classic bilevel programming deals with two level hierarchical optimization problems in which the leader attempts to optimize his/her objective, subject to a set of constraints and his/her followera??s solution. In modelling ...
n this paper, we present our opinions on fuzzy logic from the viewpoint of machine intelligence. Firstly, we analyze characteristics of fuzzy logic that are adapted to the study of machine intelligence. Secondly, we present ...
Ma, Jun; Ruan, Da; Xu, Yang; Zhang, Guangquan(Elsevier Inc, 2007)
A fuzzy-set-based approach is presented to describe linguistic information in multi-criteria decision making. After having introduced concepts of determinacy and consistency of linguistic terms, the understandable degree ...
The oligopoly model of international fishing of Szidarovszky and Okuguchi [7] where the harvesting countries form a coalition is re- visited with the additional assumption that there is a time lag in obtaining and implementing ...
Variational approximation methods have become a mainstay of contemporary machine learning methodology, but currently have little presence in statistics. We devise an effective variational approximation strategy for fitting ...