An introduction to the basics of Monte Carlo is given. The topics covered include, sample space, events, probabilities, random variables, mean, variance, covariance, characteristic function, chebyshev inequality, law of large numbers, central limit...
May 23, 2019 · alternatively, you could inverse the relation and model the independent group variable as a function of the dependent variables. This is especially interesting with the multivariate type of …
Jan 10, 2024 · Use standard type for Greek letters, subscripts and superscripts that function as identifiers (i.e., are not variables, as in the subscript “girls” in the example that follows), and …
We give to the categorical theory PR of Primitive Recursion a logically simple, algebraic presentation, via equations between maps, plus one genuine Horner type schema, namely Freyd's uniqueness of the initialised iterated. Free Variables are intro...
Decision trees and their ensembles are endowed with a rich set of diagnostic tools for ranking and screening variables in a predictive model. Despite the widespread use of tree based variable importance measures, pinning down their theoretical proper...
Aug 19, 2010 · Magic numbers are special value of certain variables which causes the program to behave in an special manner. For example, a communication library might take a Timeout parameter …
The accurate determination of the masses of cataclysmic variable stars is critical to our understanding of their origin, evolution and behaviour. Observations of cataclysmic variables also afford an excellent opportunity to constrain theoretical ph...
Apart from an account of classical preliminaries, this volume contains a systematic introduction to Sobolev spaces and functions of bounded variation with selected applications. This is installment III of a four part discussion of certain aspects of...
Our goal in this paper is to propose an alternative risk measure which takes into account the fluctuations of losses and possible correlations between random variables. This new notion of risk measures, that we call Copula Conditional Tail Expectatio...
Using random variables as motivation, this paper presents an exposition of the formalisms developed by Rota and Taylor for the classical umbral calculus. A variety of examples are presented, culminating in several descriptions of sequences of binom...
Ecological resilience refers to the ability of a system to retain its state when subject to state variables perturbations or parameter changes. While understanding and quantifying resilience is crucial to anticipate the possible regime shifts, charac...
Stochastic simulators exhibit intrinsic stochasticity due to unobservable, uncontrollable, or unmodeled input variables, resulting in random outputs even at fixed input conditions. Such simulators are common across various scientific disciplines; how...
Hydrogen-deficient Carbon (HdC) stars are rare, low-mass, chemically peculiar, supergiant variables believed to be formed by a double white dwarf (DWD) merger, specifically of a Carbon/Oxygen- (CO-) and a Helium-white dwarf (He-WD). They consist of t...
Duality of linear programming is a standard approach to the classical weighted maximum matching problem. From an economic perspective, the dual variables can be regarded as prices of products and payoffs of buyers in a two-sided matching market. Trad...
In this paper, we show the increasing stability of the inverse source problems for the acoustic wave equation in the full space R3.The goal is to understand increasing stability for wave equation in the time domain. If the time and spatial variables...
In modern Machine Learning, model training is an iterative, experimental process that can consume enormous computation resources and developer time. To aid in that process, experienced model developers log and visualize program variables during train...
This study addresses the lack of structured causal modeling between tactical strike behavior and strategic delay in current strategic-level simulations, particularly the structural bottlenecks in capturing intermediate variables within the "resilienc...
In this short note, we prove by an appropriate change of variables that the SVI implied volatility parameterization presented in Gatheral's book and the large-time asymptotic of the Heston implied volatility agree algebraically, thus confirming a c...
Sep 30, 2011 · Click the parameter mapping in the left column and add each paramter from your stored proc and map it to your SSIS variable: Now when this task runs it will pass the SSIS variables to the …
The study investigates the effects of crude oil prices on inflation and interest rate in Ghana using data obtained from Bank of Ghana data repository. The Augmented Dickey-Fuller and the Phillips-Perron tests were used to test the presence or otherwi...
In this work, we study the parity complexity measures ${\mathsf{C}^{\oplus}_{\min}}[f]$ and ${\mathsf{DT^{\oplus}}}[f]$. ${\mathsf{C}^{\oplus}_{\min}}[f]$ is the \emph{parity kill number} of $f$, the fewest number of parities on the input variables o...
A generalisation of the classical Calogero-Moser model obtained by coupling it to the Gaudin model is considered. The recently found classical dynamical r-matrix [E. Billey, J. Avan and O. Babelon, PAR LPTHE 93-55] for the Euler-Calogero-Moser mode...
Measurements of normalized differential cross sections as functions of the multiplicity and kinematic variables of charged-particle tracks from the underlying event in top quark and antiquark pair production are presented. The measurements are perfor...
Subluminous B stars come in a variety of flavours including single stars, close and wide binaries, and pulsating and non-pulsating variables. A majority have helium-poor surfaces (helium by number nHe<1%), whilst a minority have extremely helium-rich...
We investigate a special sequence of random variables $A(N)$ defined by an exponential power series with independent standard complex Gaussians $(X(k))_{k \geq 1}$. Introduced by Hughes, Keating, and O'Connell in the study of random matrix theory, th...
We investigate the sets of joint probability distributions that maximize the average multi-information over a collection of margins. These functionals serve as proxies for maximizing the multi-information of a set of variables or the mutual informati...
Period-luminosity sequences have been shown to exist among the Semi-Regular Variables (SRVs) of the Magellanic Clouds (Wood et al, 1999), the Bulge of the Milky Way galaxy (Glass & Schultheis, 2003) and elsewhere. It would clearly be useful to have...
Directed acyclic graphs (DAGs) encode a lot of information about a particular distribution in their structure. However, compute required to infer these structures is typically super-exponential in the number of variables, as inference requires a swee...
We prove a multiplication theorem for quantum cluster algebras of acyclic quivers. The theorem generalizes the multiplication formula for quantum cluster variables in \cite{fanqin}. We apply the formula to construct some $\mathbb{ZP}$-bases in quantu...
For a $k$-ary predicate $P$, a random instance of CSP$(P)$ with $n$ variables and $m$ constraints is unsatisfiable with high probability when $m \gg n$. The natural algorithmic task in this regime is \emph{refutation}: finding a proof that a given ra...
Let $P$ be a $k$-ary predicate over a finite alphabet. Consider a random CSP$(P)$ instance $I$ over $n$ variables with $m$ constraints. When $m \gg n$ the instance $I$ will be unsatisfiable with high probability, and we want to find a refutation - i....
We study the Zariski cancellation problem for Poisson algebras in three variables. In particular, we prove those with Poisson bracket either being quadratic or derived from a Lie algebra are cancellative. We also use various Poisson algebra invariant...
In causal inference, encouragement designs (EDs) are widely used to analyze causal effects, when randomized controlled trials (RCTs) are impractical or compliance to treatment cannot be perfectly enforced. Unlike RCTs, which directly allocate treatme...
Defining abstract algorithmic structures like functions and variables using self-made tangibles can enhance the usability and affordability of the tangible programming experience by maintaining the input modality and physical interaction throughout t...
We assemble 121 spectroscopically-confirmed halo carbon stars, drawn from the literature, exhibiting measurable variability in the Catalina Surveys. We present their periods and amplitudes, which are used to estimate distances from period-luminosity...
Putinar and Vasilescu [6] have given an algebraic characterization of Hamburger moment sequences in several variables. In this paper we study some sparse moment subsequences of Hamburger moment sequences and consider the problem of completion of thes...
We study a discrete-time financial market with a single constrained trader, competitive market makers, and noise traders. Within the class of linear equilibria, the equilibrium structure is shown to be uniquely determined by two state variables: the...