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We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at high temporal frequency, we use limit theorems for multipower variations and related functionals to ...
Purpose To compare motion tracking by 2 modern methods (fat navigators [FatNavs] and Moir' phase tracking [MPT]) as well as their performance for retrospective correction of very high resolution acquisitions. Methods A direct comparison of FatNavs and MPT ...
The effect of Landau damping is often calculated assuming a Gaussian beam distribution in all transverse degrees of freedom, which agrees reasonably well with beam measurements. However, the stability of the beam is strongly dependent on the details of the ...
Stochastic optimization is a popular modeling paradigm for decision-making under uncertainty and has a wide spectrum of applications in management science, economics and engineering. However, the stochastic optimization models one faces in practice are int ...
Data assimilation methods have recently been implemented in the sensitivity analysis and uncertainty quantification tool SHARK-X. This paper presents how they were used with sensitivity coefficients and randomly-sampled nuclear data to simulate integral pa ...
This paper develops an effective distributed strategy for the solution of constrained multiagent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of the entries of a ...
Digital technologies are enabling the transformation of the established market boundaries and business models of the cinema industry, bringing opportunities for a reconfiguration of the conceptual framework of movie content distribution through movie theat ...
We consider discrete message passing (MP) decoding of low-density parity check (LDPC) codes based on information-optimal symmetric look-up table (LUT). A link between discrete message labels and the associated log-likelihood ratio values (defined in terms ...
Landau damping of coherent modes is strongly dependent on the exact shape of the particle bunches. One often assumes that the transverse distributions in high-energy hadron colliders can be approximated by Gaussian distributions, in acceptable agreement wi ...
The spectral distribution plays a key role in the statistical modelling of multivariate extremes, as it defines the dependence structure of multivariate extreme-value distributions and characterizes the limiting distribution of the relative sizes of the co ...