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A Note On The Dai-Singleton Canonical Representation Of Affine Term Structure Models

Related publications (39)

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A generic diffusion-based approach for 3D human pose prediction in the wild

Alexandre Massoud Alahi, Saeed Saadatnejad, Taylor Ferdinand Mordan

Predicting 3D human poses in real-world scenarios, also known as human pose forecasting, is inevitably subject to noisy inputs arising from inaccurate 3D pose estimations and occlusions. To address these challenges, we propose a diffusion-based approach th ...

IEEE2023

Dynamical low rank approximation for uncertainty quantification of time-dependent problems

Eva Vidlicková

The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...

EPFL2022

Geometry of the Loss Landscape in Overparameterized Neural Networks: Symmetries and Invariances

Wulfram Gerstner, Clément Hongler, Johanni Michael Brea, Francesco Spadaro, Berfin Simsek, Arthur Jacot

We study how permutation symmetries in overparameterized multi-layer neural networks generate `symmetry-induced' critical points. Assuming a network with

L

layers of minimal widths

r_1^*, \ldots, r_{L-1}^*

reaches a zero-loss minimum at $ r_1^*! \c ...

2021

Affine Combination of Diffusion Strategies Over Networks

Ali H. Sayed, Jie Chen

Diffusion adaptation is a powerful strategy for distributed estimation and learning over networks. Motivated by the concept of combining adaptive filters, this work proposes a combination framework that aggregates the operation of multiple diffusion strate ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Combining diffusion strategies with complementary properties enables enhanced performance when they can be run simultaneously. In this article, we first propose two schemes for the convex combination of two diffusion strategies, namely, the power-normalize ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Truncated Levy motion through path integrals and applications to nondiffusive suprathermal ion transport

Ambrogio Fasoli, Ivo Furno, Paolo Ricci, Marcelo Baquero Ruiz, Oulfa Chellaï, Fabian Manke

Fractional Levy motion has been derived from its generalized Langevin equation via path integrals in earlier works and has since proven to be a useful model for nonlocal and non-Markovian processes, especially in the context of nondiffusive transport. Here ...

AMER PHYSICAL SOC2019

Let xi(t, x) denote space-time white noise and consider a reaction-diffusion equation of the form (t, x) = 1/2u ''(t, x) + b(u(t, x)) + sigma(u(t,x))xi(t,x) on R+ x [0, 1], with homogeneous Dirichlet boundary conditions and suitable initial d ...

INST MATHEMATICAL STATISTICS2019

Oxygen diffusion through air–water free surfaces in a pump–turbine operating in condenser mode

François Avellan, Elena Vagnoni, Loïc Andolfatto, Pierre Leroy

The present research aims at understanding the mass transfer of air into water in a reversible pump turbine operating in condenser mode. In particular, the diffusion of oxygen through the water free-surface both in the vaneless gap between the impeller bla ...

2019

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Particle transport in tokamak plasmas has been intensively studied in the past, particularly in relation to density peaking and the presence of anomalous inward particle convection in L-and H-modes. While in the L-mode case the presence of the anomalous in ...

2018

Optimality of integrability estimates for advection–diffusion equations

Maria Colombo

We discuss Lp integrability estimates for the solution u of the advection–diffusion equation ∂tu+div(bu)=Δu, where the velocity field b∈LtrLxq. We first summarize some classical results proving such estimates for certain ranges of the exponents r and q. Af ...

2017