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This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…

Statistics Theory · Mathematics 2010-08-18 Jimmy Olsson , Jonas Ströjby

This paper introduces a dynamic minimum variance portfolio (MVP) model using nonlinear volatility dynamic models, based on high-frequency financial data. Specifically, we impose an autoregressive dynamic structure on MVP processes, which…

Methodology · Statistics 2023-10-23 Donggyu Kim , Minseog Oh

A brain--machine interface (BMI) based on motor imagery (MI) enables the control of devices using brain signals while the subject imagines performing a movement. It plays a vital role in prosthesis control and motor rehabilitation. To…

Signal Processing · Electrical Eng. & Systems 2024-09-20 Xiaying Wang , Michael Hersche , Michele Magno , Luca Benini

In this work, we propose a fully coupled multiscale strategy for components made from short fiber reinforced composites, where each Gauss point of the macroscopic finite element model is equipped with a deep material network (DMN) which…

Computational Engineering, Finance, and Science · Computer Science 2021-09-24 Sebastian Gajek , Matti Schneider , Thomas Böhlke

The last decade has witnessed a swiftly increasing interest in the design and production of novel multivalent molecules as powerful alternatives for conventional antibodies in the fight against cancer and infectious diseases. However, while…

Soft Condensed Matter · Physics 2019-08-23 Suman Saurabh , Francesco Piazza

The so-called matrix-element method (MEM) has long been used successfully as a classification tool in particle physics searches. In the presence of invisible final state particles, the traditional MEM typically assigns probabilities to an…

High Energy Physics - Phenomenology · Physics 2019-08-26 Stefan von Buddenbrock , Olivier Mattelaer , Michael Spannowsky

Expectation maximization (EM) algorithm is to find maximum likelihood solution for models having latent variables. A typical example is Gaussian Mixture Model (GMM) which requires Gaussian assumption, however, natural images are highly…

Machine Learning · Computer Science 2018-12-04 Wentian Zhao , Shaojie Wang , Zhihuai Xie , Jing Shi , Chenliang Xu

To enhance the accuracy of power load forecasting in wind farms, this study introduces an advanced combined forecasting method that integrates Variational Mode Decomposition (VMD) with an Improved Particle Swarm Optimization (IPSO)…

Machine Learning · Computer Science 2024-12-17 Qiang Xie

Model predictive control (MPC) has become one of the well-established modern control methods for three-phase inverters with an output LC filter, where a high-quality voltage with low total harmonic distortion (THD) is needed. Although it is…

Systems and Control · Computer Science 2020-04-24 Ihab S. Mohamed , Stefano Rovetta , Ton Duc Do , Tomislav Dragicevic , Ahmed A. Zaki Diab

The structure and function of biological molecules are strongly influenced by the water and dissolved ions that surround them. This aqueous solution (solvent) exerts significant electrostatic forces in response to the biomolecule's…

Numerical Analysis · Mathematics 2015-12-29 Matthew G. Knepley , Jaydeep P. Bardhan

The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…

Computation · Statistics 2018-05-14 Chanseok Park

It is known that unsupervised nonlinear dimensionality reduction and clustering is sensitive to the selection of hyperparameters, particularly for deep learning based methods, which hinders its practical use. How to select a proper network…

Machine Learning · Computer Science 2022-08-30 Xiao-Lei Zhang

A recently proposed node-based uniform strain virtual element method (NVEM) is here extended to small strain elastoplastic solids. In the proposed method, the strain is averaged at the nodes from the strain of surrounding linearly precise…

Numerical Analysis · Mathematics 2024-12-19 Rodrigo Silva-Valenzuela , Alejandro Ortiz-Bernardin , Edoardo Artioli

How can we analyze enormous networks including the Web and social networks which have hundreds of billions of nodes and edges? Network analyses have been conducted by various graph mining methods including shortest path computation,…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-09-27 Chiwan Park , Ha-Myung Park , Minji Yoon , U Kang

We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-03 Adam Moss

Unimodality constitutes a key property indicating grouping behavior of the data around a single mode of its density. We propose a method that partitions univariate data into unimodal subsets through recursive splitting around valley points…

Machine Learning · Computer Science 2024-12-23 Paraskevi Chasani , Aristidis Likas

Typical biomolecular systems such as cellular membranes, DNA, and protein complexes are highly charged. Thus, efficient and accurate treatment of electrostatic interactions is of great importance in computational modelling of such systems.…

Soft Condensed Matter · Physics 2007-05-23 Michael Patra , Marja T. Hyvonen , Emma Falck , Mohsen Sabouri-Ghomi , Ilpo Vattulainen , Mikko Karttunen

Computational prediction of enzyme mechanism and protein function requires accurate physics-based models and suitable sampling. We discuss recent advances in large-scale quantum mechanical (QM) modeling of biochemical systems that have…

Chemical Physics · Physics 2021-05-28 Vyshnavi Vennelakanti , Azadeh Nazemi , Rimsha Mehmood , Adam H. Steeves , Heather J. Kulik

Elastic network models (ENM) and constraint-based, topological rigidity analysis are two distinct, coarse-grained approaches to study conformational flexibility of macromolecules. In the two decades since their introduction, both have…

Biomolecules · Quantitative Biology 2018-02-27 Dominik Budday , Sigrid Leyendecker , Henry van den Bedem

We present a framework for the multiscale modeling of finite strain magneto-elasticity based on physics-augmented neural networks (NNs). By using a set of problem specific invariants as input, an energy functional as the output and by…

Computational Engineering, Finance, and Science · Computer Science 2023-09-01 Karl A. Kalina , Philipp Gebhart , Jörg Brummund , Lennart Linden , WaiChing Sun , Markus Kästner
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