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Risk assessment under different possible scenarios is a source of uncertainty that may lead to concerning financial losses. We address this issue, first, by adapting a robust framework to the class of spectral risk measures. Second, we…

风险管理 · 定量金融 2019-05-21 Mohammed Berkhouch , Ghizlane Lakhnati , Marcelo Brutti Righi

In the analysis and control of discrete-time linear time-invariant systems, the spectral radius of the system state matrix plays an essential role. Usually, it is assumed that system matrices are known, from which the spectral radius can be…

最优化与控制 · 数学 2022-03-24 Liang Xu , Baiwei Guo , Giancarlo Ferrari-Trecate

We show that an intensity speckle can be directly interpreted as the properties of incident light - amplitude, phase, polarization, and coherency over spatial positions. Revisiting the speckle-correlation scattering matrix (SSM) method [Lee…

光学 · 物理学 2019-08-07 KyeoReh Lee , YongKeun Park

We introduce set risk measures (SRMs), real-valued maps defined on the family of non-empty closed bounded sets of essentially bounded random variables. SRMs extend traditional scalar risk measures by assigning a single capital requirement…

数理金融 · 定量金融 2026-05-20 Marcelo Righi , Eduardo Horta , Marlon Moresco

We establish spectral estimates at a critical energy level for $h$-pseudors . Via a trace formula, we compute the contribution of isolated (non-extremum) critical points under a condition of "real principal type". The main result holds for…

偏微分方程分析 · 数学 2007-05-23 Brice Camus

The Injury Severity Score (ISS) is a standard aggregate indicator of the overall severity of multiple injuries to the human body. This score is calculated by summing the squares of the three highest values of the Abbreviated Injury Scale…

应用统计 · 统计学 2021-02-09 Nassim Dehouche

We establish sharp stability results for of non--selfadjoint the ascent and descent spectra under strong resolvent convergence (SRS), a natural framework for finite element approximations of non-selfadjoint and singularly perturbed…

数值分析 · 数学 2025-11-27 Marwa Ennaceur

The real-space multiple-scattering (RSMS) approach is applied to model non-resonant inelastic scattering from deep core electron levels over a broad energy spectrum. This approach is applicable to aperiodic or periodic systems alike and…

其他凝聚态物理 · 物理学 2009-11-11 J. A. Soininen , A. L. Ankudinov , J. J. Rehr

This work describes an unsupervised method to objectively quantify the abnormality of general anatomical shapes. The severity of an anatomical deformity often serves as a determinant in the clinical management of patients. However,…

计算机视觉与模式识别 · 计算机科学 2020-09-17 Wenzheng Tao , Riddhish Bhalodia , Erin Anstadt , Ladislav Kavan , Ross T. Whitaker , Jesse A. Goldstein

A new generalized Statistical Complexity Measure (SCM) was proposed by Rosso et al in 2010. It is a functional that captures the notions of order/disorder and of distance to an equilibrium distribution. The former is computed by a measure…

Sign-Perturbed Sum (SPS) is a powerful finite-sample system identification algorithm which can construct confidence regions for the true data generating system with exact coverage probabilities, for any finite sample size. SPS was developed…

机器学习 · 统计学 2024-01-30 Szabolcs Szentpéteri , Balázs Csanád Csáji

We consider the problem of estimating a spectral risk measure (SRM) from i.i.d. samples, and propose a novel method that is based on numerical integration. We show that our SRM estimate concentrates exponentially, when the underlying…

机器学习 · 计算机科学 2019-12-24 Ajay Kumar Pandey , Prashanth L. A. , Sanjay P. Bhat

Objectives: To obtain a better estimate of the mortality of individuals suffering from blunt force trauma, including co-morbidity. Methodology: The Injury severity Score (ISS) is the default world standard for assessing the severity of…

组织与器官 · 定量生物学 2017-11-24 Clive Neal-Sturgess

This article presents input-output stability analysis of nonlinear feedback systems based on the notion of soft and hard scaled relative graphs (SRGs). The soft and hard SRGs acknowledge the distinction between incremental positivity and…

系统与控制 · 电气工程与系统科学 2026-05-12 Chao Chen , Sei Zhen Khong , Rodolphe Sepulchre

The rapid adoption of synthetic data for training Large Language Models (LLMs) has introduced the technical challenge of "model collapse"-a degenerative process where recursive training on model-generated content leads to a contraction of…

机器学习 · 计算机科学 2026-03-24 Yi Gu , Lingyou Pang , Xiangkun Ye , Tianyu Wang , Jianyu Lin , Carey E. Priebe , Alexander Aue

Evaluation of a variable Yd from certain measured variable(s) Xi(s), by making use of their system-specific-relationship (SSR), is generally referred as the indirect measurement. Naturally the SSR may stand for a simple data-translation…

数据分析、统计与概率 · 物理学 2009-09-10 B. P. Datta

Scanning SQUID susceptometry images the local magnetization and susceptibility of a sample. By accurately modeling the SQUID signal we can determine the physical properties such as the penetration depth and permeability of superconducting…

Nowadays, tens of satellites carry hyperspectral spectrometers. Such instruments allow decomposing the light that exits the atmosphere from its top into hundreds to thousands of contiguous spectral channels. By analysis of the light…

仪器与探测器 · 物理学 2025-04-29 Pierre Dussarrat , Guillaume Deschamps

We explore the sensitivity of several core-level spectroscopic methods to the underlying atomistic structure by using the water molecule as our test system. We first define a metric that measures the magnitude of spectral change as a…

化学物理 · 物理学 2022-06-22 Johannes Niskanen , Anton Vladyka , Joonas Niemi , Christoph J. Sahle

Software Vulnerability (SV) severity assessment is a vital task for informing SV remediation and triage. Ranking of SV severity scores is often used to advise prioritization of patching efforts. However, severity assessment is a difficult…

软件工程 · 计算机科学 2022-01-19 Roland Croft , M. Ali Babar , Li Li
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