相关论文: The Case against Generally Weighted Moving Average…

For multimode processes, one generally establishes local monitoring models corresponding to local modes. However, the significant features of previous modes may be catastrophically forgotten when a monitoring model for the current mode is…

Although the Kruskal-Wallis (KW) test is widely used, it should not be recommended: it is not robust to arbitrary alternatives, it is only a global test without confidence intervals for the marginal hypotheses, it is inherently defined for…

In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…

We introduce the concept of autoregressive moving average (ARMA) filters on a graph and show how they can be implemented in a distributed fashion. Our graph filter design philosophy is independent of the particular graph, meaning that the…

Averaging, or smoothing, is a fundamental approach to obtain stable, de-noised estimates from noisy observations. In certain scenarios, observations made along trajectories of random dynamical systems are of particular interest. One popular…

A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…

Using the setting of $G$-metric spaces, common fixed point theorems for four maps satisfying the weakly commuting conditions are obtained for various generalized contractive conditions. Several examples are also presented to show the…

The use of a running coupling constant in renormalizable theories is well known, but the implementation of this idea for effective field theories with a dimensional coupling constant is in general less useful. Nevertheless there are…

Information aggregation is a vital tool for human and machine decision making in the presence of uncertainty. Traditionally, approaches to aggregation broadly diverge into two categories, those which attribute a worth or weight to…

Classical technical analysis methods of stock evolution are recalled, i.e. the notion of moving averages and momentum indicators. The moving averages lead to define death and gold crosses, resistance and support lines. Momentum indicators…

Network meta-analysis (NMA) is a central tool for evidence synthesis in clinical research. The results of an NMA depend critically on the quality of evidence being pooled. In assessing the validity of an NMA, it is therefore important to…

Anecdotally, using an estimated propensity score is superior to the true propensity score in estimating the average treatment effect based on observational data. However, this claim comes with several qualifications: it holds only if…

Two fundamental approaches to information averaging are based on linear and logarithmic combination, yielding the arithmetic average (AA) and geometric average (GA) of the fusing initials, respectively. In the context of target tracking,…

The weighted average is by far the most popular approach to combining multiple forecasts of some future outcome. This paper shows that both for probability or real-valued forecasts, a non-trivial weighted average of different forecasts is…

Random walks constitute a fundamental mechanism for a large set of dynamics taking place on networks. In this article, we study random walks on weighted networks with an arbitrary degree distribution, where the weight of an edge between two…

The ability to predict the behavior of a wireless channel in terms of the frame delivery ratio is quite valuable, and permits, e.g., to optimize the operating parameters of a wireless network at runtime, or to proactively react to the…

Geographically Weighted Regression (GWR) is increasingly used in spatial analyses of social and environmental data. It allows spatial heterogeneities in processes and relationships to be investigated through a series of local regression…

It has recently been shown that, contrary to the wide belief that a shift-enabled condition (necessary for any shift-invariant filter to be representable by a graph shift matrix) can be ignored because any non-shift-enabled matrix can be…

We describe an abstract control-theoretic framework in which the validity of the dynamic programming principle can be established in continuous time by a verification of a small number of structural properties. As an application we treat…

In this paper, we investigate the identifiability of average controlled direct effects and average natural direct effects in causal systems represented by summary causal graphs, which are abstractions of full causal graphs, often used in…