نتایج جستجو برای: empirical coefficients

تعداد نتایج: 306373  

1997
T. H. Koornwinder

We consider the quantum double D(G) of a compact group G, following an earlier paper. We use the explicit comultiplication on D(G) in order to build tensor products of irreducible ∗-representations. Then we study their behaviour under the action of the R-matrix, and their decomposition into irreducible ∗-representations. The example of D(SU(2)) is treated in detail, with explicit formulas for d...

2006
David C. Moore George T. Fleming

The irreducible representations of the cubic space group are described and used to determine the mapping of continuum states to lattice states with non-zero linear momentum. The Clebsch-Gordan decomposition is calculated from the character table for the cubic space group. These results are used to identify multiparticle states which appear in the hadron spectrum on the lattice.

2009
Eric Gautier Yuichi Kitamura YUICHI KITAMURA Y. KITAMURA

This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random coefficients nonparametrically. This is an ill-posed inverse problem characterized by an integral transform. A new density estimator for the random coefficients is developed, utilizing Fourier-Laplace series on spheres. This approach offers a clear insight on the identification ...

2008
ERIC GAUTIER YUICHI KITAMURA

This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random coefficients nonparametrically. This is an ill-posed inverse problem characterized by an integral transform. A new density estimator for the random coefficients is developed, utilizing Fourier-Laplace series on spheres. This approach offers a clear insight on the identification ...

2017
S. A. Yakovleva P. S. Barklem A. K. Belyaev

Two sets of rate coefficients for low-energy inelastic potassium-hydrogen and rubidiumhydrogen collisions were computed for each collisional system based on two model electronic structure calculations, performed by the quantum asymptotic semi-empirical and the quantum asymptotic linear combinations of atomic orbitals (LCAO) approaches, followed by quantum multichannel calculations for the non-a...

2009
Mojtaba Abolghasemi Hassan Aghaeinia Karim Faez

A B S T R A C T Perturbed Quantization (PQ) steganography scheme is almost undetectable with the current steganalysis methods. We present a new steganalysis method for detection of this data hiding algorithm. We show that the PQ method distorts the dependencies of DCT coefficient values; especially changes much lower than significant bitplanes. For steganalysis of PQ, we propose features extrac...

2009
YUICHI KITAMURA

This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random coefficients nonparametrically. This is an ill-posed inverse problem characterized by an integral transform. A new density estimator for the random coefficients is developed, utilizing Fourier-Laplace series on spheres. This approach offers a clear insight on the identification ...

2015
Deepankar Basu

This paper surveys some of the quantitative empirical research in two areas of Marxist political economy: (a) Marxist national accounts, and (b) Marxist responses to the Sraffa-based critique of the 1970s. With respect to the first area, this paper explains the basic methodology underlying the construction of Marxist national accounts from traditional input-output data. With respect to the seco...

Journal: :Physical review letters 2000
Friedrich Peinke Renner

It is shown that price changes of the U.S. dollar-German mark exchange rates upon different delay times can be regarded as a stochastic Marcovian process. Furthermore, we show how Kramers-Moyal coefficients can be estimated from the empirical data. Finally, we present an explicit Fokker-Planck equation which models very precisely the empirical probability distributions, in particular, their non...

2008
Sara A. van de Geer

We consider high-dimensional generalized linear models with Lipschitz loss functions, and prove a nonasymptotic oracle inequality for the empirical risk minimizer with Lasso penalty. The penalty is based on the coefficients in the linear predictor, after normalization with the empirical norm. The examples include logistic regression, density estimation and classification with hinge loss. Least ...

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