Interpolation And Extrapolation Optimal Designs 2
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| Author | : Giorgio Celant |
| Publisher | : John Wiley & Sons |
| Total Pages | : 322 |
| Release | : 2017-04-11 |
| Genre | : Mathematics |
| ISBN | : 1119422361 |
This book considers various extensions of the topics treated in the first volume of this series, in relation to the class of models and the type of criterion for optimality. The regressors are supposed to belong to a generic finite dimensional Haar linear space, which substitutes for the classical polynomial case. The estimation pertains to a general linear form of the coefficients of the model, extending the interpolation and extrapolation framework; the errors in the model may be correlated, and the model may be heteroscedastic. Non-linear models, as well as multivariate ones, are briefly discussed. The book focuses to a large extent on criteria for optimality, and an entire chapter presents algorithms leading to optimal designs in multivariate models. Elfving’s theory and the theorem of equivalence are presented extensively. The volume presents an account of the theory of the approximation of real valued functions, which makes it self-consistent.
| Author | : Giorgio Celant |
| Publisher | : John Wiley & Sons |
| Total Pages | : 254 |
| Release | : 2016-03-31 |
| Genre | : Mathematics |
| ISBN | : 111929228X |
This book is the first of a series which focuses on the interpolation and extrapolation of optimal designs, an area with significant applications in engineering, physics, chemistry and most experimental fields. In this volume, the authors emphasize the importance of problems associated with the construction of design. After a brief introduction on how the theory of optimal designs meets the theory of the uniform approximation of functions, the authors introduce the basic elements to design planning and link the statistical theory of optimal design and the theory of the uniform approximation of functions. The appendices provide the reader with material to accompany the proofs discussed throughout the book.
| Author | : Joachim Kunert |
| Publisher | : Springer |
| Total Pages | : 256 |
| Release | : 2016-06-06 |
| Genre | : Mathematics |
| ISBN | : 3319312669 |
This volume contains pioneering contributions to both the theory and practice of optimal experimental design. Topics include the optimality of designs in linear and nonlinear models, as well as designs for correlated observations and for sequential experimentation. There is an emphasis on applications to medicine, in particular, to the design of clinical trials. Scientists from Europe, the US, Asia, Australia and Africa contributed to this volume of papers from the 11th Workshop on Model Oriented Design and Analysis.
| Author | : Kamel Gana |
| Publisher | : John Wiley & Sons |
| Total Pages | : 304 |
| Release | : 2019-01-23 |
| Genre | : Mathematics |
| ISBN | : 1786303698 |
This book presents an introduction to structural equation modeling (SEM) and facilitates the access of students and researchers in various scientific fields to this powerful statistical tool. It offers a didactic initiation to SEM as well as to the open-source software, lavaan, and the rich and comprehensive technical features it offers. Structural Equation Modeling with lavaan thus helps the reader to gain autonomy in the use of SEM to test path models and dyadic models, perform confirmatory factor analyses and estimate more complex models such as general structural models with latent variables and latent growth models. SEM is approached both from the point of view of its process (i.e. the different stages of its use) and from the point of view of its product (i.e. the results it generates and their reading).
| Author | : Edoardo Provenzi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 370 |
| Release | : 2021-08-24 |
| Genre | : Mathematics |
| ISBN | : 1786306824 |
From Euclidian to Hilbert Spaces analyzes the transition from finite dimensional Euclidian spaces to infinite-dimensional Hilbert spaces, a notion that can sometimes be difficult for non-specialists to grasp. The focus is on the parallels and differences between the properties of the finite and infinite dimensions, noting the fundamental importance of coherence between the algebraic and topological structure, which makes Hilbert spaces the infinite-dimensional objects most closely related to Euclidian spaces. The common thread of this book is the Fourier transform, which is examined starting from the discrete Fourier transform (DFT), along with its applications in signal and image processing, passing through the Fourier series and finishing with the use of the Fourier transform to solve differential equations. The geometric structure of Hilbert spaces and the most significant properties of bounded linear operators in these spaces are also covered extensively. The theorems are presented with detailed proofs as well as meticulously explained exercises and solutions, with the aim of illustrating the variety of applications of the theoretical results.
| Author | : Emmanuel Jurczenko |
| Publisher | : John Wiley & Sons |
| Total Pages | : 460 |
| Release | : 2020-07-16 |
| Genre | : Business & Economics |
| ISBN | : 1119751179 |
This new edited volume consists of a collection of original articles written by leading financial economists and industry experts in the area of machine learning for asset management. The chapters introduce the reader to some of the latest research developments in the area of equity, multi-asset and factor investing. Each chapter deals with new methods for return and risk forecasting, stock selection, portfolio construction, performance attribution and transaction costs modeling. This volume will be of great help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge of machine learning in asset management.
| Author | : Vlad Stefan Barbu |
| Publisher | : John Wiley & Sons |
| Total Pages | : 288 |
| Release | : 2020-11-03 |
| Genre | : Mathematics |
| ISBN | : 1119779405 |
This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields.
| Author | : Götz Kersting |
| Publisher | : John Wiley & Sons |
| Total Pages | : 311 |
| Release | : 2017-10-30 |
| Genre | : Mathematics |
| ISBN | : 1119473551 |
Branching processes are stochastic processes which represent the reproduction of particles, such as individuals within a population, and thereby model demographic stochasticity. In branching processes in random environment (BPREs), additional environmental stochasticity is incorporated, meaning that the conditions of reproduction may vary in a random fashion from one generation to the next. This book offers an introduction to the basics of BPREs and then presents the cases of critical and subcritical processes in detail, the latter dividing into weakly, intermediate, and strongly subcritical regimes.
| Author | : Anatoliy Pogorui |
| Publisher | : John Wiley & Sons |
| Total Pages | : 256 |
| Release | : 2021-03-16 |
| Genre | : Mathematics |
| ISBN | : 178630547X |
This book is the first of two volumes on random motions in Markov and semi-Markov random environments. This first volume focuses on homogenous random motions. This volume consists of two parts, the first describing the basic concepts and methods that have been developed for random evolutions. These methods are the foundational tools used in both volumes, and this description includes many results in potential operators. Some techniques to find closed-form expressions in relevant applications are also presented. The second part deals with asymptotic results and presents a variety of applications, including random motion with different types of boundaries, the reliability of storage systems and solutions of partial differential equations with constant coefficients, using commutative algebra techniques. It also presents an alternative formulation to the Black-Scholes formula in finance, fading evolutions and telegraph processes, including jump telegraph processes and the estimation of the number of level crossings for telegraph processes.
| Author | : Maksym Luz |
| Publisher | : John Wiley & Sons |
| Total Pages | : 275 |
| Release | : 2019-09-25 |
| Genre | : Mathematics |
| ISBN | : 1119663504 |
Estimation of Stochastic Processes is intended for researchers in the field of econometrics, financial mathematics, statistics or signal processing. This book gives a deep understanding of spectral theory and estimation techniques for stochastic processes with stationary increments. It focuses on the estimation of functionals of unobserved values for stochastic processes with stationary increments, including ARIMA processes, seasonal time series and a class of cointegrated sequences. Furthermore, this book presents solutions to extrapolation (forecast), interpolation (missed values estimation) and filtering (smoothing) problems based on observations with and without noise, in discrete and continuous time domains. Extending the classical approach applied when the spectral densities of the processes are known, the minimax method of estimation is developed for a case where the spectral information is incomplete and the relations that determine the least favorable spectral densities for the optimal estimations are found.
