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检索条件"机构=Program in Applied and Computational Mathematics Princeton University"
1258 条 记 录,以下是1001-1010 订阅
排序:
Modeling of Measurement Error in Financial Returns Data
arXiv
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arXiv 2024年
作者: Jasra, Ajay Maama, Mohamed Mijatović, Aleksandar School of Data Science The Chinese University of Hong Kong Shenzhen China Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia Department of Statistics University of Warwick United Kingdom
In this paper we consider the modeling of measurement error for fund returns data. In particular, given access to a time-series of discretely observed log-returns and the associated maximum over the observation period... 详细信息
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“Skewness and stock option prices”, Hans Gerber and Bruno Landry, July 1997
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North American Actuarial Journal 1998年 第2期2卷 114-116页
作者: Kortanek, Kenneth O. Medvedev, V.G. Department of Management Sciences College of Business Administration and Program Applied Mathematical and Computational Sciences University of Iowa Iowa City IA 52242 United States Department of Optimal Control Methods Faculty of Applied Mathematics and Informatics Belorussian State University F Skorina pr 4 Belarus
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A hybrid semi-Lagrangian cut cell method for advection-diffusion problems with robin boundary conditions in moving domains
arXiv
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arXiv 2021年
作者: Barrett, Aaron Fogelson, Aaron L. Griffith, Boyce E. Department of Mathematics University of Utah Salt Lake CityUT United States Departments of Mathematics and Bioengineering University of Utah Salt Lake CityUT United States Departments of Mathematics Applied Physical Sciences and Biomedical Engineering University of North Carolina Chapel HillNC United States Carolina Center for Interdisciplinary Applied Mathematics University of North Carolina Chapel HillNC United States Computational Medicine Program University of North Carolina Chapel HillNC United States McAllister Heart Institute University of North Carolina Chapel HillNC United States
We present a new discretization approach to advection-diffusion problems with Robin boundary conditions on complex, time-dependent domains. The method is based on second order cut cell finite volume methods introduced... 详细信息
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Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods
arXiv
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arXiv 2023年
作者: Moral, Pierre Del Hu, Shulan Jasra, Ajay Ruzayqat, Hamza Wang, Xinyu Institut de Mathematiques de Bordeaux FR Bordeaux33405 France School of Mathematics and Statistics Wenlan School of Business China Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia Zhongnan University of Economics and Law CN China
We consider the problem of Bayesian estimation of static parameters associated to a partially and discretely observed diffusion process. We assume that the exact transition dynamics of the diffusion process are unavai... 详细信息
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Evaluating COVID-19 Surveillance Testing Strategies at Colorado School of Mines: A Stochastic Modeling Approach
arXiv
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arXiv 2024年
作者: Albrecht, Laura Leiderman, Karin Sindi, Suzanne S. Nychka, Douglas Applied Mathematics and Statistics Department Colorado School of Mines GoldenCO United States Mathematics Department University of North Carolina Chapel Hill Chapel HillNC United States UNC Blood Research Center University of North Carolina Chapel Hill Chapel HillNC United States Computational Medicine Program University of North Carolina Chapel Hill Chapel HillNC United States Department of Applied Mathematics University of California Merced MercedCA United States
This study introduces a stochastic model of COVID-19 transmission tailored to the Colorado School of Mines campus and evaluates surveillance testing strategies within a university context. Enhancing the conventional S... 详细信息
来源: 评论
Feature selection using stochastic gates
arXiv
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arXiv 2018年
作者: Yamada, Yutaro Lindenbaum, Ofir Negahban, Sahand Kluger, Yuval Statistics Department Yale University New HavenCT United States Applied Mathematics Program Yale University New HavenCT United States Computational Biology and Bioinformatics Yale University New HavenCT United States Department of Pathology Yale University New HavenCT United States
Feature selection problems have been extensively studied for linear estimation, for instance, Lasso, but less emphasis has been placed on feature selection for non-linear functions. In this study, we propose a method ... 详细信息
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The Athena++ Adaptive Mesh Refinement Framework: Design and Magnetohydrodynamic Solvers
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Astrophysical Journal, Supplement Series 2020年 第1期249卷
作者: Stone, James M. Tomida, Kengo White, Christopher J. Felker, Kyle G. Department of Astrophysical Sciences Princeton University Princeton 08544 NJ United States Program in Applied and Computational Mathematics Princeton University Princeton 08544 NJ United States Department of Earth and Space Science Osaka University Toyonaka Osaka 560-0043 Japan Kavli Institute for Theoretical Physics University of California Santa Barbara Santa Barbara 93107 CA United States School of Natural Sciences Institute for Advanced Study Princeton 08544 NJ United States Astronomical Institute Tohoku University Sendai Miyagi 980-8578 Japan Argonne National Laboratory Lemont 60439 IL United States
The design and implementation of a new framework for adaptive mesh refinement calculations are described. It is intended primarily for applications in astrophysical fluid dynamics, but its flexible and modular design ... 详细信息
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On Time Uniform Wong-Zakai Approximation Theorems
arXiv
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arXiv 2023年
作者: Del Moral, Pierre Hu, Shulan Jasra, Ajay Ruzayqat, Hamza Wang, Xinyu Institut de Mathematiques de Bordeaux Bordeaux33405 France School of Statistics and Mathematics Zhongnan University of Economics and Law China Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia Wenlan School of Business Zhongnan University of Economics and Law China
We consider the long time behavior of Wong-Zakai approximations of stochastic differential equations. These piecewise smooth diffusion approximations are of great importance in many areas, such as those with ordinary ... 详细信息
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Distinct modes of mitochondrial metabolism uncouple T cell differentiation and function (vol 571, pg 403, 2019)
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NATURE 2019年 第7773期573卷 E2-E2页
作者: Bailis, Will Shyer, Justin A. Zhao, Jun Canaveras, Juan Carlos Garcia Al Khazal, Fatimah J. Qu, Rihao Steach, Holly R. Bielecki, Piotr Khan, Omair Jackson, Ruaidhri Kluger, Yuval Maher, Louis J., III Rabinowitz, Joshua Craft, Joe Flavell, Richard A. Department of Immunobiology Yale School of Medicine New Haven USA Department of Pathology Children’s Hospital of Philadelphia Philadelphia USA Department of Pathology Yale School of Medicine New Haven USA Program of Computational Biology and Bioinformatics Yale University New Haven USA Lewis-Sigler Institute for Integrative Genomics Princeton University Princeton USA Department of Chemistry Princeton University Princeton USA Diabetes Research Center University of Pennsylvania Philadelphia USA Department of Biochemistry and Molecular Biology Mayo Clinic College of Medicine and Science Rochester USA Applied Mathematics Program Yale University New Haven USA Department of Internal Medicine (Rheumatology) Yale School of Medicine New Haven USA Howard Hughes Medical Institute Chevy Chase USA
An Amendment to this paper has been published and can be accessed via a link at the top of the paper.
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Modeling global dynamics from local snapshots with deep generative neural networks
arXiv
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arXiv 2018年
作者: Gigante, Scott Van Dijk, David Moon, Kevin R. Strzalkowski, Alexander Wolf, Guy Krishnaswamy, Smita Computational Biology and Bioinformatics Program Yale University New HavenCT United States Department of Genetics Yale University New HavenCT United States Department of Computer Science Yale University New HavenCT United States Department of Mathematics and Statistics Utah State University LoganUT United States Department of Computer Science Princeton University PrincetonNJ United States Department of Mathematics and Statistics Universitéde Montreacuteal MontéalQC Canada
Complex high dimensional stochastic dynamic systems arise in many applications in the natural sciences and especially biology. However, while these systems are difficult to describe analytically, "snapshot" ... 详细信息
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