Zobrazeno 1 - 10
of 4 076
pro vyhledávání: '"Nico, M"'
Publikováno v:
SIGMA 20 (2024), 075, 9 pages
We derive asymptotic expansions of the large zeros of the Coulomb wave functions and for those of their derivatives. The new expansions have the same form as the McMahon expansions of the zeros of the Bessel functions and reduce to them when a parame
Externí odkaz:
http://arxiv.org/abs/2402.14537
Autor:
Niemeijer, Joshua, Schwonberg, Manuel, Termöhlen, Jan-Aike, Schmidt, Nico M., Fingscheidt, Tim
When models, e.g., for semantic segmentation, are applied to images that are vastly different from training data, the performance will drop significantly. Domain adaptation methods try to overcome this issue, but need samples from the target domain.
Externí odkaz:
http://arxiv.org/abs/2312.01850
New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality parameter but
Externí odkaz:
http://arxiv.org/abs/2306.06681
Unsupervised Domain Adaptation (UDA) and domain generalization (DG) are two research areas that aim to tackle the lack of generalization of Deep Neural Networks (DNNs) towards unseen domains. While UDA methods have access to unlabeled target images,
Externí odkaz:
http://arxiv.org/abs/2304.12122
Autor:
Schwonberg, Manuel, Niemeijer, Joshua, Termöhlen, Jan-Aike, Schäfer, Jörg P., Schmidt, Nico M., Gottschalk, Hanno, Fingscheidt, Tim
Deep neural networks (DNNs) have proven their capabilities in many areas in the past years, such as robotics, or automated driving, enabling technological breakthroughs. DNNs play a significant role in environment perception for the challenging appli
Externí odkaz:
http://arxiv.org/abs/2304.11928
Autor:
Temme, Nico M.
This papers discusses the leaky aquifer function considered in a recent paper by Frank Harris in the Journal of Computational and Applied Mathematics (2008). We describe properties of an integral representing this function and give details on how to
Externí odkaz:
http://arxiv.org/abs/2208.12186
In this paper, we will evaluate integrals that define the conditional expectation, variance and characteristic function of stochastic processes with respect to fractional Brownian motion (fBm) for all relevant Hurst indices, i.e. $H \in (0,1)$. The f
Externí odkaz:
http://arxiv.org/abs/2203.02323