Zobrazeno 1 - 10
of 759
pro vyhledávání: '"Robinson, Benjamin"'
We solve constrained optimal transport problems between the laws of solutions of stochastic differential equations (SDEs). We consider SDEs with irregular coefficients, making only minimal regularity assumptions. We show that the so-called synchronou
Externí odkaz:
http://arxiv.org/abs/2403.09941
This paper considers the quickest search problem to identify anomalies among large numbers of data streams. These streams can model, for example, disjoint regions monitored by a mobile robot. A particular challenge is a version of the problem in whic
Externí odkaz:
http://arxiv.org/abs/2303.09647
Autor:
Latimer, Van, Robinson, Benjamin D.
Ledoit and Peche proved convergence of certain functions of a random covariance matrix's resolvent; we refer to this as the Ledoit-Peche law. One important application of their result is shrinkage covariance estimation with respect to so-called Minim
Externí odkaz:
http://arxiv.org/abs/2302.13708
Quantum Interference and Contact Effects in Thermoelectric Performance of Anthracene-Based Molecules
Autor:
Hamill, Joseph M., Ismael, Ali, Al-Jobory, Alaa, Bennett, Troy L. R., Alshahrani, Maryam, Wang, Xintai, Akers-Douglas, Maxwell, Wilkinson, Luke A., Robinson, Benjamin J., Long, Nicholas J., Lambert, Colin, Albrecht, Tim
We report on the single-molecule electronic and thermoelectric properties of strategically chosen anthracene-based molecules with anchor groups capable of binding to noble metal substrates, such as gold and platinum. Specifically, we study the effect
Externí odkaz:
http://arxiv.org/abs/2210.17232
We present a multidimensional extension of Kellerer's theorem on the existence of mimicking Markov martingales for peacocks, a term derived from the French for stochastic processes increasing in convex order. For a continuous-time peacock in arbitrar
Externí odkaz:
http://arxiv.org/abs/2210.13847
We consider the adapted optimal transport problem between the laws of Markovian stochastic differential equations (SDE) and establish the optimality of the synchronous coupling between these laws. The proof of this result is based on time-discretisat
Externí odkaz:
http://arxiv.org/abs/2209.03243
We study a two-dimensional stochastic differential equation that has a unique weak solution but no strong solution. We show that this SDE shares notable properties with Tsirelson's example of a one-dimensional SDE with no strong solution. In contrast
Externí odkaz:
http://arxiv.org/abs/2205.02519
Autor:
Robinson, Benjamin D., Malinas, Robert, Latimer, Van, Morrison, Beth Bjorkman, Hero, Alfred O.
Hotelling's $T^2$ test is a classical approach for discriminating the means of two multivariate normal samples that share a population covariance matrix. Hotelling's test is not ideal for high-dimensional samples because the eigenvalues of the estima
Externí odkaz:
http://arxiv.org/abs/2202.12725
Autor:
Netherton, Jacob K., Ogle, Rachel A., Robinson, Benjamin R., Molloy, Mark, Krisp, Christoph, Velkov, Tony, Casagranda, Franca, Dominado, Nicole, Silva Balbin Villaverde, Ana Izabel, Zhang, Xu Dong, Hime, Gary R., Baker, Mark A.
Publikováno v:
In iScience 19 July 2024 27(7)