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62 papers · 1 filter
A Heat Kernel Approach to Interest Rate Models
Jiro Akahori, Yuji Hishida, Josef Teichmann +1
We construct default-free interest rate models in the spirit of the well-known Markov funcional models: our focus is analytic tractability of the models and generality of the appro…
High Resolution Long- and Short-Term Earthquake Forecasts for California
M. J. Werner, A. Helmstetter, D. D. Jackson +1
We present two models for estimating the probabilities of future earthquakes in California, to be tested in the Collaboratory for the Study of Earthquake Predictability (CSEP). The…
A formalism for analyzing vacuum spacetimes
Michael Reiterer, Eugene Trubowitz
The Einstein vacuum equations in the formulation developed by Newman, Penrose [NP] and Friedrich [Fr] are expressed in terms of a Lie superbracket. Differential identities are deri…
Bandwidth, expansion, treewidth, separators, and universality for bounded degree graphs
Julia Böttcher, Klaas P. Pruessmann, Anusch Taraz +1
We establish relations between the bandwidth and the treewidth of bounded degree graphs G, and relate these parameters to the size of a separator of G as well as the size of an exp…
Expectation Maximization as Message Passing - Part I: Principles and Gaussian Messages
Justin Dauwels, Andrew Eckford, Sascha Korl +1
It is shown how expectation maximization (EM) may be viewed as a message passing algorithm in factor graphs. In particular, a general EM message computation rule is identified. As…
Study of diffuse scattering under hydrostatic pressure in PbMg1/3Nb2/3O3
G -M Rotaru, B Padmanabhan, S N Gvasaliya +5
We report measurements of the evolution of the diffuse scattering in a single crystal PbMg1/3Nb2/3O3 as a function of hydrostatic pressure. Upon applying pressure the diffuse scatt…