1,118 research outputs found
Positivity and lower bounds for the density of Wiener functionals
We consider a functional on the Wiener space which is smooth and not
degenerated in Malliavin sense and we give a criterion of strict positivity of
the density. We also give lower bounds for the density. These results are based
on the representation of the density by means of the Riesz transform introduced
by Malliavin and Thalmaier and on the estimates of the Riesz transform given
Bally and Caramellino
Regularity of Wiener functionals under a H\"ormander type condition of order one
We study the local existence and regularity of the density of the law of a
functional on the Wiener space which satisfies a criterion that generalizes the
H\"ormander condition of order one (that is, involving the first order Lie
brackets) for diffusion processes
Predicting Blood Glucose with an LSTM and Bi-LSTM Based Deep Neural Network
A deep learning network was used to predict future blood glucose levels, as
this can permit diabetes patients to take action before imminent hyperglycaemia
and hypoglycaemia. A sequential model with one long-short-term memory (LSTM)
layer, one bidirectional LSTM layer and several fully connected layers was used
to predict blood glucose levels for different prediction horizons. The method
was trained and tested on 26 datasets from 20 real patients. The proposed
network outperforms the baseline methods in terms of all evaluation criteria.Comment: 5 pages, submitted to 2018 14th Symposium on Neural Networks and
Applications (NEUREL
Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and complexity
We propose a multi-step Richardson-Romberg extrapolation method for the
computation of expectations of a diffusion
when the weak time discretization error induced by the Euler scheme admits an
expansion at an order . The complexity of the estimator grows as
(instead of ) and its variance is asymptotically controlled by considering
some consistent Brownian increments in the underlying Euler schemes. Some Monte
carlo simulations carried with path-dependent options (lookback, barriers)
which support the conjecture that their weak time discretization error also
admits an expansion (in a different scale). Then an appropriate
Richardson-Romberg extrapolation seems to outperform the Euler scheme with
Brownian bridge.Comment: 28 pages, \`a para\^itre dans Monte Carlo Methods and Applications
Journa
Non elliptic SPDEs and ambit fields: existence of densities
Relying on the method developed in [debusscheromito2014], we prove the
existence of a density for two different examples of random fields indexed by
(t,x)\in(0,T]\times \Rd. The first example consists of SPDEs with Lipschitz
continuous coefficients driven by a Gaussian noise white in time and with a
stationary spatial covariance, in the setting of [dalang1999]. The density
exists on the set where the nonlinearity of the noise does not vanish.
This complements the results in [sanzsuess2015] where is assumed to be
bounded away from zero. The second example is an ambit field with a stochastic
integral term having as integrator a L\'evy basis of pure-jump, stable-like
type.Comment: 23 page
X-rays from HH210 in the Orion nebula
We report the detection during the Chandra Orion Ultradeep Project (COUP) of
two soft, constant, and faint X-ray sources associated with the Herbig-Haro
object HH210. HH210 is located at the tip of the NNE finger of the emission
line system bursting out of the BN-KL complex, northwest of the Trapezium
cluster in the OMC-1 molecular cloud. Using a recent Halpha image obtained with
the ACS imager on board HST, and taking into account the known proper motions
of HH210 emission knots, we show that the position of the brightest X-ray
source, COUP703, coincides with the emission knot 154-040a of HH210, which is
the emission knot of HH210 having the highest tangential velocity (425 km/s).
The second X-ray source, COUP704, is located on the complicated emission tail
of HH210 close to an emission line filament and has no obvious optical/infrared
counterpart. Spectral fitting indicates for both sources a plasma temperature
of ~0.8 MK and absorption-corrected X-ray luminosities of about 1E30 erg/s
(0.5-2.0 keV). These X-ray sources are well explained by a model invoking a
fast-moving, radiative bow shock in a neutral medium with a density of ~12000
cm^{-3}. The X-ray detection of COUP704 therefore reveals, in the complicated
HH210 region, an energetic shock not yet identified at other wavelengths.Comment: 5 pages, 3 figures; accepted for publication in A&A Letter
Molecular cloning and partial sequence characterization of the duplicated amylase genes from Drosophila erecta
The Australian mango breeding project
The Australian mango industry is currently dominated by Kensington Pride which comprises some 80 per cent of all plantings. This is in contrast to other countries with modern export industries such as South Africa, Israel and Mexico, which are based on three to five cultivars. A joint venture between Agriculture Western Australia, the Queensland Department of Primary Industries (DPI), the Northern Territory Department of Primary Industries and Fisheries (DPIF) and the CSIRO commenced six years ago to generate a wide range of promising new mango hybrids that can meet both domestic and export market requirements. There has been considerable success to date
Accurate seeing measurements with MASS and DIMM
Astronomical seeing is quantified by a single parameter, turbulence integral,
in the framework of the Kolmogorov turbulence model. This parameter can be
routinely measured by a Differential Image Motion Monitor, DIMM. A new
instrument, Multi-Aperture Scintillation Sensor (MASS), permits to measure the
seeing in the free atmosphere above ~0.5km and, together with a DIMM, to
estimate the ground-layer seeing. The absolute accuracy of both methods is
studied here using analytical theory, numerical simulation, and experiments. A
modification of the MASS data processing to compensate for partially saturated
scintillation is developed. We find that the DIMM can be severely biased by
optical aberrations (e.g. defocus) and propagation. Seeing measurements with
DIMM and MASS can reach absolute accuracy of ~10% when their biases are
carefully controlled. Pushing this limit to 1% appears unrealistic because the
seeing itself is just a model-dependent parameter of a non-stationary random
process.Comment: 13 pages, 14 figures. Accepted for publication in MNRA
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