Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 72, No. 1 (Jan., 2010), pp. 3-25 (23 pages) Partial least squares regression has been an alternative to ordinary ...
Scientists in Spain have implemented recursive least squares (RLS) algorithms for anomaly detection in PV systems and have found they can provide “more realistic and meaningful assessment” than ...
We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arising from the time-discretization of backward stochastic differential equations with the integration ...