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Nonparametric Uncertainty Quantification for Single Deterministic Neural Network
P. 36308–36323.
Kotelevskii N., Artemenkov A., Fedyanin K., Fedor Noskov, Fishkov A., Shelmanov A., Vazhentsev A., Petiushko A., Panov M.
In book
Curran Associates, Inc., 2022.
Burhenne S., Tsvetkova O., Jacob D. et al., Building and Environment 2013 Vol. 4 No. 1 P. 143–154
Building performance simulation is most often used to improve the design and at times the operation of buildings. Within a building model, the thermal characteristics of the envelope and the HVAC (heating, ventilation, and air conditioning) equipment are described by parameters that often cannot be estimated with high accuracy (e.g., occupant behavior, building envelope and ...
Added: September 15, 2025
Bossy M., Jean-François Jabir, Rodríguez K. M., Journal of Computational Physics 2022 Vol. 464 Article 110929
We present the construction of an original stochastic model for the instantaneous turbulent kinetic energy at a given point of a flow, and we validate estimator methods on this model with observational data examples. Motivated by the need for wind energy industry of acquiring relevant statistical information of air motion at a local place, we ...
Added: November 8, 2022
Lapshin V. A., Mathematics 2019 Vol. 7 No. 11 P. 1121
We consider the issue of short term immunization of a bond-like obligation with respect to changes in interest rates using a portfolio of bonds. In the case that the zero-coupon yield curve belongs to a fixed low-dimensional manifold, the problem is widely known as parametric immunization. Parametric immunization aims to make the price sensitivity of the hedged portfolio ...
Added: November 21, 2019
Goldenshluger A., Advances in Applied Probability 2016 Vol. 48 No. 4 P. 1117–1138
The subject of this paper is the problem of estimating the service time distribution of the M/G/∞ queue from incomplete data on the queue. The goal is to estimate G from observations of the queue-length process at the points of the regular grid on a fixed time interval. We propose an estimator and analyze its ...
Added: December 11, 2018
Goldenshluger A., Bernoulli: a journal of mathematical statistics and probability 2018 Vol. 24 No. 4A P. 2531–2568
The subject of this paper is the M/G/∞ estimation problem: the goal is to estimate the service time distribution G of the M/G/∞ queue from the arrival–departure observations without identification of customers. We develop estimators of G and derive exact non-asymptotic expressions for their mean squared errors. The problem of estimating the service time expectation is addressed ...
Added: December 11, 2018
Larin A. V., Anisimova A., В кн.: Труды 7-й Международной научно-практической конференции студентов и аспирантов «Статистические методы анализа экономики и общества» (17-20 мая 2016 г.).: М.: Национальный исследовательский университет "Высшая школа экономики", 2016.
В представленной работе разрабатывается методология оценки степени жесткости номинальных зарплат на данных США за разные периоды времени. ...
Added: December 15, 2016
Ozhegov E. M., Sidorovikh A., Journal of Housing Economics 2017 Vol. 37 P. 42–51
The present study analyzes Perm, Russia residential housing market supply focusing on sellers' heterogeneity. Many indicators of heterogeneity were consi- dered in the previous research, and all of them were proved to have a great impact on housing prices and time on the market. However, the gap exists in evaluating sellers’ pricing strategies in dynamics ...
Added: November 9, 2016
Savchenko A., Lecture Notes in Computer Science 2016 Vol. 9719 P. 505–512
Probabilistic neural network (PNN) is the well-known instance-based learning algorithm, which is widely used in various pattern classification and regression tasks, if rather small number of instances for each class is available. The known disadvantage of this network is its insufficient classification computational complexity. The common way to overcome this drawback is the reduction techniques ...
Added: July 6, 2016
Ozhegov E. M., Orlov D., / Series "Working paper series". 2016. No. AWP - 03 - 2016.
Motion pictures industry has been under research from social scientists for the last 30 years. A lot of the work has been dedicated to the analysis of the sequel effect on film revenue. The current paper employs data on wide releases in the US from 2010 to 2014 and provides a new look at sequel ...
Added: May 3, 2016
Orlov D., Ozhegov E. M., / NRU Higher School of Economics. Series WP BRP "Economics/EC". 2015. No. WP BRP 96/EC/2015.
Film industry has been under investigation from social scientists for the last 30 years. A lot of the work has been dedicated to the analysis of the sequel effect on film revenue. The current paper employs data on wide releases in the US from 2010 to 2014 and provides a new look at sequel return ...
Added: June 25, 2015