• Time-varying coefficient estimation in SURE models. Application to portfolio management. 

  Casas I.; Ferreira E.; Susan O. (2017-01-01)

  This paper provides a detailed analysis of the asymptotic properties of a kernel estimator for a Seemingly Unrelated Regression Equations model with time-varying coefficients (tv-SURE) under very general conditions. ...

• Efficient approximation of probability distributions with k-order decomposable models 

  Pérez A.; Inza I.; Lozano J. A. (International Journal of Approximate Reasoning, 2016-07)

  During the last decades several learning algorithms have been proposed to learn probability distributions based on decomposable models. Some of these algorithms can be used to search for a maximum likelihood decomposable ...

• A $C^0$ INTERIOR PENALTY DISCONTINUOUS GALERKIN METHOD FOR FOURTH ORDER TOTAL VARIATION FLOW 

  Kumar R.; Hoppe R.; Bhandari C. (Journal of Mathematical analysis and applications, 2017)

  We consider the numerical solution of a fourth order total variation flow problem representing surface relaxation below the roughening temperature. Based on a regularization and scaling of the nonlinear fourth order parabolic ...

• An RBF-FD closest point method for solving PDEs on surfaces 

  Petras A.; Ling L.; Ruuth S.J. (Journal of Computational Physics, 2018)

  Partial differential equations (PDEs) on surfaces appear in many applications throughout the natural and applied sciences. The classical closest point method (Ruuth and Merriman, J. Comput. Phys. 227(3):1943-1961, ...

• Finite Element Simulations of Logging-While-Drilling and Extra-Deep Azimuthal Resistivity Measurements using Non-Fitting Grids 

  Chaumont-Frelet T.; Pardo D.; Rodriguez-Rozas A. (Computational Geosciences, 2018-04-27)

  We propose a discretization technique using non-fitting grids to simulate magnetic field-based resistivity logging measurements. Non-fitting grids are convenient because they are simpler to generate and handle than fitting ...

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