IEEE

Variance-constrained filtering for uncertain stochastic systems with missing measurements

Abstract: In this note, we consider a new filtering problem for linear uncertain discrete-time stochastic systems with missing measurements. The parameter uncertainties are allowed to be norm-bounded ...
GitHub

MARS: Unleashing the Power of Variance Reduction for Training Large Models

This repository contains the official code for the paper MARS: Unleashing the Power of Variance Reduction for Training Large Models.
IEEE

Fine-Grained Object Recognition and Zero-Shot Learning in Remote Sensing Imagery

Abstract: Fine-grained object recognition that aims to identify the type of an object among a large number of subcategories is an emerging application with the increasing resolution that exposes new ...
Investopedia

How to Calculate Value at Risk (VaR) for Financial Portfolios

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
Investopedia

T-Test: What It Is With Multiple Formulas and When to Use Them

This calculation can be used for hypothesis testing in statistics Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive ...
GitHub

miceRanger: Fast Imputation with Random Forests

Fast, memory efficient Multiple Imputation by Chained Equations (MICE) with random forests. It can impute categorical and numeric data without much setup, and has an array of diagnostic plots ...