Abstract: A conditional multi-target mean and covariance are calculated based on a Gaussian random field approximation of point processes. We derive a particular solution based on a multi-target model ...

Random fields and Gaussian processes constitute fundamental frameworks in modern probability theory and spatial statistics, providing robust tools for modelling complex dependencies over space and ...

Abstract: The uniformly minimum variance unbiased estimator (UMVUE) for mean and variance of white Gaussian noise is known to be not efficient. This is due to the fact that according to the Cramér-Rao ...

But not all copulas are created equal. Normal mean-variance mixture copulas can capture heavy tails and asymmetries in the ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Caroline Banton has 6+ years of experience as a writer of business and finance articles. She also writes biographies for Story Terrace. Carl Friedrich Gauss was a child prodigy and a brilliant ...

Many clock-recovery circuits produce a repetitive, predictable jitter. This effect is particularly noticeable in cheesy clock-multiplier circuits and poorly equalized data-recovery units. The name for ...