SIAM Journal on Numerical Analysis, Vol. 46, No. 5 (2008), pp. 2411-2442 (32 pages) This work proposes and analyzes an anisotropic sparse grid stochastic collocation method for solving partial ...

Abstract. We present a nonparametric approach based on local polynomial regression for ensemble forecast of time series. The state space is first reconstructed by embedding the univariate time series ...

W.F. Sheppard has been much overlooked in the history of statistics although his work produced significant contributions. He developed a polynomial smoothing method and corrections of moment estimates ...

Researchers at Radboud University have developed a new method to calculate the reliability of the power grid. This new method ...

A discrete grid method for simplifying the computation of value-at-risk (VaR) for fixed-income portfolios was proposed by Jamshidian and Zhu (I 997). Their method relies on two simplifications. First, ...

A UNSW Sydney mathematician has discovered a new method to tackle algebra's oldest challenge—solving higher polynomial equations. Polynomials are equations involving a variable raised to powers, such ...