It is well-known that the Gaussian functions and, more generally, their modulations-translations (the Gabor functions) have the unique property of being optimally localized in space and frequency in the sense of Heisenberg's uncertainty principle. In this ...
Dai and Singleton (2000) study a class of term structure models for interest rates that specify the short rate as an affine combination of the components of an N-dimensional affine diffusion process. Observable quantities in such models are invariant under ...
The family of natural evolution strategies (NES) offers a principled approach to real-valued evolutionary optimization by following the natural gradient of the expected fitness. Like the well-known CMA-ES, the most competitive algorithm in the field, NES c ...
In this contribution, we study the notion of affine invariance (specifically, invariance to the shifting, scaling, and rotation of the coordinate system) as a starting point for the development of mathematical tools and approaches useful in the characteriz ...