Search results for "methods [Diffusion Tensor Imaging]"
showing 10 items of 992 documents
A machine learning algorithm for direct detection of axion-like particle domain walls
2021
The Global Network of Optical Magnetometers for Exotic physics searches (GNOME) conducts an experimental search for certain forms of dark matter based on their spatiotemporal signatures imprinted on a global array of synchronized atomic magnetometers. The experiment described here looks for a gradient coupling of axion-like particles (ALPs) with proton spins as a signature of locally dense dark matter objects such as domain walls. In this work, stochastic optimization with machine learning is proposed for use in a search for ALP domain walls based on GNOME data. The validity and reliability of this method were verified using binary classification. The projected sensitivity of this new analy…
Scientific simulations and optimization of the XGIS instrument on board THESEUS
2020
The XGIS (X and Gamma Imaging Spectrometer) is one of the three instruments onboard the THESEUS mission (ESA M5, currently in Phase-A). Thanks to its wide field of view and good imaging capabilities, it will efficiently detect and localize gamma-ray bursts and other transients in the 2-150 keV sky, and also provide spectroscopy up to 10 MeV. Its current design has been optimized by means of scientific simulations based on a Monte Carlo model of the instrument coupled to a state-of-the-art description of the populations of long and short GRBs extending to high redshifts. We describe the optimization process that led to the current design of the XGIS, based on two identical units with partial…
The alhambra photometric system
2010
Aparicio Villegas, Teresa et al.
Correcting the effect of stellar spots on ARIEL transmission spectra – II. The limb-darkening effect
2021
This paper is part of an effort to correct the transmission spectra of a transiting planet orbiting an active star. In Paper I (Cracchiolo et al. 2020) we have demonstrated a methodology to minimize the potential bias induced by unocculted star spots on the transmission spectrum, assuming a spot model parameterized by filling factor and temperature. In this work we introduce the limb darkening effect, therefore the position of the spot in the stellar disk and the impact parameter of the transiting planet now play a key role. The method is tested on simulations of planetary transits of three representative kinds of planetary systems, at ARIEL resolution. We find that a realistic treatment of…
Dans quelle mesure les préférences individuelles contraignent-elles le développement du marché de l'assurance dépendance ?
2015
Dans un contexte de vieillissement de la population, différents scenarii sont envisagés pour réformer l’organisation et le financement de la prise en charge des personnes âgées dépendantes. La place de la prévoyance individuelle dans le financement de la dépendance est à ce titre largement débattue. À l’heure actuelle, malgré des restes à charge potentiellement conséquents, peu d’individus disposent d’une couverture assurantielle. Cet article vise à enrichir la littérature existante en évaluant dans quelle mesure les préférences observées dans la population limitent cette couverture. Nous mobilisons pour cela l’enquête Patrimoine et préférences vis-à-vis du temps et du risque (Pater) de 201…
On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations
2021
Given [Formula: see text], we study two classes of large random matrices of the form [Formula: see text] where for every [Formula: see text], [Formula: see text] are iid copies of a random variable [Formula: see text], [Formula: see text], [Formula: see text] are two (not necessarily independent) sets of independent random vectors having different covariance matrices and generating well concentrated bilinear forms. We consider two main asymptotic regimes as [Formula: see text]: a standard one, where [Formula: see text], and a slightly modified one, where [Formula: see text] and [Formula: see text] while [Formula: see text] for some [Formula: see text]. Assuming that vectors [Formula: see t…
Lévy–Khintchine decompositions for generating functionals on algebras associated to universal compact quantum groups
2018
We study the first and second cohomology groups of the $^*$-algebras of the universal unitary and orthogonal quantum groups $U_F^+$ and $O_F^+$. This provides valuable information for constructing and classifying L\'evy processes on these quantum groups, as pointed out by Sch\"urmann. In the case when all eigenvalues of $F^*F$ are distinct, we show that these $^*$-algebras have the properties (GC), (NC), and (LK) introduced by Sch\"urmann and studied recently by Franz, Gerhold and Thom. In the degenerate case $F=I_d$, we show that they do not have any of these properties. We also compute the second cohomology group of $U_d^+$ with trivial coefficients -- $H^2(U_d^+,{}_\epsilon\Bbb{C}_\epsil…
EV-Scale Sterile Neutrino Search Using Eight Years of Atmospheric Muon Neutrino Data from the IceCube Neutrino Observatory
2020
Physical review letters 125(14), 141801 (1-11) (2020). doi:10.1103/PhysRevLett.125.141801
European Option Pricing and Hedging with Both Fixed and Proportional Transaction Costs
2003
Abstract In this paper we provide a systematic treatment of the utility based option pricing and hedging approach in markets with both fixed and proportional transaction costs: we extend the framework developed by Davis et al. (SIAM J. Control Optim., 31 (1993) 470) and formulate the option pricing and hedging problem. We propose and implement a numerical procedure for computing option prices and corresponding optimal hedging strategies. We present a careful analysis of the optimal hedging strategy and elaborate on important differences between the exact hedging strategy and the asymptotic hedging strategy of Whalley and Wilmott (RISK 7 (1994) 82). We provide a simulation analysis in order …
American Option Pricing and Exercising with Transaction Costs
2005
In this paper we examine the problem of finding the reservation option prices and corresponding exercise policies of American options in a market with proportional transaction costs using the utility based approach proposed by Davis and Zariphopoulou (1995). We present a model where the option holder has a constant absolute risk aversion. We discuss the numerical algorithm and propose a new characterization of the option holder's value function. We suggest original discretization schemes for computing reservation prices and exercise policies of American options. The discretization schemes are implemented for the cases of American put and call options. We present the study of the optimal tra…