This topic was created to discuss how many ways we know to create piecewise linear functions with smooth transitions between the phases. An alternative is presents by Bacon & Watts (1971): the ...
I have a covariance matrix that I am trying to interpolate using kriging interpolation. The point of the kriging is to statistically predict any unknown point in-between know points. For example if I ...
We assume that we have a finite set of agents with approximate knowledge about a certain function, and from this collection of approximations we want to recover the actual value of the function. More ...
In statistics (in particular time series analysis, like ARCH/GARCH models) I've noticed that residual diagnostics usually look at autocorrelation of residuals and squared residuals. Why both? What ...
I want a list of the sort of mathematics/mathematical tools that are applied to the study of complex and probabilistic systems in order to make quantitative and qualitative observations about their ...