The generalization capability of machine learning models, which refers to generalizing the knowledge for an “unseen” domain via from one or multiple seen domain(s), is great importance develop and deploy applications in real-world conditions. Domain Generalization (DG) techniques aim enhance such where learnt feature representation classifier are two crucial factors improve make decisions. In t...

We characterize the generalized Chebyshev polynomials of the second kind (Chebyshev-II), and then we provide a closed form of the generalized Chebyshev-II polynomials using the Bernstein basis. These polynomials can be used to describe the approximation of continuous functions by Chebyshev interpolation and Chebyshev series and how to efficiently compute such approximations. We conclude the pap...

Since its introduction by Stone (1974) and Geisser (1975), cross-validation has been studied and improved by several authors including Burman et al. the most widely used and best known is generalized cross-validation (GCV) (Craven & Wahba, 1979), which establishes a single-pass method that penalizes the fit by the trace of the smoother matrix assuming independent errors. We propose an extension...

The deeply virtual Compton scattering reaction has been investigated in the Hall A of the Jefferson Laboratory by measuring longitudinally polarized (~e, e′γ) cross sections, in the valence quark region, for protons and neutrons. In the proton channel, experimental results strongly support the factorization of the cross section at Q as low as 2 GeV, opening the path to sytematic measurements of...

Longitudinal data refers to datasets with multiple measurements of a response variable on the same experimental unit made over a period of time. These types of data require special attention because they involve correlated data. The relationships between repeated measurements are important in assessing reliability and tracking of those measurements. The proper variancecovariance structure in th...

This paper reviews the variance-gamma asset price model as well as its symmetric and non-symmetric extensions based on generalized gamma convolutions (GGC). In particular we compute the basic characteristics and decomposition of the variance-GGC model, and we consider its sensitivity analysis based on the approach of [8].

In this paper, some of the most important statistical properties concerning the product and the ratio of two correlated generalized Gamma (GG) random variables (rvs) are studied. The probability density function of both the product and the ratio of two correlated GG rvs are obtained in closed form, while the cumulative distribution function of the product is derived in terms of an infinite seri...