We introduce a mean-field extension of the LIBOR market model (LMM) which preserves basic features original model. Among others, these are martingale property, directly implementable calibration and an economically reasonable parametrization classical LMM. At same time, (MF-LMM) is designed to reduce probability exploding scenarios, arising in particular market-consistent valuation long-term gu...

For spline smoothing one can rewrite the smooth estimation as a linear mixed model (LMM) where the smoothing parameter appears as the variance of spline basis coefficients. Smoothing methods that use basis functions with penalization can utilize maximum likelihood (ML) theory in LMM framework ([8]). We introduce the minimum description length (MDL) model selection criterion in LMM and propose a...

For group-randomized trials, randomization inference based on rank statistics provides robust, exact inference against nonnormal distributions. However, in a matched-pair design, the currently available rank-based statistics lose significant power compared to normal linear mixed model (LMM) test statistics when the LMM is true. In this article, we investigate and develop an optimal test statist...

In this paper we present a Linguistic Meta-Model (LMM) allowing a semiotic-cognitive representation of knowledge. LMM is freely available and integrates the schemata of linguistic knowledge resources, such as WordNet and FrameNet, as well as foundational ontologies, such as DOLCE and its extensions. In addition, LMM is able to deal with multilinguality and to represent individuals and facts in ...

In this paper we present a Linguistic Meta-Model (LMM) allowing a semiotic-cognitive representation of knowledge. LMM is freely available and integrates the schemata of linguistic knowledge resources, such as WordNet and FrameNet, as well as foundational ontologies, such as DOLCE and its extensions. In addition, LMM is able to deal with multilinguality and to represent individuals and facts in ...

We have examined the protease susceptibility of aortic myosin, the thermal unfolding profiles of myosin rod and light meromyosin (LMM) and the solubility properties of the LMM fragments. Two major protease-susceptible sites were found, located at the head-rod junction and the heavy meromyosin (HMM)-LMM junction. Both tryptic and chymotryptic digestion of aortic myosin rod produced the LMM (80-8...

Most of statistical approaches in cardiovascular research were based on variance analysis (ANOVA). However, most of the time, the assumption that data are independent is violated since several measures are performed on the same subject (repeated measures). In addition, the presence of intraand inter-observers variability can potentially obscure significant differences. The linear mixed model (L...

Interest rate instruments form a major component of the capital markets. The Libor market model (LMM) is the finance industry standard interest rate model for both Libor and Euribor, which are the most important interest rates. The quantum finance formulation of the Libor market model is given in this paper and leads to a key generalization: all the Libors, for different future times, are imper...

Linear mixed model (LMM) analysis has been recently used extensively for estimating additive genetic variances and narrow-sense heritability in many genomic studies. While the LMM analysis is computationally less intensive than the Bayesian algorithms, it remains infeasible for large-scale genomic data sets. In this paper, we advocate the use of a statistical procedure known as symmetric differ...

OBJECTIVE To explore the bivariate and multivariate relations between fatty degeneration of the lumbar multifidus muscle (LMM) and LMM function among patients with low back pain (LBP). DESIGN Cross-sectional clinical study. SETTING Hospital. PARTICIPANTS Patients with LBP (N=70) referred for lumbar spine magnetic resonance imaging. INTERVENTIONS Not applicable. MAIN OUTCOME MEASURES L...