Kövari and Pommerenke [19], and Elliott [8], have shown that the truncated Faber series gives a polynomial approximation which (for practical values of the degree of the polynomial) is very close to ...

Field of expertise: Numerical analysis, machine learning and scientific computing Selected Projects • Mathematical Theory for Deep Learning It is the key goal of this project to provide a rigorous ...

A new study provides a rigorous theoretical and numerical analysis of the accuracy of the method of characteristics (MoC), a ...

Many banks currently use the loss distribution approach (LDA) for estimating economic and regulatory capital for operational risk under Basel's advanced measurement approach. The LDA requires the ...

Biometrika is primarily a journal of statistics in which emphasis is placed on papers containing original theoretical contributions of direct or potential value in applications. From time to time, ...