An overview of continuous (semi-martingale) optimal transport for model calibration is given in this paper. Ivan Guo et al present the general framework and then discuss the calibration of local, and ...
The semiconductor industry has always faced challenges caused by device scaling, architecture evolution, and process complexity and integration. These challenges are coupled with a need to provide new ...
This paper describes the operation and calibration of the simple biosphere model (SiB) of Sellers et al. using micrometeorological and hydrological measurements taken in and above tropical forest in ...
Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
The paper argues for the need for and importance of the dual calibration of a probability of default (PD) model (ie, calibration to both point-in-time (PIT) and through-the-cycle (TTC) PD levels). It ...
Computer model calibration is the process of determining input parameter settings to a computational model that are consistent with physical observations. This is often quite challenging due to the ...
In my first blog about calibration (Calibration, Part 1), I discussed calibrating inputs using techniques that tolerated offsets by simply including them in the measurements. In this blog I will look ...
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