Open Problems within Nonextensive Statistical Mechanics von Nelson, Kenric P

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Coupled VAE: Improved Accuracy and Robustness of a Variational Autoencoder von Cao, Shichen, Li, Jingjing, Nelson, Kenric P, Kon, Mark A

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Comments on "Generalized Box-Müller Method for Generating q-Gaussian Random Deviates" von Nelson, Kenric P., Thistleton, William J.

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Majority-vote model for financial markets von Vilela, André L.M., Wang, Chao, Nelson, Kenric P., Stanley, H. Eugene

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A definition of the coupled-product for multivariate coupled-exponentials von Nelson, Kenric P.

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Assessing Probabilistic Inference by Comparing the Generalized Mean of the Model and Source Probabilities von Nelson, Kenric

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Opinion dynamics in financial markets via random networks von Granha, Mateus F B, Vilela, André L M, Wang, Chao, Nelson, Kenric P, Stanley, H Eugene

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Opinion dynamics in financial markets via random networks von Granha, Mateus FB, Vilela, André L M, Wang, Chao, Nelson, Kenric P, Stanley, H Eugene

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A Risk Profile for Information Fusion Algorithms von Nelson, Kenric P., Scannell, Brian J., Landau, Herbert

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Nonlinear statistical coupling von Nelson, Kenric P., Umarov, Sabir

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Independent Approximates enable closed-form estimation of heavy-tailed distributions von Nelson, Kenric P.

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A three-state opinion formation model for financial markets von Zubillaga, Bernardo J., Vilela, André L.M., Wang, Chao, Nelson, Kenric P., Stanley, H. Eugene

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Use of the geometric mean as a statistic for the scale of the coupled Gaussian distributions von Nelson, Kenric P., Kon, Mark A., Umarov, Sabir R.

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On the average uncertainty for systems with nonlinear coupling von Nelson, Kenric P., Umarov, Sabir R., Kon, Mark A.

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Open Problems within Nonextensive Statistical Mechanics von Nelson, Kenric P

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Independent Approximates enable closed-form estimation of heavy-tailed distributions von Nelson, Kenric P

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Open Problems within Nonextensive Statistical Mechanics von Nelson, Kenric P

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Independent Approximates provide a maximum likelihood estimate for heavy-tailed distributions von AL-Najafi, Amenah, Tirnakli, Ugur, Nelson, Kenric P

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q-Gaussian approximants mimic non-extensive statistical-mechanical expectation for many-body probabilistic model with long-range correlations von Thistleton, William J., Marsh, John A., Nelson, Kenric P., Tsallis, Constantino

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Independent Approximates enable closed-form parameter estimation of heavy-tailed distributions von Nelson, Kenric P

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