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The method developed here may also be regarded as providing analytical and numerical bases for doing a more precise form of Cornish-Fisher expansion . Examples are given of equations for converting normal samples to Student t, and converting exponential to hyperbolic and variance gamma . | <clarity> The method developed here may also be regarded as providing analytical and numerical bases for doing a more precise form of Cornish-Fisher expansion . Examples are given of equations for converting normal samples to Student t, and converting exponential to hyperbolic and variance gamma . | The method developed here may also be regarded as providing analytical and numerical bases for doing more precise Cornish-Fisher expansion . Examples are given of equations for converting normal samples to Student t, and converting exponential to hyperbolic and variance gamma . | clarity | 0.9988066 | 0901.0638 | 1 |
The method developed here may also be regarded as providing analytical and numerical bases for doing a more precise form of Cornish-Fisher expansion . Examples are given of equations for converting normal samples to Student t, and converting exponential to hyperbolic and variance gamma . | <clarity> The method developed here may also be regarded as providing analytical and numerical bases for doing a more precise form of Cornish-Fisher expansion . Examples are given of equations for converting normal samples to Student t, and converting exponential to hyperbolic and variance gamma . | The method developed here may also be regarded as providing analytical and numerical bases for doing a more precise form of Cornish-Fisher transformations . Examples are given of equations for converting normal samples to Student t, and converting exponential to hyperbolic and variance gamma . | clarity | 0.99840254 | 0901.0638 | 1 |
The method developed here may also be regarded as providing analytical and numerical bases for doing a more precise form of Cornish-Fisher expansion . Examples are given of equations for converting normal samples to Student t, and converting exponential to hyperbolic and variance gamma . | <meaning-changed> The method developed here may also be regarded as providing analytical and numerical bases for doing a more precise form of Cornish-Fisher expansion . Examples are given of equations for converting normal samples to Student t, and converting exponential to hyperbolic and variance gamma . | The method developed here may also be regarded as providing analytical and numerical bases for doing a more precise form of Cornish-Fisher expansion . Examples are given of equations for converting normal samples to Student t, and converting exponential to hyperbolic , variance gamma and normal. In the case of the normal distribution, the change of variables employed allows the sampling to take place to good accuracy based on a single rational approximation over a very wide range of the sample space. The avoidance of any branching statement may be of use in optimal GPU computations . | meaning-changed | 0.99952114 | 0901.0638 | 1 |
This article Revised working paper V 1.1 presents differential equations and solution methods for the functions of the form A(z) = F^{-1}(G(z)), where F and G are cumulative distribution functions. | <coherence> This article Revised working paper V 1.1 presents differential equations and solution methods for the functions of the form A(z) = F^{-1}(G(z)), where F and G are cumulative distribution functions. | This article presents differential equations and solution methods for the functions of the form A(z) = F^{-1}(G(z)), where F and G are cumulative distribution functions. | coherence | 0.6132193 | 0901.0638 | 2 |
The avoidance of any branching statement may be of use in optimal GPU computations . | <clarity> The avoidance of any branching statement may be of use in optimal GPU computations . | The avoidance of any branching statement is of use in optimal GPU computations . | clarity | 0.9989286 | 0901.0638 | 2 |
The avoidance of any branching statement may be of use in optimal GPU computations . | <meaning-changed> The avoidance of any branching statement may be of use in optimal GPU computations . | The avoidance of any branching statement may be of use in optimal GPU computations , and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods . | meaning-changed | 0.9995865 | 0901.0638 | 2 |
Such functions allow the direct recycling of samples from one distribution into samples from another. | <meaning-changed> Such functions allow the direct recycling of samples from one distribution into samples from another. | Such functions allow the direct recycling of Monte Carlo samples from one distribution into samples from another. | meaning-changed | 0.99941707 | 0901.0638 | 3 |
The avoidance of any branching statement is of use in optimal GPU computations, and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods . | <meaning-changed> The avoidance of any branching statement is of use in optimal GPU computations, and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods . | The avoidance of any branching statement is of use in optimal GPU computations, and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods . Comparisons are made on Nvidia Quadro and GTX 285 and 480 GPU cards . | meaning-changed | 0.999551 | 0901.0638 | 3 |
This article presents differential equations and solution methods for the functions of the form A(z ) = F^{-1}(G( z )), where F and G are cumulative distribution functions. | <meaning-changed> This article presents differential equations and solution methods for the functions of the form A(z ) = F^{-1}(G( z )), where F and G are cumulative distribution functions. | This article presents differential equations and solution methods for the functions of the form Q(x ) = F^{-1}(G( z )), where F and G are cumulative distribution functions. | meaning-changed | 0.99894744 | 0901.0638 | 4 |
This article presents differential equations and solution methods for the functions of the form A(z ) = F^{-1}(G( z )), where F and G are cumulative distribution functions. | <meaning-changed> This article presents differential equations and solution methods for the functions of the form A(z ) = F^{-1}(G( z )), where F and G are cumulative distribution functions. | This article presents differential equations and solution methods for the functions of the form A(z ) = F^{-1}(G( x )), where F and G are cumulative distribution functions. | meaning-changed | 0.9985983 | 0901.0638 | 4 |
The method may also be regarded as providing both analytical and numerical bases for doing more precise Cornish-Fisher transformations. | <coherence> The method may also be regarded as providing both analytical and numerical bases for doing more precise Cornish-Fisher transformations. | coherence | 0.9968957 | 0901.0638 | 4 |
|
The avoidance of any branching statement is of use in optimal GPU computations {\it , and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods. | <meaning-changed> The avoidance of any branching statement is of use in optimal GPU computations {\it , and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods. | The avoidance of any branching statement is of use in optimal GPU computations as it avoids the effect of{\it , and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods. | meaning-changed | 0.99945325 | 0901.0638 | 4 |
The avoidance of any branching statement is of use in optimal GPU computations {\it , and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods. | <meaning-changed> The avoidance of any branching statement is of use in optimal GPU computations {\it , and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods. | The avoidance of any branching statement is of use in optimal GPU computations {\it warp divergence , and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods. | meaning-changed | 0.999286 | 0901.0638 | 4 |
The avoidance of any branching statement is of use in optimal GPU computations {\it , and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods. | <fluency> The avoidance of any branching statement is of use in optimal GPU computations {\it , and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods. | The avoidance of any branching statement is of use in optimal GPU computations {\it , and we give examples of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods. | fluency | 0.99884546 | 0901.0638 | 4 |
The avoidance of any branching statement is of use in optimal GPU computations {\it , and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods. | <clarity> The avoidance of any branching statement is of use in optimal GPU computations {\it , and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the precision characteristics of well-known methods. | The avoidance of any branching statement is of use in optimal GPU computations {\it , and we give example of branch-free normal quantiles that offer performance improvements in a GPU environment, while retaining the best precision characteristics of well-known methods. | clarity | 0.9990368 | 0901.0638 | 4 |
Comparisons are made on Nvidia Quadro and GTX 285 and 480 GPU cards . | <meaning-changed> Comparisons are made on Nvidia Quadro and GTX 285 and 480 GPU cards . | We also offer models based on a low-probability of warp divergence. Comparisons of new and old forms are made on Nvidia Quadro and GTX 285 and 480 GPU cards . | meaning-changed | 0.99936026 | 0901.0638 | 4 |
Comparisons are made on Nvidia Quadro and GTX 285 and 480 GPU cards . | <meaning-changed> Comparisons are made on Nvidia Quadro and GTX 285 and 480 GPU cards . | Comparisons are made on the Nvidia Quadro 4000, GTX 285 and 480 GPU cards . | meaning-changed | 0.9990013 | 0901.0638 | 4 |
Comparisons are made on Nvidia Quadro and GTX 285 and 480 GPU cards . | <meaning-changed> Comparisons are made on Nvidia Quadro and GTX 285 and 480 GPU cards . | Comparisons are made on Nvidia Quadro and GTX 285 and 480 , and Tesla C2050 GPUs. We argue that in single-precision mode, the change-of-variables approach offers performance competitive with the fastest existing scheme while substantially improving precision, and that in double-precision mode, this approach offers the most GPU-optimal Gaussian quantile yet, and without compromise on precision for Monte Carlo applications, working twice as fast as the CUDA 4 library function with increased precision . | meaning-changed | 0.99956447 | 0901.0638 | 4 |
We present a unifying approach with a refined version of the DIR theorem, where we identify the reciprocal of the maturity date as the maximal order that long-term rates at earlier dates can dominate long-term rates at later dates. | <clarity> We present a unifying approach with a refined version of the DIR theorem, where we identify the reciprocal of the maturity date as the maximal order that long-term rates at earlier dates can dominate long-term rates at later dates. | We present a refined version of the DIR theorem, where we identify the reciprocal of the maturity date as the maximal order that long-term rates at earlier dates can dominate long-term rates at later dates. | clarity | 0.99718237 | 0901.2080 | 1 |
The viability assumption imposed on the market model is significantly weaker than those appearing previously in the literature. | <clarity> The viability assumption imposed on the market model is significantly weaker than those appearing previously in the literature. | The viability assumption imposed on the market model is weaker than those appearing previously in the literature. | clarity | 0.99801433 | 0901.2080 | 1 |
Credit relationships between commercial banks and quoted firms are studied for the structure and its temporal change from the year 1980 to 2005. | <meaning-changed> Credit relationships between commercial banks and quoted firms are studied for the structure and its temporal change from the year 1980 to 2005. | We present a new approach to understanding credit relationships between commercial banks and quoted firms are studied for the structure and its temporal change from the year 1980 to 2005. | meaning-changed | 0.9940573 | 0901.2377 | 1 |
Credit relationships between commercial banks and quoted firms are studied for the structure and its temporal change from the year 1980 to 2005. | <meaning-changed> Credit relationships between commercial banks and quoted firms are studied for the structure and its temporal change from the year 1980 to 2005. | Credit relationships between commercial banks and quoted firms and with this approach examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. | meaning-changed | 0.9948749 | 0901.2377 | 1 |
To quantify the dependency and influence between banks and firms, we propose to define a set of scores of banks and firms, which can be calculated by solving an eigenvalue problem determined by the weight of the credit network. | <clarity> To quantify the dependency and influence between banks and firms, we propose to define a set of scores of banks and firms, which can be calculated by solving an eigenvalue problem determined by the weight of the credit network. | To quantify the dependency and influence between banks and firms, we propose a set of scores of banks and firms, which can be calculated by solving an eigenvalue problem determined by the weight of the credit network. | clarity | 0.6760557 | 0901.2377 | 1 |
We present a new approach to understanding credit relationships between commercial banks and quoted firms and with this approach examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. | <fluency> We present a new approach to understanding credit relationships between commercial banks and quoted firms and with this approach examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. | We present a new approach to understanding credit relationships between commercial banks and quoted firms , and with this approach examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. | fluency | 0.99934644 | 0901.2377 | 2 |
We present a new approach to understanding credit relationships between commercial banks and quoted firms and with this approach examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. | <fluency> We present a new approach to understanding credit relationships between commercial banks and quoted firms and with this approach examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. | We present a new approach to understanding credit relationships between commercial banks and quoted firms and with this approach , examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. | fluency | 0.99929225 | 0901.2377 | 2 |
We formalize a cumulative interest compliant conservation requirement for pure financial products proposed by Wesseling and van den Bergh to make financial issues relating to these products amenable to mathematical analysis. | <meaning-changed> We formalize a cumulative interest compliant conservation requirement for pure financial products proposed by Wesseling and van den Bergh to make financial issues relating to these products amenable to mathematical analysis. | We develop an algebraic framework for the description and analysis of financial behaviours, that is, behaviours that consist of transferring certain amounts of money at planned times. To a large extent, analysis of financial products amounts to analysis of such behaviours. We formalize the cumulative interest compliant conservation requirement for pure financial products proposed by Wesseling and van den Bergh to make financial issues relating to these products amenable to mathematical analysis. | meaning-changed | 0.99936944 | 0901.3003 | 1 |
We formalize a cumulative interest compliant conservation requirement for pure financial products proposed by Wesseling and van den Bergh to make financial issues relating to these products amenable to mathematical analysis. | <clarity> We formalize a cumulative interest compliant conservation requirement for pure financial products proposed by Wesseling and van den Bergh to make financial issues relating to these products amenable to mathematical analysis. | We formalize a cumulative interest compliant conservation requirement for financial products proposed by Wesseling and van den Bergh to make financial issues relating to these products amenable to mathematical analysis. | clarity | 0.9950317 | 0901.3003 | 1 |
We formalize a cumulative interest compliant conservation requirement for pure financial products proposed by Wesseling and van den Bergh to make financial issues relating to these products amenable to mathematical analysis. The formalization is given in a timed extension of tuplix calculus and abstracts from the idiosyncrasies of time measurement . | <meaning-changed> We formalize a cumulative interest compliant conservation requirement for pure financial products proposed by Wesseling and van den Bergh to make financial issues relating to these products amenable to mathematical analysis. The formalization is given in a timed extension of tuplix calculus and abstracts from the idiosyncrasies of time measurement . | We formalize a cumulative interest compliant conservation requirement for pure financial products proposed by Wesseling and van den Bergh by an equation in the framework developed and define a notion of financial product behaviour using this formalization . | meaning-changed | 0.9733883 | 0901.3003 | 1 |
We also use the timed tuplix calculus to show how wanted financial behaviours may profit from using pure financial products . | <clarity> We also use the timed tuplix calculus to show how wanted financial behaviours may profit from using pure financial products . | We also present some properties of financial product behaviours . | clarity | 0.99852294 | 0901.3003 | 1 |
Integrating out the latter, we derive the Fokker-Planck equation for the probability distribution of the former. This has the form of diffusion equation with time-dependent diffusion coefficient, resulting in an anomalous diffusion. The diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well . | <meaning-changed> Integrating out the latter, we derive the Fokker-Planck equation for the probability distribution of the former. This has the form of diffusion equation with time-dependent diffusion coefficient, resulting in an anomalous diffusion. The diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well . | Integrating out the latter, we derive the long time behavior of the mean square displacement. Anomalous diffusion is found where the diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well . | meaning-changed | 0.99283326 | 0901.4785 | 1 |
The diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well . The diffusion exponent of the Weiss-Havlin comb model is derived as a special case, and the same exponent holds even for weakly coupled processes . | <coherence> The diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well . The diffusion exponent of the Weiss-Havlin comb model is derived as a special case, and the same exponent holds even for weakly coupled processes . | The diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well . | coherence | 0.99645567 | 0901.4785 | 1 |
Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin processes with the friction coefficient depending on the state of a similar, unobserved , process. | <clarity> Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin processes with the friction coefficient depending on the state of a similar, unobserved , process. | Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved , process. | clarity | 0.9270472 | 0901.4785 | 2 |
Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin processes with the friction coefficient depending on the state of a similar, unobserved , process. | <fluency> Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin processes with the friction coefficient depending on the state of a similar, unobserved , process. | Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin processes with the friction coefficient depending on the state of a similar, unobserved process. | fluency | 0.99938273 | 0901.4785 | 2 |
Integrating out the latter, we derive the long time behavior of the mean square displacement. | <fluency> Integrating out the latter, we derive the long time behavior of the mean square displacement. | Integrating out the latter, we derive the long time behaviour of the mean square displacement. | fluency | 0.99885964 | 0901.4785 | 2 |
Anomalous diffusion is found where the diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well. | <coherence> Anomalous diffusion is found where the diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well. | Anomalous diffusion is found . Since the diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well. | coherence | 0.9965557 | 0901.4785 | 2 |
Anomalous diffusion is found where the diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well. | <coherence> Anomalous diffusion is found where the diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well. | Anomalous diffusion is found where the diffusion exponent can not be predicted using a simple scaling argument, anomalous scaling appears as well. | coherence | 0.99580514 | 0901.4785 | 2 |
We compare our theoretical predictions with numerical simulations and find an excellent agreement. | <meaning-changed> We compare our theoretical predictions with numerical simulations and find an excellent agreement. | We also find that the coupling can lead to ergodic or non-ergodic behaviour of the studied process. We compare our theoretical predictions with numerical simulations and find an excellent agreement. | meaning-changed | 0.99924624 | 0901.4785 | 2 |
The findings caution against treating biochemical systems with unobserved dynamical degrees of freedom by means of standard, diffusive Langevin description . | <clarity> The findings caution against treating biochemical systems with unobserved dynamical degrees of freedom by means of standard, diffusive Langevin description . | The findings caution against treating biochemical systems coupled with unobserved dynamical degrees of freedom by means of standard, diffusive Langevin description . | clarity | 0.97727114 | 0901.4785 | 2 |
The findings caution against treating biochemical systems with unobserved dynamical degrees of freedom by means of standard, diffusive Langevin description . | <fluency> The findings caution against treating biochemical systems with unobserved dynamical degrees of freedom by means of standard, diffusive Langevin description . | The findings caution against treating biochemical systems with unobserved dynamical degrees of freedom by means of standard, diffusive Langevin descriptions . | fluency | 0.99911076 | 0901.4785 | 2 |
A nonlinear model has been posited for the global analysis of data pertaining to the semantic network of a complex operating system (free and open-source software). | <meaning-changed> A nonlinear model has been posited for the global analysis of data pertaining to the semantic network of a complex operating system (free and open-source software). | A continuum model has been posited for the global analysis of data pertaining to the semantic network of a complex operating system (free and open-source software). | meaning-changed | 0.9837854 | 0901.4904 | 1 |
While the distribution of links in the dependency network of this system is scale-free for the intermediate nodes, the richest nodes deviate from this trend, and exhibit a nonlinearity-induced saturation effect. | <meaning-changed> While the distribution of links in the dependency network of this system is scale-free for the intermediate nodes, the richest nodes deviate from this trend, and exhibit a nonlinearity-induced saturation effect. | While the frequency distributions of links in the dependency network of this system is scale-free for the intermediate nodes, the richest nodes deviate from this trend, and exhibit a nonlinearity-induced saturation effect. | meaning-changed | 0.89548224 | 0901.4904 | 1 |
While the distribution of links in the dependency network of this system is scale-free for the intermediate nodes, the richest nodes deviate from this trend, and exhibit a nonlinearity-induced saturation effect. | <meaning-changed> While the distribution of links in the dependency network of this system is scale-free for the intermediate nodes, the richest nodes deviate from this trend, and exhibit a nonlinearity-induced saturation effect. | While the distribution of links in both the in-directed and out-directed dependency networks of this system is scale-free for the intermediate nodes, the richest nodes deviate from this trend, and exhibit a nonlinearity-induced saturation effect. | meaning-changed | 0.99867624 | 0901.4904 | 1 |
While the distribution of links in the dependency network of this system is scale-free for the intermediate nodes, the richest nodes deviate from this trend, and exhibit a nonlinearity-induced saturation effect. | <meaning-changed> While the distribution of links in the dependency network of this system is scale-free for the intermediate nodes, the richest nodes deviate from this trend, and exhibit a nonlinearity-induced saturation effect. | While the distribution of links in the dependency network of this system follow Zipf's law for the intermediate nodes, the richest nodes deviate from this trend, and exhibit a nonlinearity-induced saturation effect. | meaning-changed | 0.9992588 | 0901.4904 | 1 |
While the distribution of links in the dependency network of this system is scale-free for the intermediate nodes, the richest nodes deviate from this trend, and exhibit a nonlinearity-induced saturation effect. | <meaning-changed> While the distribution of links in the dependency network of this system is scale-free for the intermediate nodes, the richest nodes deviate from this trend, and exhibit a nonlinearity-induced saturation effect. | While the distribution of links in the dependency network of this system is scale-free for the intermediate nodes, the richest nodes , as well as the weakest nodes, deviate from this trend, and exhibit a nonlinearity-induced saturation effect. | meaning-changed | 0.9985719 | 0901.4904 | 1 |
While the distribution of links in the dependency network of this system is scale-free for the intermediate nodes, the richest nodes deviate from this trend, and exhibit a nonlinearity-induced saturation effect. This also distinguishes the two directed networks of incoming and outgoing links from each other. | <meaning-changed> While the distribution of links in the dependency network of this system is scale-free for the intermediate nodes, the richest nodes deviate from this trend, and exhibit a nonlinearity-induced saturation effect. This also distinguishes the two directed networks of incoming and outgoing links from each other. | While the distribution of links in the dependency network of this system is scale-free for the intermediate nodes, the richest nodes deviate from this trend, and exhibit a saturation behaviour arising from the finiteness of semantic possibilities in the network. To preserve uniqueness of operations in the network, the nodes obey an "exclusion principle", with no two nodes being exactly alike in their functionality. The parameters related to finite-size behaviour make a quantitative distinction between the two directed networks of incoming and outgoing links from each other. | meaning-changed | 0.99891365 | 0901.4904 | 1 |
This also distinguishes the two directed networks of incoming and outgoing links from each other. The initial condition for a dynamic model, evolving towards the steady dependency distribution , determines the saturation properties of the mature scale-free network . | <meaning-changed> This also distinguishes the two directed networks of incoming and outgoing links from each other. The initial condition for a dynamic model, evolving towards the steady dependency distribution , determines the saturation properties of the mature scale-free network . | This also distinguishes the two directed networks of incoming and outgoing links . Dynamic evolution, over two generations of free software releases, shows that the saturation properties of the in-directed and out-directed networks are oppositely affected. For the out-degree distribution, whose top nodes form the foundation of the entire network, the initial condition for a dynamic model, evolving towards the steady dependency distribution , determines the saturation properties of the mature scale-free network . | meaning-changed | 0.99954945 | 0901.4904 | 1 |
The initial condition for a dynamic model, evolving towards the steady dependency distribution , determines the saturation properties of the mature scale-free network . | <meaning-changed> The initial condition for a dynamic model, evolving towards the steady dependency distribution , determines the saturation properties of the mature scale-free network . | The initial condition for a dynamic model, evolving towards a steady scale-free frequency distribution of nodes , determines the saturation properties of the mature scale-free network . | meaning-changed | 0.9959054 | 0901.4904 | 1 |
The initial condition for a dynamic model, evolving towards the steady dependency distribution , determines the saturation properties of the mature scale-free network . | <clarity> The initial condition for a dynamic model, evolving towards the steady dependency distribution , determines the saturation properties of the mature scale-free network . | The initial condition for a dynamic model, evolving towards the steady dependency distribution , determines the finite limit to the number of top nodes that the mature out-directed network can have . | clarity | 0.9873038 | 0901.4904 | 1 |
A continuum model has been proposed to fit the data pertaining to the directed networks in free and open-source software. | <clarity> A continuum model has been proposed to fit the data pertaining to the directed networks in free and open-source software. | We propose a continuum model for the degree distribution of directed networks in free and open-source software. | clarity | 0.57941747 | 0901.4904 | 3 |
While the degree distributions of links in both the in-directed and out-directed dependency networks follow Zipf's law for the intermediate nodes, the most richly linked nodes , as well as the most poorly linked nodes , deviate from this trend and exhibit finite-size effects. | <coherence> While the degree distributions of links in both the in-directed and out-directed dependency networks follow Zipf's law for the intermediate nodes, the most richly linked nodes , as well as the most poorly linked nodes , deviate from this trend and exhibit finite-size effects. | The degree distributions of links in both the in-directed and out-directed dependency networks follow Zipf's law for the intermediate nodes, the most richly linked nodes , as well as the most poorly linked nodes , deviate from this trend and exhibit finite-size effects. | coherence | 0.996905 | 0901.4904 | 3 |
While the degree distributions of links in both the in-directed and out-directed dependency networks follow Zipf's law for the intermediate nodes, the most richly linked nodes , as well as the most poorly linked nodes , deviate from this trend and exhibit finite-size effects. | <clarity> While the degree distributions of links in both the in-directed and out-directed dependency networks follow Zipf's law for the intermediate nodes, the most richly linked nodes , as well as the most poorly linked nodes , deviate from this trend and exhibit finite-size effects. | While the degree distributions of links in both the in-directed and out-directed dependency networks follow Zipf's law for the intermediate nodes, but the heavily linked nodes and the poorly linked nodes , deviate from this trend and exhibit finite-size effects. | clarity | 0.99833655 | 0901.4904 | 3 |
While the degree distributions of links in both the in-directed and out-directed dependency networks follow Zipf's law for the intermediate nodes, the most richly linked nodes , as well as the most poorly linked nodes , deviate from this trend and exhibit finite-size effects. | <fluency> While the degree distributions of links in both the in-directed and out-directed dependency networks follow Zipf's law for the intermediate nodes, the most richly linked nodes , as well as the most poorly linked nodes , deviate from this trend and exhibit finite-size effects. | While the degree distributions of links in both the in-directed and out-directed dependency networks follow Zipf's law for the intermediate nodes, the most richly linked nodes , as well as the most poorly linked nodes deviate from this trend and exhibit finite-size effects. | fluency | 0.99938667 | 0901.4904 | 3 |
Dynamic evolution of free software releases shows that the finite-size properties of the in-directed and out-directed networks are opposite in nature. | <coherence> Dynamic evolution of free software releases shows that the finite-size properties of the in-directed and out-directed networks are opposite in nature. | coherence | 0.9986243 | 0901.4904 | 3 |
|
For the out-degree distribution, the initial condition for a dynamic evolution also corresponds to the limiting count of rich nodes that the mature out-directed network can have. | <clarity> For the out-degree distribution, the initial condition for a dynamic evolution also corresponds to the limiting count of rich nodes that the mature out-directed network can have. | For the out-degree distribution, the initial condition for a dynamic evolution corresponds to the limiting count of rich nodes that the mature out-directed network can have. | clarity | 0.99894994 | 0901.4904 | 3 |
For the out-degree distribution, the initial condition for a dynamic evolution also corresponds to the limiting count of rich nodes that the mature out-directed network can have. | <clarity> For the out-degree distribution, the initial condition for a dynamic evolution also corresponds to the limiting count of rich nodes that the mature out-directed network can have. | For the out-degree distribution, the initial condition for a dynamic evolution also corresponds to the limiting count of the most heavily liked nodes that the mature out-directed network can have. | clarity | 0.8205868 | 0901.4904 | 3 |
For the out-degree distribution, the initial condition for a dynamic evolution also corresponds to the limiting count of rich nodes that the mature out-directed network can have. | <clarity> For the out-degree distribution, the initial condition for a dynamic evolution also corresponds to the limiting count of rich nodes that the mature out-directed network can have. | For the out-degree distribution, the initial condition for a dynamic evolution also corresponds to the limiting count of rich nodes that the out-directed network can have. | clarity | 0.99900585 | 0901.4904 | 3 |
For the out-degree distribution, the initial condition for a dynamic evolution also corresponds to the limiting count of rich nodes that the mature out-directed network can have. | <clarity> For the out-degree distribution, the initial condition for a dynamic evolution also corresponds to the limiting count of rich nodes that the mature out-directed network can have. | For the out-degree distribution, the initial condition for a dynamic evolution also corresponds to the limiting count of rich nodes that the mature out-directed network can finally have. | clarity | 0.9949334 | 0901.4904 | 3 |
The number of nodes contributing out-directed links grows with each passing generation of software release, but this growth ultimately saturates towards a finite value due to the finiteness of semantic possibilities in the network. | <clarity> The number of nodes contributing out-directed links grows with each passing generation of software release, but this growth ultimately saturates towards a finite value due to the finiteness of semantic possibilities in the network. | The number of nodes contributing out-directed links grows with every generation of software release, but this growth ultimately saturates towards a finite value due to the finiteness of semantic possibilities in the network. | clarity | 0.99854654 | 0901.4904 | 3 |
The number of nodes contributing out-directed links grows with each passing generation of software release, but this growth ultimately saturates towards a finite value due to the finiteness of semantic possibilities in the network. | <clarity> The number of nodes contributing out-directed links grows with each passing generation of software release, but this growth ultimately saturates towards a finite value due to the finiteness of semantic possibilities in the network. | The number of nodes contributing out-directed links grows with each passing generation of software release, but this growth ultimately saturates towards a terminal value due to the finiteness of semantic possibilities in the network. | clarity | 0.9942537 | 0901.4904 | 3 |
We show how these properties are reflected in the prices of spread options and the put-call symmetry property in view of the well-known duality principle in option pricing. | <meaning-changed> We show how these properties are reflected in the prices of spread options and the put-call symmetry property in view of the well-known duality principle in option pricing. | We show how these properties are reflected in prices of some basket options in view of the well-known duality principle in option pricing. | meaning-changed | 0.99935466 | 0901.4914 | 1 |
We show how these properties are reflected in the prices of spread options and the put-call symmetry property in view of the well-known duality principle in option pricing. | <coherence> We show how these properties are reflected in the prices of spread options and the put-call symmetry property in view of the well-known duality principle in option pricing. | We show how these properties are reflected in the prices of spread options and the put-call symmetry property in view of the well-known put-call symmetry property and the duality principle in option pricing. | coherence | 0.987576 | 0901.4914 | 1 |
Based on this, concrete semi-static hedging techniques for multiasset barrier options, such as certain weighted barrier spread options, weighted barrier swap options or weighted barrier quanto-swap options are suggested. | <fluency> Based on this, concrete semi-static hedging techniques for multiasset barrier options, such as certain weighted barrier spread options, weighted barrier swap options or weighted barrier quanto-swap options are suggested. | Based on this, concrete semi-static hedging techniques for multi-asset barrier options, such as certain weighted barrier spread options, weighted barrier swap options or weighted barrier quanto-swap options are suggested. | fluency | 0.9992206 | 0901.4914 | 1 |
We consider a simple market where a vendor offers multiple variants of a certain product . Preferences of the vendor and of potential buyers are heterogeneous and often antagonistic. | <clarity> We consider a simple market where a vendor offers multiple variants of a certain product . Preferences of the vendor and of potential buyers are heterogeneous and often antagonistic. | We consider a simple market where a vendor offers multiple variants of a certain product and preferences of both the vendor and of potential buyers are heterogeneous and often antagonistic. | clarity | 0.99898857 | 0902.0504 | 1 |
We consider a simple market where a vendor offers multiple variants of a certain product . Preferences of the vendor and of potential buyers are heterogeneous and often antagonistic. | <fluency> We consider a simple market where a vendor offers multiple variants of a certain product . Preferences of the vendor and of potential buyers are heterogeneous and often antagonistic. | We consider a simple market where a vendor offers multiple variants of a certain product . Preferences of the vendor and potential buyers are heterogeneous and often antagonistic. | fluency | 0.9993787 | 0902.0504 | 1 |
We consider a simple market where a vendor offers multiple variants of a certain product . Preferences of the vendor and of potential buyers are heterogeneous and often antagonistic. | <clarity> We consider a simple market where a vendor offers multiple variants of a certain product . Preferences of the vendor and of potential buyers are heterogeneous and often antagonistic. | We consider a simple market where a vendor offers multiple variants of a certain product . Preferences of the vendor and of potential buyers are heterogeneous and possibly even antagonistic. | clarity | 0.99884415 | 0902.0504 | 1 |
We compare optimal solutions found with and without a matchmaker, examine the resulting inequality between the market participants, and study the influence of correlations . | <fluency> We compare optimal solutions found with and without a matchmaker, examine the resulting inequality between the market participants, and study the influence of correlations . | We compare the optimal solutions found with and without a matchmaker, examine the resulting inequality between the market participants, and study the influence of correlations . | fluency | 0.99384487 | 0902.0504 | 1 |
We compare optimal solutions found with and without a matchmaker, examine the resulting inequality between the market participants, and study the influence of correlations . | <clarity> We compare optimal solutions found with and without a matchmaker, examine the resulting inequality between the market participants, and study the influence of correlations . | We compare optimal solutions found with and without a matchmaker, examine the resulting inequality between the market participants, and study the impact of correlations on the system . | clarity | 0.99860686 | 0902.0504 | 1 |
Our approach is to take a holistic view of network management and control that captures the cross-interactions among interference management techniques implemented at various layers of the protocol stack. | <clarity> Our approach is to take a holistic view of network management and control that captures the cross-interactions among interference management techniques implemented at various layers of the protocol stack. | Our approach is to take a holistic view of the network that captures the cross-interactions among interference management techniques implemented at various layers of the protocol stack. | clarity | 0.99529254 | 0902.0782 | 1 |
We present the Pareto optimal sets for an example sensor network when delay, robustness and energy are considered as performance criteria for the network . | <meaning-changed> We present the Pareto optimal sets for an example sensor network when delay, robustness and energy are considered as performance criteria for the network . | The resulting framework is a complex multiobjective optimization problem that can be efficiently solved through existing multiobjective search techniques. In this contribution, we present the Pareto optimal sets for an example sensor network when delay, robustness and energy are considered as performance criteria for the network . | meaning-changed | 0.9994547 | 0902.0782 | 1 |
We present the Pareto optimal sets for an example sensor network when delay, robustness and energy are considered as performance criteria for the network . | <meaning-changed> We present the Pareto optimal sets for an example sensor network when delay, robustness and energy are considered as performance criteria for the network . | We present the Pareto optimal sets for an example sensor network when delay, robustness and energy are considered . The aim of this paper is to present the framework and hence for conciseness purposes, the multiobjective optimization search is not developed herein . | meaning-changed | 0.98964965 | 0902.0782 | 1 |
We present a methodology to extract the backbone of complex networks in which the weight and direction of links, as well as non-topological state variables associated with nodesplay a crucial role. | <clarity> We present a methodology to extract the backbone of complex networks in which the weight and direction of links, as well as non-topological state variables associated with nodesplay a crucial role. | We present a methodology to extract the backbone of complex networks based on the weight and direction of links, as well as non-topological state variables associated with nodesplay a crucial role. | clarity | 0.99889046 | 0902.0878 | 1 |
We present a methodology to extract the backbone of complex networks in which the weight and direction of links, as well as non-topological state variables associated with nodesplay a crucial role. This methodology can be applied in general to networks in which mass or energy is flowing along the links. | <clarity> We present a methodology to extract the backbone of complex networks in which the weight and direction of links, as well as non-topological state variables associated with nodesplay a crucial role. This methodology can be applied in general to networks in which mass or energy is flowing along the links. | We present a methodology to extract the backbone of complex networks in which the weight and direction of links, as well as on nontopological properties of nodes. We show how the methodology can be applied in general to networks in which mass or energy is flowing along the links. | clarity | 0.99896467 | 0902.0878 | 1 |
In this paper, we show how the procedure enables us to address important questions in economics, namely how control and wealth is structured and concentrated across national markets. | <coherence> In this paper, we show how the procedure enables us to address important questions in economics, namely how control and wealth is structured and concentrated across national markets. | In particular, the procedure enables us to address important questions in economics, namely how control and wealth is structured and concentrated across national markets. | coherence | 0.862623 | 0902.0878 | 1 |
In this paper, we show how the procedure enables us to address important questions in economics, namely how control and wealth is structured and concentrated across national markets. | <fluency> In this paper, we show how the procedure enables us to address important questions in economics, namely how control and wealth is structured and concentrated across national markets. | In this paper, we show how the procedure enables us to address important questions in economics, namely , how control and wealth is structured and concentrated across national markets. | fluency | 0.9992594 | 0902.0878 | 1 |
In this paper, we show how the procedure enables us to address important questions in economics, namely how control and wealth is structured and concentrated across national markets. | <fluency> In this paper, we show how the procedure enables us to address important questions in economics, namely how control and wealth is structured and concentrated across national markets. | In this paper, we show how the procedure enables us to address important questions in economics, namely how control and wealth are structured and concentrated across national markets. | fluency | 0.9919329 | 0902.0878 | 1 |
We report on the first cross-country investigation of ownership networks in the stock markets of 48 countries around the world. | <clarity> We report on the first cross-country investigation of ownership networks in the stock markets of 48 countries around the world. | We report on the first cross-country investigation of ownership networks , focusing on the stock markets of 48 countries around the world. | clarity | 0.9983485 | 0902.0878 | 1 |
On the one hand, our analysis confirms results expected on the basis of the literature on corporate control, namely that in Anglo-Saxon countries control tends to be dispersed among numerous shareholders. | <fluency> On the one hand, our analysis confirms results expected on the basis of the literature on corporate control, namely that in Anglo-Saxon countries control tends to be dispersed among numerous shareholders. | On the one hand, our analysis confirms results expected on the basis of the literature on corporate control, namely , that in Anglo-Saxon countries control tends to be dispersed among numerous shareholders. | fluency | 0.9993839 | 0902.0878 | 1 |
On the other hand, it also reveals that in the same countries, control is found to be highly concentrated at the global level, namely lying in the hands of very few important shareholders. | <fluency> On the other hand, it also reveals that in the same countries, control is found to be highly concentrated at the global level, namely lying in the hands of very few important shareholders. | On the other hand, it also reveals that in the same countries, control is found to be highly concentrated at the global level, namely , lying in the hands of very few important shareholders. | fluency | 0.9771457 | 0902.0878 | 1 |
This result has previously not been reported , as it is not observable without the kind of network analysis developed here. | <meaning-changed> This result has previously not been reported , as it is not observable without the kind of network analysis developed here. | Interestingly, the exact opposite is observed for European countries. These results have previously not been reported , as it is not observable without the kind of network analysis developed here. | meaning-changed | 0.9889088 | 0902.0878 | 1 |
This result has previously not been reported , as it is not observable without the kind of network analysis developed here. | <fluency> This result has previously not been reported , as it is not observable without the kind of network analysis developed here. | This result has previously not been reported as they are not observable without the kind of network analysis developed here. | fluency | 0.9473638 | 0902.0878 | 1 |
We study the class of Azema-Yor (AY) processes defined from a general semimartingale with a continuous running supremum process. | <clarity> We study the class of Azema-Yor (AY) processes defined from a general semimartingale with a continuous running supremum process. | We study the class of Azema-Yor processes defined from a general semimartingale with a continuous running supremum process. | clarity | 0.99900764 | 0902.1328 | 1 |
We then show that any process which satisfies the drawdown property is in fact an AY process. | <meaning-changed> We then show that any process which satisfies the drawdown property is in fact an AY process. | We then show that any process which satisfies the drawdown property is in fact an Azema-Yor process. | meaning-changed | 0.99853134 | 0902.1328 | 1 |
The proofs exploit group structure of the set of AY processes, indexed by functions, which we introduce. | <meaning-changed> The proofs exploit group structure of the set of AY processes, indexed by functions, which we introduce. | The proofs exploit group structure of the set of Azema-Yor processes, indexed by functions, which we introduce. | meaning-changed | 0.9484343 | 0902.1328 | 1 |
Further, we study in detail AY martingales defined from a non-negative local martingale converging to zero at infinity. | <coherence> Further, we study in detail AY martingales defined from a non-negative local martingale converging to zero at infinity. | Secondly we study in detail AY martingales defined from a non-negative local martingale converging to zero at infinity. | coherence | 0.9971008 | 0902.1328 | 1 |
Further, we study in detail AY martingales defined from a non-negative local martingale converging to zero at infinity. | <meaning-changed> Further, we study in detail AY martingales defined from a non-negative local martingale converging to zero at infinity. | Further, we study in detail Azema-Yor martingales defined from a non-negative local martingale converging to zero at infinity. | meaning-changed | 0.99915326 | 0902.1328 | 1 |
In particular, we construct AY martingales with a given terminal law and this allows us to rediscover the AY solution to the Skorokhod embedding problem. | <meaning-changed> In particular, we construct AY martingales with a given terminal law and this allows us to rediscover the AY solution to the Skorokhod embedding problem. | We establish relations between Average Value at Risk, Drawdown function, Hardy-Littlewood transform and its generalised inverse. In particular, we construct AY martingales with a given terminal law and this allows us to rediscover the AY solution to the Skorokhod embedding problem. | meaning-changed | 0.99950504 | 0902.1328 | 1 |
In particular, we construct AY martingales with a given terminal law and this allows us to rediscover the AY solution to the Skorokhod embedding problem. | <meaning-changed> In particular, we construct AY martingales with a given terminal law and this allows us to rediscover the AY solution to the Skorokhod embedding problem. | In particular, we construct Azema-Yor martingales with a given terminal law and this allows us to rediscover the AY solution to the Skorokhod embedding problem. | meaning-changed | 0.9986878 | 0902.1328 | 1 |
In particular, we construct AY martingales with a given terminal law and this allows us to rediscover the AY solution to the Skorokhod embedding problem. | <meaning-changed> In particular, we construct AY martingales with a given terminal law and this allows us to rediscover the AY solution to the Skorokhod embedding problem. | In particular, we construct AY martingales with a given terminal law and this allows us to rediscover the Azema-Yor solution to the Skorokhod embedding problem. | meaning-changed | 0.9992212 | 0902.1328 | 1 |
Finally, we prove new optimal properties of AY martingales relative to concave ordering of terminal laws of martingales . | <clarity> Finally, we prove new optimal properties of AY martingales relative to concave ordering of terminal laws of martingales . | Finally, we characterise Azema-Yor martingales showing they are optimal relative to the concave ordering of terminal laws of martingales . | clarity | 0.9862662 | 0902.1328 | 1 |
Finally, we prove new optimal properties of AY martingales relative to concave ordering of terminal laws of martingales . | <meaning-changed> Finally, we prove new optimal properties of AY martingales relative to concave ordering of terminal laws of martingales . | Finally, we prove new optimal properties of AY martingales relative to concave ordering of terminal variables among martingales whose maximum dominates stochastically a given benchmark . | meaning-changed | 0.9983308 | 0902.1328 | 1 |
In an homogeneous scenario, we derive a performance bound for such metric, and we show how this bound relates to two fundamental parameters: the upload bandwidth available at each node, and the number of neighbors a node may deliver chunks to. | <fluency> In an homogeneous scenario, we derive a performance bound for such metric, and we show how this bound relates to two fundamental parameters: the upload bandwidth available at each node, and the number of neighbors a node may deliver chunks to. | In a homogeneous scenario, we derive a performance bound for such metric, and we show how this bound relates to two fundamental parameters: the upload bandwidth available at each node, and the number of neighbors a node may deliver chunks to. | fluency | 0.9984145 | 0902.1394 | 1 |
In this bound, n-step Fibonacci sequences do emerge, and appear to set the fundamental laws that characterize the optimal operation of chunk-based systems . | <meaning-changed> In this bound, n-step Fibonacci sequences do emerge, and appear to set the fundamental laws that characterize the optimal operation of chunk-based systems . | In this bound, k-step Fibonacci sequences do emerge, and appear to set the fundamental laws that characterize the optimal operation of chunk-based systems . | meaning-changed | 0.990308 | 0902.1394 | 1 |
In this bound, n-step Fibonacci sequences do emerge, and appear to set the fundamental laws that characterize the optimal operation of chunk-based systems . A further technical contribution of the paper is an advance in the theory of n-step Fibonacci sums for which a prior reference result was missing . | <coherence> In this bound, n-step Fibonacci sequences do emerge, and appear to set the fundamental laws that characterize the optimal operation of chunk-based systems . A further technical contribution of the paper is an advance in the theory of n-step Fibonacci sums for which a prior reference result was missing . | In this bound, n-step Fibonacci sequences do emerge, and appear to set the fundamental laws that characterize the optimal operation of chunk-based systems . | coherence | 0.97021097 | 0902.1394 | 1 |
Such a production copula predicts value added yielded by a firm with given capital and labor in a probabilistic way. | <fluency> Such a production copula predicts value added yielded by a firm with given capital and labor in a probabilistic way. | Such a production copula predicts value added yielded by firms with given capital and labor in a probabilistic way. | fluency | 0.999087 | 0902.1576 | 1 |
It is thereby in sharp contrast to the production function where the productivity of firms is completely deterministic. | <clarity> It is thereby in sharp contrast to the production function where the productivity of firms is completely deterministic. | It is thereby in sharp contrast to the production function where the output of firms is completely deterministic. | clarity | 0.99609226 | 0902.1576 | 1 |
We study four models including the variants of Frank, Gumbel , Clayton copulas and find that the non-exchangeable Gumbel copula describes the data distribution and correlation very accurately . | <meaning-changed> We study four models including the variants of Frank, Gumbel , Clayton copulas and find that the non-exchangeable Gumbel copula describes the data distribution and correlation very accurately . | We employ four models for the production copula, that is, trivariate versions of Frank, Gumbel , Clayton copulas and find that the non-exchangeable Gumbel copula describes the data distribution and correlation very accurately . | meaning-changed | 0.99930036 | 0902.1576 | 1 |
We study four models including the variants of Frank, Gumbel , Clayton copulas and find that the non-exchangeable Gumbel copula describes the data distribution and correlation very accurately . | <coherence> We study four models including the variants of Frank, Gumbel , Clayton copulas and find that the non-exchangeable Gumbel copula describes the data distribution and correlation very accurately . | We study four models including the variants of Frank, Gumbel and survival Clayton and non-exchangeable Gumbel copula describes the data distribution and correlation very accurately . | coherence | 0.9831581 | 0902.1576 | 1 |
We study four models including the variants of Frank, Gumbel , Clayton copulas and find that the non-exchangeable Gumbel copula describes the data distribution and correlation very accurately . | <meaning-changed> We study four models including the variants of Frank, Gumbel , Clayton copulas and find that the non-exchangeable Gumbel copula describes the data distribution and correlation very accurately . | We study four models including the variants of Frank, Gumbel , Clayton copulas and find that the non-exchangeable trivariate Gumbel; the last one works best . | meaning-changed | 0.99948776 | 0902.1576 | 1 |
The value function of an optimal stopping problem for a process with Levy jumps is known to be a generalized solution of a variational inequality. | <meaning-changed> The value function of an optimal stopping problem for a process with Levy jumps is known to be a generalized solution of a variational inequality. | The value function of an optimal stopping problem for a process with L\'{e jumps is known to be a generalized solution of a variational inequality. | meaning-changed | 0.997601 | 0902.2479 | 1 |
Assuming the diffusion component of the process is non-degenerate and a mild assumption on the singularity of the Levy measure, this paper shows that the value function is smooth in the continuation region for problems with either finite or infinite variation jumps . | <fluency> Assuming the diffusion component of the process is non-degenerate and a mild assumption on the singularity of the Levy measure, this paper shows that the value function is smooth in the continuation region for problems with either finite or infinite variation jumps . | Assuming the diffusion component of the process is nondegenerate and a mild assumption on the singularity of the Levy measure, this paper shows that the value function is smooth in the continuation region for problems with either finite or infinite variation jumps . | fluency | 0.99932075 | 0902.2479 | 1 |