Quasi-Likelihood Techniques in a Logistic Regression Equation for Identifying Simulium damnosum s.l. Larval Habitats Intra-cluster Covariates in Togo. [PDF]
Geo Spat Inf Sci, 2012 Jacob BG +7 more
europepmc +1 more source
The asymptotic spectra of banded Toeplitz and quasi-Toeplitz matrices [PDF]
, 1991 Toeplitz matrices occur in many mathematical, as well as, scientific and engineering investigations. This paper considers the spectra of banded Toeplitz and quasi-Toeplitz matrices with emphasis on non-normal matrices of arbitrarily large order and ...
Beam, Richard M., Warming, Robert F.
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Necessary and Sufficient Conditions for Stability of Finite State Markov Chains [PDF]
This note considers finite state Markov chains which overlap supports. While the overlapping supports condition is known to be necessary and sufficient for stability of these chains, the result is typically presented in a more general context.
John Stachurski
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Bayesian inference for Hidden Markov Model [PDF]
Hidden Markov Models can be considered an extension of mixture models, allowing for dependent observations. In a hierarchical Bayesian framework, we show how Reversible Jump Markov Chain Monte Carlo techniques can be used to estimate the parameters of ...
Luisa Scaccia, Rosella Castellano
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Sparse Blind Deconvolution Using ADMM Methods Based on Asymmetric Structured Prior for UWB Fuze. [PDF]
Sensors (Basel)Hao S +5 more
europepmc +1 more source
On Markov Chains with Uncertain Data [PDF]
In this paper, a general method is described to determine uncertainty intervals for performance measures of Markov chains given an uncertainty region for the parameters of the Markov chains.
Blanc, J.P.C., Hertog, D. den
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"Bayesian Estimation and Particle Filter for Max-Stable Processes" [PDF]
Extreme values are often correlated over time, for example, in a financial time series, and these values carry various risks. Max-stable processes such as maxima of moving maxima (M3) processes have been recently considered in the literature to describe ...
Zhengjun Zhang +2 more
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Particle Filters for Markov Switching Stochastic Volatility Models [PDF]
This paper proposes an auxiliary particle filter algorithm for inference in regime switching stochastic volatility models in which the regime state is governed by a first-order Markov chain.
Boda Kang, Yun Bao, Carl Chiarella
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A MATLAB Package for Markov Chain Monte Carlo with a Multi-Unidimensional IRT Model [PDF]
Unidimensional item response theory (IRT) models are useful when each item is designed to measure some facet of a unified latent trait. In practical applications, items are not necessarily measuring the same underlying trait, and hence the more general ...
Yanyan Sheng
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Electricity price in Italy: a Bayesian calibration using Markov Chain Monte Carlo methods
reservedQuesta tesi studia la modellizzazione e la calibrazione dei prezzi spot dell'energia elettrica nel mercato italiano. Seguendo il lavoro di LaudageĢ et al. (2024) e Gonzalez et al.
TARGON, ALBERTO
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