Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Individual causal attribution in occupational disease claims: a structured epidemiological approach. [PDF]
Ellenberg E +4 more
europepmc +1 more source
Partial identification with categorical data and nonignorable missing outcomes
Abstract Nonignorable missing outcomes are common in real‐world datasets and often require strong parametric assumptions to achieve identification. These assumptions can be implausible or untestable, and so we may wish to forgo them in favour of partially identified models that narrow the set of a priori possible values to an identification region.
Daniel Daly‐Grafstein, Paul Gustafson
wiley +1 more source
An Explainable AI Framework for Corneal Imaging Interpretation and Refractive Surgery Decision Support. [PDF]
Wang MH.
europepmc +1 more source
Bayesian clustering of multivariate extremes
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley +1 more source
Causal analysis of extreme risk in a network of industry portfolios
Abstract We provide a detailed review of causal dependence within the framework of max‐linear structural models. Such models express each node variable as a max‐linear function of its parental node variables in a directed acyclic graph (DAG) and some exogenous innovation.
Claudia Klüppelberg, Mario Krali
wiley +1 more source
Comparative effectiveness of orthopedic teaching methods in China: a Bayesian network meta-analysis of randomized trials. [PDF]
Gu P +10 more
europepmc +1 more source
Abstract Intensity–duration–frequency curves are used by a wide range of professionals to manage the risks related to extreme rainfall. In Canada, these curves are produced by Environment and Climate Change Canada on the basis of Gumbel distributions fitted independently for each accumulation period.
Paul Mathivon +2 more
wiley +1 more source
Stagewise crop yield prediction with multisource functional indices
Abstract Index insurance design involves integrating weather data, soil moisture, phenology information, and satellite imagery, which presents challenges in data fusion. This article addresses the modelling of multisource functional indices of varying lengths by constructing a stagewise ensemble of sequential models.
Jing Zou, Ostap Okhrin
wiley +1 more source
Improved bayesian network with graph attention and prior algorithm for aircraft engine fault root cause analysis. [PDF]
Yuan L, Han G, Dong P.
europepmc +1 more source

