Generalized Bernoulli process: simulation, estimation, and application [PDF]
Dependence Modeling, 2021 A generalized Bernoulli process (GBP) is a stationary process consisting of binary variables that can capture long-memory property. In this paper, we propose a simulation method for a sample path of GBP and an estimation method for the parameters in GBP.
Lee Jeonghwa
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Forecasting the outcome of a time-varying Bernoulli process: Data from a laboratory experiment [PDF]
Data in Brief, 2017 The data presented in this article are related to the research article entitled âDiscrete Adjustment to a Changing Environment: Experimental Evidenceâ (Khaw et al., 2017) [1].
Mel W. Khaw +2 more
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Robust Poisson Multi-Bernoulli Mixture Filter With Inaccurate Process and Measurement Noise Covariances [PDF]
IEEE Access, 2020 This paper proposes a robust Poisson multi-Bernoulli mixture (PMBM) filter with inaccurate process and measurement noise covariances. A derivation of the robust PMBM filter is provided for jointly estimating the kinematic state, the predicted state ...
Wenjuan Li, Hong Gu, Weimin Su
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Bicausal isomorphism of Bernoulli processes [PDF]
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1977 Using an idea of Adler and Weiss, automorphisms of Bernoulli processes are constructed where the mapping in one direction is causal with bounded memory and the inverse mapping is causal with memory which is finite w.p.l. Nontrivial such automorphisms exist only when the letter probability distribution has nontrivial symmetry, e.g., the 2-shift.
Stuart P. Lloyd
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Student’s t-Based Robust Poisson Multi-Bernoulli Mixture Filter under Heavy-Tailed Process and Measurement Noises [PDF]
Remote Sensing, 2023 A novel Student’s t-based robust Poisson multi-Bernoulli mixture (PMBM) filter is proposed to effectively perform multi-target tracking under heavy-tailed process and measurement noises.
Jiangbo Zhu, Weixin Xie, Zongxiang Liu
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Bernoulli Variables, Classical Exclusion Processes and Free Probability
Annales Henri Poincaré, 2023 We present a new description of the known large deviation function of the classical symmetric simple exclusion process by exploiting its connection with the quantum symmetric simple exclusion processes and using tools from free probability. This may seem paradoxal as free probability usually deals with non commutative probability while the simple ...
Michel Bauer +3 more
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Coding Ergodic Processes to Approximate Bernoulli Processes [PDF]
Canadian Journal of Mathematics, 1976 In [1] Ornstein defined a metric on processes which, for processes (P, τ) and (Q, σ) with equal numbers of atoms, measures how closely the motions of P and Q under r and a, respectively, imitate each other. If we think of (P, τ) and (Q, σ) as stationary stochastic processes, and we assume (P, τ) and (Q, σ) are ergodic, then ((P, τ)(Q, σ)) < α says ...
Andrés del Junco
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Bernoulli selecting processes in actuarial decisions [PDF]
EUROPEAN RESEARCH STUDIES JOURNAL, 2010 peer ...
Constantinos T. Artikis
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An application of Sparse Variational Gaussian Process with Bernoulli likelihood for flood inundation risk mapping [PDF]
E3S Web of ConferencesAs climate change intensifies, urban flooding has become a growing threat to cities worldwide, especially in low-lying, densely populated areas. Accurate flood risk prediction is essential for disaster readiness, yet it remains a challenge due to the ...
Antonio Yeftanus +2 more
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Generalized Bernoulli Process and Fractional Binomial Distribution [PDF]
, 2022 Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence whose covariance function obeys a power law. In this paper, we further develop generalized Bernoulli processes, reveal their asymptotic behaviors, and find applications.
Jeonghwa Lee
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