Results 221 to 230 of about 336,279 (300)
A distributionally robust bilevel optimization model for wholesale-retail electricity market design. [PDF]
Jia X +7 more
europepmc +1 more source
Technological Diffusion, Conditional Convergence, and Economic Growth
D. M. Bloom +2 more
openalex +1 more source
Restricted Tweedie stochastic block models
Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
wiley +1 more source
Sequence-to-sequence models with attention mechanistically map to the architecture of human memory search. [PDF]
Salvatore N, Zhang Q.
europepmc +1 more source
Rank‐based estimation of propensity score weights via subclassification
Abstract Propensity score (PS) weighting estimators are widely used for causal effect estimation and enjoy desirable theoretical properties, such as consistency and potential efficiency under correct model specification. However, their performance can degrade in practice due to sensitivity to PS model misspecification.
Linbo Wang +3 more
wiley +1 more source
Refining the Liver Donor Risk Index With Machine Perfusion: A Bayesian Approach. [PDF]
Tanaka T, Sewell D.
europepmc +1 more source
An Alternative Interpretation of Conditional Convergence Results
Dongchul Cho
openalex +1 more source
An observation‐driven state‐space model for claims size modelling
Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn +2 more
wiley +1 more source
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source

